FTGS.DE vs. IQQ0.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 6.35%/yr for IQQ0.DE. A 0.79 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.30%/yr for IQQ0.DE.
Performance
FTGS.DE vs. IQQ0.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 IQQ0.DE's 1.59% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.50%
- YTD
- 1.59%
- 6M
- 1.72%
- 1Y
- -0.28%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
FTGS.DE vs. IQQ0.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% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | 4.36% |
Correlation
The correlation between FTGS.DE and IQQ0.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.79 |
The correlation between FTGS.DE and IQQ0.DE has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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Return for Risk
FTGS.DE vs. IQQ0.DE — Risk / Return Rank
FTGS.DE
IQQ0.DE
FTGS.DE vs. IQQ0.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 Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.00 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | -0.05 | -0.38 |
| Martin ratioReturn relative to average drawdown | -0.88 | -0.12 | -0.76 |
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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | -0.04 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.76 | -0.34 |
Drawdowns
FTGS.DE vs. IQQ0.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum IQQ0.DE drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and IQQ0.DE.
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Drawdown Indicators
| FTGS.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -28.65% | +14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -5.22% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -12.82% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -6.39% | -6.65% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -4.54% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.44% | +0.74% |
Volatility
FTGS.DE vs. IQQ0.DE - Volatility Comparison
First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) has a higher volatility of 3.10% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that FTGS.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.53% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 5.36% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 7.78% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 10.08% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 11.62% | +0.07% |
FTGS.DE vs. IQQ0.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than IQQ0.DE's 0.30% expense ratio.
Dividends
FTGS.DE vs. IQQ0.DE - Dividend Comparison
Neither FTGS.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGS.DE and IQQ0.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQ0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQ0.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 IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.75% for FTGS.DE and 0.30% for IQQ0.DE.
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