FTGS.DE vs. IS3S.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 26.82%/yr for IS3S.DE. A 0.63 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.30%/yr for IS3S.DE.
Performance
FTGS.DE vs. IS3S.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 IS3S.DE's 35.27% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
FTGS.DE vs. IS3S.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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.29% |
Correlation
The correlation between FTGS.DE and IS3S.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 | 0.55 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.63 |
Over the past year, the correlation between FTGS.DE and IS3S.DE has dropped to 0.40 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
FTGS.DE vs. IS3S.DE — Risk / Return Rank
FTGS.DE
IS3S.DE
FTGS.DE vs. IS3S.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 Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.84 | ||
| Sortino ratioReturn per unit of downside risk | -6.50 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.83 | -0.87 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 10.36 | -10.79 |
| Martin ratioReturn relative to average drawdown | -0.88 | 39.01 | -39.88 |
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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 4.53 | -4.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.68 | -0.27 |
Drawdowns
FTGS.DE vs. IS3S.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and IS3S.DE.
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Drawdown Indicators
| FTGS.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -35.18% | +21.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -6.09% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -17.80% | +3.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -6.39% | -0.83% | -5.56% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -5.82% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.62% | +1.56% |
Volatility
FTGS.DE vs. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that FTGS.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 5.62% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 11.32% | -4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 13.93% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 13.85% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 15.76% | -4.07% |
FTGS.DE vs. IS3S.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
FTGS.DE vs. IS3S.DE - Dividend Comparison
Neither FTGS.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGS.DE and IS3S.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, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.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 IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.75% for FTGS.DE and 0.30% for IS3S.DE.
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