FTGS.DE vs. PSWD.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and PSWD.DE (Invesco FTSE RAFI All World 3000 UCITS ETF) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while PSWD.DE tracks the FTSE RAFI All-World 3000. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 18.93%/yr for PSWD.DE. A 0.69 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.39%/yr for PSWD.DE.
Performance
FTGS.DE vs. PSWD.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 PSWD.DE's 16.46% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
PSWD.DE
- 1D
- -0.19%
- 1M
- 4.72%
- YTD
- 16.46%
- 6M
- 17.75%
- 1Y
- 32.88%
- 3Y*
- 18.93%
- 5Y*
- 13.34%
- 10Y*
- 11.86%
FTGS.DE vs. PSWD.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% |
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 16.46% | 14.64% | 17.68% | 12.73% | -1.67% |
Correlation
The correlation between FTGS.DE and PSWD.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.69 |
The correlation between FTGS.DE and PSWD.DE shifts across timeframes, from 0.51 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTGS.DE vs. PSWD.DE — Risk / Return Rank
FTGS.DE
PSWD.DE
FTGS.DE vs. PSWD.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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 | PSWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.41 | ||
| Sortino ratioReturn per unit of downside risk | -4.53 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.58 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 5.56 | -5.99 |
| Martin ratioReturn relative to average drawdown | -0.88 | 22.39 | -23.27 |
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 | PSWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 3.10 | -3.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.00 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.68 | -0.26 |
Drawdowns
FTGS.DE vs. PSWD.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum PSWD.DE drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and PSWD.DE.
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Drawdown Indicators
| FTGS.DE | PSWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -36.39% | +22.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -5.89% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -18.19% | +4.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.39% | — |
Current DrawdownCurrent decline from peak | -6.39% | -0.31% | -6.08% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -4.65% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.46% | +1.72% |
Volatility
FTGS.DE vs. PSWD.DE - Volatility Comparison
First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) have volatilities of 3.10% and 3.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGS.DE | PSWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.08% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 7.86% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 10.54% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 13.16% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 15.19% | -3.50% |
FTGS.DE vs. PSWD.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than PSWD.DE's 0.39% expense ratio.
Dividends
FTGS.DE vs. PSWD.DE - Dividend Comparison
FTGS.DE has not paid dividends to shareholders, while PSWD.DE's dividend yield for the trailing twelve months is around 1.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 1.75% | 2.03% | 2.27% | 2.48% | 2.66% | 1.92% | 1.98% | 2.37% | 2.56% | 2.06% | 1.97% | 2.02% |
Frequently Asked Questions
FTGS.DE and PSWD.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PSWD.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PSWD.DE is cheaper with a 0.39% expense ratio, compared with 0.75% for FTGS.DE.
FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while PSWD.DE tracks FTSE RAFI All-World 3000. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.75% for FTGS.DE and 0.39% for PSWD.DE.
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