FTCS.L vs. WRDA.L
FTCS.L (First Trust Capital Strength UCITS ETF Class A USD Accumulation) and WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) are both Global Equities funds - FTCS.L tracks the First Trust Capital Strength UCITS ETF Class A USD Accumulation while WRDA.L tracks the MSCI World Index. Both are passively managed. Over the past year, FTCS.L returned 7.18% vs 22.07% for WRDA.L. At a 0.50 correlation, their price movements are largely independent.
Performance
FTCS.L vs. WRDA.L - Performance Comparison
Loading charts...
Different Trading Currencies
FTCS.L is traded in USD, while WRDA.L is traded in GBp. To make them comparable, the WRDA.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 WRDA.L's 10.11% 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*
- —
WRDA.L
- 1D
- 0.00%
- 1M
- 0.23%
- 6M
- 8.92%
- YTD
- 10.11%
- 1Y
- 22.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTCS.L vs. WRDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTCS.L First Trust Capital Strength UCITS ETF Class A USD Accumulation | 3.44% | 6.62% | 9.08% |
WRDA.L UBS Core MSCI World UCITS ETF USD Acc | 10.11% | 21.28% | 17.83% |
Correlation
The correlation between FTCS.L and WRDA.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | 0.50 |
The correlation between FTCS.L and WRDA.L shifts across timeframes, from 0.32 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FTCS.L vs. WRDA.L — Risk / Return Rank
FTCS.L
WRDA.L
FTCS.L vs. WRDA.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 UBS Core MSCI World UCITS ETF USD Acc (WRDA.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.L | WRDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.34 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.80 | +0.11 |
| Martin ratioReturn relative to average drawdown | 1.88 | 1.20 | +0.68 |
Loading charts...
Drawdowns
FTCS.L vs. WRDA.L - Drawdown Comparison
The maximum FTCS.L drawdown since its inception was -31.99%, which is greater than WRDA.L's maximum drawdown of -27.71%. Use the drawdown chart below to compare losses from any high point for FTCS.L and WRDA.L.
Loading charts...
Drawdown Indicators
| FTCS.L | WRDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.99% | -27.71% | -4.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -27.71% | +19.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | — | — |
Current DrawdownCurrent decline from peak | -4.30% | -15.53% | +11.23% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -7.46% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 18.35% | -14.14% |
Volatility
FTCS.L vs. WRDA.L - Volatility Comparison
First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) has a higher volatility of 4.50% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.96%. This indicates that FTCS.L's price experiences larger fluctuations and is considered to be riskier than WRDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FTCS.L | WRDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 2.96% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 9.04% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 43.30% | -32.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 29.74% | -15.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 29.74% | -12.09% |
Dividends
FTCS.L vs. WRDA.L - Dividend Comparison
Neither FTCS.L nor WRDA.L has paid dividends to shareholders.
Frequently Asked Questions
FTCS.L and WRDA.L have a correlation of 0.32, 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 WRDA.L tracks MSCI World Index. They also come from different issuers: First Trust and UBS.
Find the right allocation for FTCS.L and WRDA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer