FTCS vs. USMV
Compare and contrast key facts about First Trust Capital Strength ETF (FTCS) and iShares Edge MSCI Min Vol USA ETF (USMV).
FTCS and USMV 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. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011. Both FTCS and USMV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTCS or USMV.
Key characteristics
| FTCS | USMV | |
|---|---|---|
| YTD Return | 16.32% | 20.86% |
| 1Y Return | 24.53% | 28.25% |
| 3Y Return (Ann) | 5.71% | 7.87% |
| 5Y Return (Ann) | 10.94% | 9.77% |
| 10Y Return (Ann) | 11.01% | 10.98% |
| Sharpe Ratio | 2.76 | 3.38 |
| Sortino Ratio | 3.89 | 4.78 |
| Omega Ratio | 1.51 | 1.64 |
| Calmar Ratio | 2.65 | 4.72 |
| Martin Ratio | 14.73 | 22.01 |
| Ulcer Index | 1.66% | 1.28% |
| Daily Std Dev | 8.88% | 8.38% |
| Max Drawdown | -53.64% | -33.10% |
| Current Drawdown | -0.49% | -0.35% |
Correlation
The correlation between FTCS and USMV is 0.87, 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
FTCS vs. USMV - Performance Comparison
In the year-to-date period, FTCS achieves a 16.32% return, which is significantly lower than USMV's 20.86% return. Both investments have delivered pretty close results over the past 10 years, with FTCS having a 11.01% annualized return and USMV not far behind at 10.98%. 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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FTCS vs. USMV - Expense Ratio Comparison
FTCS has a 0.56% expense ratio, which is higher than USMV's 0.15% expense ratio.
Risk-Adjusted Performance
FTCS vs. USMV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and iShares Edge MSCI Min Vol USA ETF (USMV). 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.
Dividends
FTCS vs. USMV - Dividend Comparison
FTCS's dividend yield for the trailing twelve months is around 1.30%, less than USMV's 1.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTCS First Trust Capital Strength ETF | 1.30% | 1.47% | 1.23% | 1.05% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% | 2.01% | 1.34% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.61% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
Drawdowns
FTCS vs. USMV - Drawdown Comparison
The maximum FTCS drawdown since its inception was -53.64%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for FTCS and USMV. For additional features, visit the drawdowns tool.
Volatility
FTCS vs. USMV - Volatility Comparison
First Trust Capital Strength ETF (FTCS) has a higher volatility of 3.00% compared to iShares Edge MSCI Min Vol USA ETF (USMV) at 2.77%. This indicates that FTCS's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.