FTAL.L vs. AMLP
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (FTAL.L) and Alerian MLP ETF (AMLP).
FTAL.L and AMLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTAL.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012. AMLP is a passively managed fund by SS&C that tracks the performance of the Alerian MLP Infrastructure Index. It was launched on Aug 23, 2010. Both FTAL.L and AMLP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTAL.L or AMLP.
Key characteristics
| FTAL.L | AMLP | |
|---|---|---|
| YTD Return | 6.72% | 17.40% |
| 1Y Return | 12.34% | 18.32% |
| 3Y Return (Ann) | 5.12% | 18.68% |
| 5Y Return (Ann) | 5.02% | 12.33% |
| 10Y Return (Ann) | 5.66% | 1.53% |
| Sharpe Ratio | 1.19 | 1.45 |
| Sortino Ratio | 1.75 | 2.07 |
| Omega Ratio | 1.21 | 1.25 |
| Calmar Ratio | 2.22 | 2.74 |
| Martin Ratio | 6.89 | 7.73 |
| Ulcer Index | 1.69% | 2.57% |
| Daily Std Dev | 9.76% | 13.72% |
| Max Drawdown | -35.26% | -77.19% |
| Current Drawdown | -4.19% | -2.87% |
Correlation
The correlation between FTAL.L and AMLP is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FTAL.L vs. AMLP - Performance Comparison
In the year-to-date period, FTAL.L achieves a 6.72% return, which is significantly lower than AMLP's 17.40% return. Over the past 10 years, FTAL.L has outperformed AMLP with an annualized return of 5.66%, while AMLP has yielded a comparatively lower 1.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTAL.L vs. AMLP - Expense Ratio Comparison
FTAL.L has a 0.20% expense ratio, which is lower than AMLP's 0.90% expense ratio.
Risk-Adjusted Performance
FTAL.L vs. AMLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (FTAL.L) and Alerian MLP ETF (AMLP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
FTAL.L vs. AMLP - Dividend Comparison
FTAL.L has not paid dividends to shareholders, while AMLP's dividend yield for the trailing twelve months is around 5.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAL.L SPDR FTSE UK All Share UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMLP Alerian MLP ETF | 5.87% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.30% | 7.97% | 8.09% | 9.84% | 6.45% | 6.00% |
Drawdowns
FTAL.L vs. AMLP - Drawdown Comparison
The maximum FTAL.L drawdown since its inception was -35.26%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for FTAL.L and AMLP. For additional features, visit the drawdowns tool.
Volatility
FTAL.L vs. AMLP - Volatility Comparison
SPDR FTSE UK All Share UCITS ETF (FTAL.L) has a higher volatility of 4.27% compared to Alerian MLP ETF (AMLP) at 3.57%. This indicates that FTAL.L's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.