FTAL.L vs. CUKX.L
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (FTAL.L) and iShares FTSE 100 UCITS ETF (CUKX.L).
FTAL.L and CUKX.L 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. CUKX.L is a passively managed fund by iShares that tracks the performance of the FTSE 100 Index. It was launched on Jan 26, 2010. Both FTAL.L and CUKX.L 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 CUKX.L.
Key characteristics
| FTAL.L | CUKX.L | |
|---|---|---|
| YTD Return | 10.26% | 10.36% |
| 1Y Return | 13.17% | 12.07% |
| 3Y Return (Ann) | 7.73% | 10.00% |
| 5Y Return (Ann) | 5.74% | 6.05% |
| 10Y Return (Ann) | 5.81% | 5.80% |
| Sharpe Ratio | 1.29 | 1.18 |
| Daily Std Dev | 10.15% | 10.12% |
| Max Drawdown | -35.26% | -34.50% |
| Current Drawdown | -0.38% | -0.85% |
Correlation
The correlation between FTAL.L and CUKX.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FTAL.L vs. CUKX.L - Performance Comparison
The year-to-date returns for both investments are quite close, with FTAL.L having a 10.26% return and CUKX.L slightly higher at 10.36%. Both investments have delivered pretty close results over the past 10 years, with FTAL.L having a 5.81% annualized return and CUKX.L not far behind at 5.80%. 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. CUKX.L - Expense Ratio Comparison
FTAL.L has a 0.20% expense ratio, which is higher than CUKX.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FTAL.L vs. CUKX.L - 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 iShares FTSE 100 UCITS ETF (CUKX.L). 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. CUKX.L - Dividend Comparison
Neither FTAL.L nor CUKX.L has paid dividends to shareholders.
Drawdowns
FTAL.L vs. CUKX.L - Drawdown Comparison
The maximum FTAL.L drawdown since its inception was -35.26%, roughly equal to the maximum CUKX.L drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for FTAL.L and CUKX.L. For additional features, visit the drawdowns tool.
Volatility
FTAL.L vs. CUKX.L - Volatility Comparison
SPDR FTSE UK All Share UCITS ETF (FTAL.L) and iShares FTSE 100 UCITS ETF (CUKX.L) have volatilities of 3.65% and 3.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.