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

Performance

FTFX.L vs. VPAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust FactorFX UCITS ETF Class A USD (FTFX.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, FTFX.L achieves a 6.72% return, which is significantly higher than VPAC.L's 2.04% return.


FTFX.L

1D
0.81%
1M
2.12%
6M
6.59%
YTD
6.72%
1Y
10.31%
3Y*
6.78%
5Y*
5.92%
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)

FTFX.L vs. VPAC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FTFX.L
First Trust FactorFX UCITS ETF Class A USD
6.72%8.14%7.93%9.97%-1.13%-3.43%0.33%4.18%0.35%
VPAC.L
Invesco Variable Rate Preferred Shares UCITS ETF USD
2.04%6.34%10.84%9.27%-9.70%3.64%4.81%17.14%-1.27%

Correlation

The correlation between FTFX.L and VPAC.L is -0.01, 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

-0.01

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

-0.02

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

0.11

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2018

0.12

The correlation between FTFX.L and VPAC.L shifts across timeframes, from -0.02 (3 years) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FTFX.L vs. VPAC.L — Risk / Return Rank

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

FTFX.L
FTFX.L Risk / Return Rank: 6565
Overall Rank
FTFX.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTFX.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
FTFX.L Omega Ratio Rank: 6565
Omega Ratio Rank
FTFX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTFX.L Martin Ratio Rank: 6969
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.

FTFX.L vs. VPAC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust FactorFX UCITS ETF Class A USD (FTFX.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.


FTFX.LVPAC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.31

1.32

-0.01

Calmar ratioReturn relative to maximum drawdown

3.30

2.54

+0.76

Martin ratioReturn relative to average drawdown

10.01

9.98

+0.03

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

The current FTFX.L Sharpe Ratio is 1.55, which is comparable to the VPAC.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FTFX.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

FTFX.L vs. VPAC.L - Drawdown Comparison

The maximum FTFX.L drawdown since its inception was -8.13%, smaller than the maximum VPAC.L drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for FTFX.L and VPAC.L.


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Drawdown Indicators


FTFX.LVPAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.13%

-34.25%

+26.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-2.02%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-6.92%

-3.40%

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-6.92%

-13.89%

+6.97%

Current Drawdown

Current decline from peak

0.00%

-0.33%

+0.33%

Average Drawdown

Average peak-to-trough decline

-2.08%

-3.14%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.52%

+0.46%

Volatility

FTFX.L vs. VPAC.L - Volatility Comparison

First Trust FactorFX UCITS ETF Class A USD (FTFX.L) has a higher volatility of 1.26% compared to Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.L) at 0.74%. This indicates that FTFX.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


FTFX.LVPAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

0.74%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

2.28%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

3.17%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.33%

5.30%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.18%

11.00%

-4.82%

Dividends

FTFX.L vs. VPAC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FTFX.L and VPAC.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTFX.L tracks First Trust FactorFX UCITS ETF Class A USD, while VPAC.L tracks Invesco Variable Rate Preferred Shares UCITS ETF USD. They also come from different issuers: First Trust and Invesco.

Portfolio Optimizer

Find the right allocation for FTFX.L and VPAC.L

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