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FTCS.L vs. NXTG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTCS.L vs. NXTG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) and First Trust Indxx NextG UCITS ETF (NXTG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FTCS.L is traded in USD, while NXTG.L is traded in GBp. To make them comparable, the NXTG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FTCS.L achieves a 3.44% return, which is significantly lower than NXTG.L's 38.59% return.


FTCS.L

1D
-0.55%
1M
1.78%
6M
0.59%
YTD
3.44%
1Y
7.18%
3Y*
9.29%
5Y*
5.52%
10Y*

NXTG.L

1D
-0.25%
1M
-5.49%
6M
35.96%
YTD
38.59%
1Y
56.79%
3Y*
17.63%
5Y*
9.05%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTCS.L vs. NXTG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FTCS.L
First Trust Capital Strength UCITS ETF Class A USD Accumulation
3.44%6.62%11.16%8.19%-10.23%25.79%11.85%
NXTG.L
First Trust Indxx NextG UCITS ETF
38.59%28.23%13.05%5.58%-32.47%14.83%7.38%

Correlation

The correlation between FTCS.L and NXTG.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.32

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2020

0.41

Over the past year, the correlation between FTCS.L and NXTG.L has dropped to 0.08 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

FTCS.L vs. NXTG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTCS.L
FTCS.L Risk / Return Rank: 2323
Overall Rank
FTCS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FTCS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
FTCS.L Omega Ratio Rank: 2222
Omega Ratio Rank
FTCS.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
FTCS.L Martin Ratio Rank: 2121
Martin Ratio Rank

NXTG.L
NXTG.L Risk / Return Rank: 5555
Overall Rank
NXTG.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NXTG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
NXTG.L Omega Ratio Rank: 9292
Omega Ratio Rank
NXTG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
NXTG.L Martin Ratio Rank: 3838
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.

FTCS.L vs. NXTG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) and First Trust Indxx NextG UCITS ETF (NXTG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTCS.LNXTG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.13

1.46

-0.32

Calmar ratioReturn relative to maximum drawdown

0.91

2.29

-1.38

Martin ratioReturn relative to average drawdown

1.88

4.79

-2.90

FTCS.L vs. NXTG.L - Sharpe Ratio Comparison

The current FTCS.L Sharpe Ratio is 0.71, which is lower than the NXTG.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FTCS.L and NXTG.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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Drawdowns

FTCS.L vs. NXTG.L - Drawdown Comparison

The maximum FTCS.L drawdown since its inception was -31.99%, smaller than the maximum NXTG.L drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for FTCS.L and NXTG.L.


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Drawdown Indicators


FTCS.LNXTG.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.99%

-54.89%

+22.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-24.85%

+16.17%

Max Drawdown (3Y)

Largest decline over 3 years

-12.77%

-32.80%

+20.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-45.46%

+24.83%

Max Drawdown (10Y)

Largest decline over 10 years

-54.89%

Current Drawdown

Current decline from peak

-4.30%

-10.07%

+5.77%

Average Drawdown

Average peak-to-trough decline

-5.78%

-26.87%

+21.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

11.89%

-7.68%

Volatility

FTCS.L vs. NXTG.L - Volatility Comparison

The current volatility for First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) is 4.50%, while First Trust Indxx NextG UCITS ETF (NXTG.L) has a volatility of 6.74%. This indicates that FTCS.L experiences smaller price fluctuations and is considered to be less risky than NXTG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTCS.LNXTG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

6.74%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

16.85%

-8.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

47.00%

-35.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

44.57%

-30.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

34.76%

-17.11%

Dividends

FTCS.L vs. NXTG.L - Dividend Comparison

Neither FTCS.L nor NXTG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FTCS.L and NXTG.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTCS.L tracks First Trust Capital Strength UCITS ETF Class A USD Accumulation, while NXTG.L tracks First Trust Indxx NextG UCITS ETF.

Portfolio Optimizer

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