FTCS vs. ACWI
Compare and contrast key facts about First Trust Capital Strength ETF (FTCS) and iShares MSCI ACWI ETF (ACWI).
FTCS and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTCS is a passively managed fund by First Trust that tracks the performance of the The NASDAQ Capital Strength Index. It was launched on Jul 6, 2006. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both FTCS and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FTCS vs. ACWI - Performance Comparison
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FTCS vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTCS First Trust Capital Strength ETF | 0.58% | 6.46% | 11.19% | 8.48% | -10.22% | 26.75% | 13.05% | 26.71% | -4.22% | 26.57% |
ACWI iShares MSCI ACWI ETF | -2.21% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Returns By Period
In the year-to-date period, FTCS achieves a 0.58% return, which is significantly higher than ACWI's -2.21% return. Over the past 10 years, FTCS has underperformed ACWI with an annualized return of 10.24%, while ACWI has yielded a comparatively higher 11.58% annualized return.
FTCS
- 1D
- 0.97%
- 1M
- -6.34%
- YTD
- 0.58%
- 6M
- -0.35%
- 1Y
- 4.65%
- 3Y*
- 9.74%
- 5Y*
- 6.80%
- 10Y*
- 10.24%
ACWI
- 1D
- 3.11%
- 1M
- -6.11%
- YTD
- -2.21%
- 6M
- 0.97%
- 1Y
- 20.86%
- 3Y*
- 16.98%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
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FTCS vs. ACWI - Expense Ratio Comparison
FTCS has a 0.56% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Return for Risk
FTCS vs. ACWI — Risk / Return Rank
FTCS
ACWI
FTCS vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and iShares MSCI ACWI ETF (ACWI). 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.
| FTCS | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 1.20 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.60 | 1.77 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.27 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 1.79 | -1.16 |
Martin ratioReturn relative to average drawdown | 2.42 | 8.26 | -5.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTCS | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 1.20 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.59 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.39 | +0.12 |
Correlation
The correlation between FTCS and ACWI is 0.83, 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.
Dividends
FTCS vs. ACWI - Dividend Comparison
FTCS's dividend yield for the trailing twelve months is around 1.11%, less than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTCS First Trust Capital Strength ETF | 1.11% | 1.04% | 1.33% | 1.47% | 1.23% | 1.06% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
FTCS vs. ACWI - Drawdown Comparison
The maximum FTCS drawdown since its inception was -53.64%, roughly equal to the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for FTCS and ACWI.
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Drawdown Indicators
| FTCS | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.64% | -56.00% | +2.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -11.76% | +2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | -26.42% | +5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | -33.53% | +1.60% |
Current DrawdownCurrent decline from peak | -6.42% | -6.92% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -8.69% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.54% | -0.12% |
Volatility
FTCS vs. ACWI - Volatility Comparison
The current volatility for First Trust Capital Strength ETF (FTCS) is 3.20%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that FTCS experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTCS | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 6.38% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.06% | 10.05% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 17.48% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 15.97% | -2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 17.08% | -1.54% |