FTAL.L vs. ^GDAXI
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (FTAL.L) and DAX Performance Index (^GDAXI).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTAL.L or ^GDAXI.
Key characteristics
| FTAL.L | ^GDAXI | |
|---|---|---|
| YTD Return | 9.48% | 11.70% |
| 1Y Return | 12.23% | 19.45% |
| 3Y Return (Ann) | 7.46% | 6.39% |
| 5Y Return (Ann) | 5.59% | 8.38% |
| 10Y Return (Ann) | 5.73% | 6.64% |
| Sharpe Ratio | 1.10 | 1.74 |
| Daily Std Dev | 10.14% | 11.64% |
| Max Drawdown | -35.26% | -72.68% |
| Current Drawdown | -1.10% | -1.16% |
Correlation
The correlation between FTAL.L and ^GDAXI is 0.74, 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. ^GDAXI - Performance Comparison
In the year-to-date period, FTAL.L achieves a 9.48% return, which is significantly lower than ^GDAXI's 11.70% return. Over the past 10 years, FTAL.L has underperformed ^GDAXI with an annualized return of 5.73%, while ^GDAXI has yielded a comparatively higher 6.64% 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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Risk-Adjusted Performance
FTAL.L vs. ^GDAXI - 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 DAX Performance Index (^GDAXI). 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.
Drawdowns
FTAL.L vs. ^GDAXI - Drawdown Comparison
The maximum FTAL.L drawdown since its inception was -35.26%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for FTAL.L and ^GDAXI. For additional features, visit the drawdowns tool.
Volatility
FTAL.L vs. ^GDAXI - Volatility Comparison
SPDR FTSE UK All Share UCITS ETF (FTAL.L) and DAX Performance Index (^GDAXI) have volatilities of 3.69% and 3.69%, 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.