FTGS.DE vs. MWOL.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 17.01%/yr for MWOL.DE. A 0.66 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.05%/yr for MWOL.DE.
Performance
FTGS.DE vs. MWOL.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 MWOL.DE's 10.87% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
MWOL.DE
- 1D
- -0.04%
- 1M
- 4.83%
- YTD
- 10.87%
- 6M
- 11.46%
- 1Y
- 24.25%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
FTGS.DE vs. MWOL.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% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 18.54% | -6.50% |
Correlation
The correlation between FTGS.DE and MWOL.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
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 MWOL.DE has dropped to 0.44 - 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. MWOL.DE — Risk / Return Rank
FTGS.DE
MWOL.DE
FTGS.DE vs. MWOL.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 Amundi Prime Global UCITS ETF Dist (MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.40 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 3.67 | -4.10 |
| Martin ratioReturn relative to average drawdown | -0.88 | 14.63 | -15.51 |
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 | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 2.17 | -2.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.77 | -0.35 |
Drawdowns
FTGS.DE vs. MWOL.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and MWOL.DE.
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Drawdown Indicators
| FTGS.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -33.56% | +19.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -6.58% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -21.64% | +7.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Current DrawdownCurrent decline from peak | -6.39% | -0.37% | -6.02% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -4.89% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.65% | +1.53% |
Volatility
FTGS.DE vs. MWOL.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 Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that FTGS.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.63% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 7.71% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 11.12% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 14.20% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 16.46% | -4.77% |
FTGS.DE vs. MWOL.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.
Dividends
FTGS.DE vs. MWOL.DE - Dividend Comparison
FTGS.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.
| Position | TTM | 2025 |
|---|---|---|
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | 0.00% | 0.00% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
Frequently Asked Questions
FTGS.DE and MWOL.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.75% for FTGS.DE.
FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: First Trust and Amundi. Their fees differ too: 0.75% for FTGS.DE and 0.05% for MWOL.DE.
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