FTGS.DE vs. CBUG.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and CBUG.DE (iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while CBUG.DE tracks the MSCI ACWI SMID NR USD. Both are passively managed. Over the past 3 years, FTGS.DE returned 8.88%/yr vs 14.07%/yr for CBUG.DE. A 0.60 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.10%/yr for CBUG.DE.
Performance
FTGS.DE vs. CBUG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGS.DE achieves a 5.31% return, which is significantly lower than CBUG.DE's 16.41% return.
FTGS.DE
- 1D
- 0.00%
- 1M
- 3.71%
- 6M
- 4.71%
- YTD
- 5.31%
- 1Y
- 7.42%
- 3Y*
- 8.88%
- 5Y*
- —
- 10Y*
- —
CBUG.DE
- 1D
- -0.16%
- 1M
- -0.00%
- 6M
- 11.31%
- YTD
- 16.41%
- 1Y
- 28.15%
- 3Y*
- 14.07%
- 5Y*
- —
- 10Y*
- —
FTGS.DE vs. CBUG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | 5.31% | -0.97% | 16.36% | 8.51% | -1.49% |
CBUG.DE iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) | 16.41% | 6.50% | 13.10% | 11.25% | -6.24% |
Correlation
The correlation between FTGS.DE and CBUG.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2022 | 0.61 |
Over the past year, the correlation between FTGS.DE and CBUG.DE has dropped to 0.40 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
FTGS.DE vs. CBUG.DE — Risk / Return Rank
FTGS.DE
CBUG.DE
FTGS.DE vs. CBUG.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 iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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.
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.
| FTGS.DE | CBUG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.36 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.87 | -2.72 |
| Martin ratioReturn relative to average drawdown | 2.77 | 14.52 | -11.74 |
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Drawdowns
FTGS.DE vs. CBUG.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum CBUG.DE drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and CBUG.DE.
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Drawdown Indicators
| FTGS.DE | CBUG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -24.57% | +10.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -7.24% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -24.57% | +10.75% |
Current DrawdownCurrent decline from peak | -1.61% | -2.40% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -7.34% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 1.93% | +0.75% |
Volatility
FTGS.DE vs. CBUG.DE - Volatility Comparison
The current volatility for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) is 3.10%, while iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) has a volatility of 3.78%. This indicates that FTGS.DE experiences smaller price fluctuations and is considered to be less risky than CBUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGS.DE | CBUG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.78% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 10.23% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.28% | 14.19% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.66% | 16.64% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.66% | 16.64% | -4.98% |
FTGS.DE vs. CBUG.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than CBUG.DE's 0.10% expense ratio.
Dividends
FTGS.DE vs. CBUG.DE - Dividend Comparison
Neither FTGS.DE nor CBUG.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGS.DE and CBUG.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUG.DE is cheaper with a 0.10% expense ratio, compared with 0.75% for FTGS.DE.
FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while CBUG.DE tracks MSCI ACWI SMID NR USD. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.75% for FTGS.DE and 0.10% for CBUG.DE.
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