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

Performance

FTCS.L vs. VPAC.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 Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTCS.L achieves a 3.44% return, which is significantly higher than VPAC.L's 2.04% 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*

VPAC.L

1D
-0.12%
1M
0.03%
6M
1.83%
YTD
2.04%
1Y
5.32%
3Y*
8.42%
5Y*
3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTCS.L vs. VPAC.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%
VPAC.L
Invesco Variable Rate Preferred Shares UCITS ETF USD
2.04%6.34%10.84%9.27%-9.70%3.64%3.86%

Correlation

The correlation between FTCS.L and VPAC.L is 0.09, 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

0.09

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

0.27

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

0.38

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

0.39

Over the past year, the correlation between FTCS.L and VPAC.L has dropped to 0.09 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

FTCS.L vs. VPAC.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

VPAC.L
VPAC.L Risk / Return Rank: 6565
Overall Rank
VPAC.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VPAC.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
VPAC.L Omega Ratio Rank: 6767
Omega Ratio Rank
VPAC.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
VPAC.L Martin Ratio Rank: 6969
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. VPAC.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 Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.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.LVPAC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.13

1.32

-0.19

Calmar ratioReturn relative to maximum drawdown

0.91

2.54

-1.63

Martin ratioReturn relative to average drawdown

1.88

9.98

-8.10

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

The current FTCS.L Sharpe Ratio is 0.71, which is lower than the VPAC.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FTCS.L and VPAC.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. VPAC.L - Drawdown Comparison

The maximum FTCS.L drawdown since its inception was -31.99%, smaller than the maximum VPAC.L drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for FTCS.L and VPAC.L.


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Drawdown Indicators


FTCS.LVPAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.99%

-34.25%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-2.02%

-6.66%

Max Drawdown (3Y)

Largest decline over 3 years

-12.77%

-3.40%

-9.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-13.89%

-6.74%

Current Drawdown

Current decline from peak

-4.30%

-0.33%

-3.97%

Average Drawdown

Average peak-to-trough decline

-5.78%

-3.14%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

0.52%

+3.69%

Volatility

FTCS.L vs. VPAC.L - Volatility Comparison

First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) has a higher volatility of 4.50% compared to Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.L) at 0.74%. This indicates that FTCS.L's price experiences larger fluctuations and is considered to be riskier than VPAC.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.LVPAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

0.74%

+3.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

2.28%

+6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

3.17%

+7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

5.30%

+8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

11.00%

+6.65%

Dividends

FTCS.L vs. VPAC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FTCS.L and VPAC.L have a correlation of 0.09, 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 VPAC.L tracks Invesco Variable Rate Preferred Shares UCITS ETF USD. They also come from different issuers: First Trust and Invesco.

Portfolio Optimizer

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