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FTAL.L vs. XAUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTAL.L vs. XAUS.L

Last updated Jun 5, 2026

FTAL.L (SPDR FTSE UK All Share UCITS ETF) and XAUS.L (Xtrackers S&P/ASX 200 UCITS ETF 1D) are both exchange-traded funds - FTAL.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while XAUS.L is a Asia Pacific Equities fund tracking the MSCI Australia NR USD. Both are passively managed. Over the past 10 years, FTAL.L returned 8.54%/yr vs 9.17%/yr for XAUS.L. A 0.52 correlation means they provide meaningful diversification when combined. FTAL.L charges 0.20%/yr vs 0.50%/yr for XAUS.L.

Performance

FTAL.L vs. XAUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR FTSE UK All Share UCITS ETF (FTAL.L) and Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FTAL.L is traded in GBP, while XAUS.L is traded in GBp. To make them comparable, the XAUS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FTAL.L achieves a 5.93% return, which is significantly lower than XAUS.L's 8.13% return. Over the past 10 years, FTAL.L has underperformed XAUS.L with an annualized return of 8.54%, while XAUS.L has yielded a comparatively higher 9.17% annualized return.

FTAL.L

1D
0.30%
1M
2.15%
YTD
5.93%
6M
8.27%
1Y
20.36%
3Y*
14.06%
5Y*
10.22%
10Y*
8.54%

XAUS.L

1D
-0.60%
1M
0.41%
YTD
8.13%
6M
9.60%
1Y
16.15%
3Y*
9.59%
5Y*
6.41%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTAL.L vs. XAUS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FTAL.L
SPDR FTSE UK All Share UCITS ETF		5.93%23.19%9.03%7.92%0.55%17.18%-9.96%19.29%-9.71%12.99%
XAUS.L
Xtrackers S&P/ASX 200 UCITS ETF 1D		8.13%9.45%3.36%5.67%3.27%9.35%9.38%18.34%-8.52%9.19%

Correlation

The correlation between FTAL.L and XAUS.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since May 2, 2012

0.52

The correlation between FTAL.L and XAUS.L shifts across timeframes, from 0.52 (all time) to 0.68 (3 years), reflecting how their relationship changes across market environments.

FTAL.L vs. XAUS.L - Sectors Allocation Comparison

Sectors
FTAL.L
XAUS.L

Financial Services

24.2%
34.8%

Industrials

14.5%
6.3%

Healthcare

12.8%
5.5%

Consumer Defensive

12.1%
3.6%

Energy

10.9%
5.0%

Basic Materials

8.4%
24.7%

Consumer Cyclical

5.6%
6.7%

Utilities

5.1%
1.5%

Communication Services

3.0%
3.7%

Real Estate

1.7%
5.8%

Technology

1.7%
2.5%

Financial Services

FTAL.L
24.2%
XAUS.L
34.8%

Industrials

FTAL.L
14.5%
XAUS.L
6.3%

Healthcare

FTAL.L
12.8%
XAUS.L
5.5%

Consumer Defensive

FTAL.L
12.1%
XAUS.L
3.6%

Energy

FTAL.L
10.9%
XAUS.L
5.0%

Basic Materials

FTAL.L
8.4%
XAUS.L
24.7%

Consumer Cyclical

FTAL.L
5.6%
XAUS.L
6.7%

Utilities

FTAL.L
5.1%
XAUS.L
1.5%

Communication Services

FTAL.L
3.0%
XAUS.L
3.7%

Real Estate

FTAL.L
1.7%
XAUS.L
5.8%

Technology

FTAL.L
1.7%
XAUS.L
2.5%

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SPDR FTSE UK All Share UCITS ETF

Xtrackers S&P/ASX 200 UCITS ETF 1D

Often compared with FTAL.L:
FTAL.L vs. CUKX.LFTAL.L vs. VUKG.LFTAL.L vs. EUEA.ASFTAL.L vs. NG.LFTAL.L vs. REL.LFTAL.L vs. LWDB.LFTAL.L vs. GBPG.L
Often compared with XAUS.L:
XAUS.L vs. DX2S.DEXAUS.L vs. ^GSPCXAUS.L vs. GLDXAUS.L vs. VUSA.LXAUS.L vs. VOOXAUS.L vs. CNX1.LXAUS.L vs. XDEQ.L

Return for Risk

FTAL.L vs. XAUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTAL.L
FTAL.L Risk / Return Rank: 5353
Overall Rank
FTAL.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTAL.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
FTAL.L Omega Ratio Rank: 5959
Omega Ratio Rank
FTAL.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
FTAL.L Martin Ratio Rank: 4747
Martin Ratio Rank
XAUS.L
XAUS.L Risk / Return Rank: 3535
Overall Rank
XAUS.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XAUS.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
XAUS.L Omega Ratio Rank: 3535
Omega Ratio Rank
XAUS.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
XAUS.L Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTAL.L vs. XAUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (FTAL.L) and Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.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.

FTAL.LXAUS.LDifference
Sharpe ratioReturn per unit of total volatility
1.87
1.27

+0.60

Sortino ratioReturn per unit of downside risk
2.66
1.86

+0.79

Omega ratioGain probability vs. loss probability

1.35

1.23

+0.12

Calmar ratioReturn relative to maximum drawdown

2.26

1.72

+0.54

Martin ratioReturn relative to average drawdown

7.66

5.19

+2.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTAL.L vs. XAUS.L - Sharpe Ratio Comparison

The current FTAL.L Sharpe Ratio is 1.87, which is higher than the XAUS.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FTAL.L and XAUS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

FTAL.LXAUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.27

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.43

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.55

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.38

+0.19

Drawdowns

FTAL.L vs. XAUS.L - Drawdown Comparison

The maximum FTAL.L drawdown since its inception was -35.26%, smaller than the maximum XAUS.L drawdown of -51.15%. Use the drawdown chart below to compare losses from any high point for FTAL.L and XAUS.L.

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Drawdown Indicators

FTAL.LXAUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.26%

-51.15%

+15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-9.57%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-13.17%

-21.54%

+8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-13.17%

-21.54%

+8.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

-38.31%

+3.05%

Current Drawdown

Current decline from peak

-3.78%

-4.18%

+0.40%

Average Drawdown

Average peak-to-trough decline

-4.31%

-8.06%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

3.14%

-0.49%

Volatility

FTAL.L vs. XAUS.L - Volatility Comparison

The current volatility for SPDR FTSE UK All Share UCITS ETF (FTAL.L) is 4.08%, while Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) has a volatility of 4.33%. This indicates that FTAL.L experiences smaller price fluctuations and is considered to be less risky than XAUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FTAL.LXAUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

4.33%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

10.24%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

13.00%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.68%

16.76%

-4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

20.45%

-5.70%

FTAL.L vs. XAUS.L - Expense Ratio Comparison

FTAL.L has a 0.20% expense ratio, which is lower than XAUS.L's 0.50% expense ratio.

Dividends

FTAL.L vs. XAUS.L - Dividend Comparison

FTAL.L has not paid dividends to shareholders, while XAUS.L's dividend yield for the trailing twelve months is around 2.54%.

PositionTTM2025202420232022202120202019201820172016
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%
XAUS.L
Xtrackers S&P/ASX 200 UCITS ETF 1D		2.54%2.67%3.22%3.83%5.17%2.15%4.85%3.73%3.53%3.49%3.73%

Frequently Asked Questions

FTAL.L and XAUS.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTAL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTAL.L is cheaper with a 0.20% expense ratio, compared with 0.50% for XAUS.L.

FTAL.L is categorized as Europe Equities, while XAUS.L is Asia Pacific Equities. FTAL.L tracks FTSE AllSh TR GBP, while XAUS.L tracks MSCI Australia NR USD. They also come from different issuers: State Street and DWS. Their fees differ too: 0.20% for FTAL.L and 0.50% for XAUS.L.

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