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FTGS.DE vs. ASCH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGS.DE vs. ASCH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE). The values are adjusted to include any dividend payments, if applicable.

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FTGS.DE vs. ASCH.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FTGS.DE achieves a -3.21% return, which is significantly lower than ASCH.DE's 8.94% return.


FTGS.DE

1D
0.66%
1M
-5.54%
YTD
-3.21%
6M
-2.61%
1Y
-5.50%
3Y*
6.56%
5Y*
10Y*

ASCH.DE

1D
4.09%
1M
-7.43%
YTD
8.94%
6M
13.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTGS.DE vs. ASCH.DE - Expense Ratio Comparison

FTGS.DE has a 0.75% expense ratio, which is higher than ASCH.DE's 0.60% expense ratio.


Return for Risk

FTGS.DE vs. ASCH.DE — Risk / Return Rank

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

FTGS.DE
FTGS.DE Risk / Return Rank: 44
Overall Rank
FTGS.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FTGS.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
FTGS.DE Omega Ratio Rank: 44
Omega Ratio Rank
FTGS.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
FTGS.DE Martin Ratio Rank: 22
Martin Ratio Rank

ASCH.DE
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.

FTGS.DE vs. ASCH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE). 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.


FTGS.DEASCH.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.42

Sortino ratio

Return per unit of downside risk

-0.48

Omega ratio

Gain probability vs. loss probability

0.93

Calmar ratio

Return relative to maximum drawdown

-0.58

Martin ratio

Return relative to average drawdown

-1.37

FTGS.DE vs. ASCH.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FTGS.DEASCH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

2.14

-1.76

Correlation

The correlation between FTGS.DE and ASCH.DE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTGS.DE vs. ASCH.DE - Dividend Comparison

Neither FTGS.DE nor ASCH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTGS.DE vs. ASCH.DE - Drawdown Comparison

The maximum FTGS.DE drawdown since its inception was -13.82%, which is greater than ASCH.DE's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and ASCH.DE.


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Drawdown Indicators


FTGS.DEASCH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.82%

-11.06%

-2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

Current Drawdown

Current decline from peak

-8.55%

-7.43%

-1.12%

Average Drawdown

Average peak-to-trough decline

-4.20%

-1.79%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

Volatility

FTGS.DE vs. ASCH.DE - Volatility Comparison


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Volatility by Period


FTGS.DEASCH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

Volatility (6M)

Calculated over the trailing 6-month period

6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

14.69%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

14.69%

-2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.75%

14.69%

-2.94%