FTGS.DE vs. CBUI.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 21.76%/yr for CBUI.DE. A 0.66 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.30%/yr for CBUI.DE.
Performance
FTGS.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGS.DE achieves a -0.93% return, which is significantly lower than CBUI.DE's 20.05% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
FTGS.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | -0.93% | -0.97% | 16.36% | 8.51% | -0.83% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 13.82% | 15.94% | -2.86% |
Correlation
The correlation between FTGS.DE and CBUI.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 | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.66 |
Over the past year, the correlation between FTGS.DE and CBUI.DE has dropped to 0.40 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
FTGS.DE vs. CBUI.DE — Risk / Return Rank
FTGS.DE
CBUI.DE
FTGS.DE vs. CBUI.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 MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.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.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.72 | ||
| Sortino ratioReturn per unit of downside risk | -5.10 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.60 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 6.92 | -7.35 |
| Martin ratioReturn relative to average drawdown | -0.88 | 26.41 | -27.29 |
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
| FTGS.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 3.41 | -3.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.05 | -0.63 |
Drawdowns
FTGS.DE vs. CBUI.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum CBUI.DE drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and CBUI.DE.
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Drawdown Indicators
| FTGS.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -19.48% | +5.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -6.34% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -19.48% | +5.66% |
Current DrawdownCurrent decline from peak | -6.39% | -0.22% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -3.23% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.67% | +1.51% |
Volatility
FTGS.DE vs. CBUI.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 MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that FTGS.DE experiences smaller price fluctuations and is considered to be less risky than CBUI.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 | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.73% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 9.76% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 12.88% | -3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 14.21% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 14.21% | -2.52% |
FTGS.DE vs. CBUI.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than CBUI.DE's 0.30% expense ratio.
Dividends
FTGS.DE vs. CBUI.DE - Dividend Comparison
Neither FTGS.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGS.DE and CBUI.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, CBUI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUI.DE is cheaper with a 0.30% expense ratio, compared with 0.75% for FTGS.DE.
FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.75% for FTGS.DE and 0.30% for CBUI.DE.
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