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FTGS.DE vs. QTOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGS.DE vs. QTOP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) and iShares Nasdaq Top 30 Stocks ETF (QTOP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FTGS.DE is traded in EUR, while QTOP is traded in USD. To make them comparable, the QTOP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FTGS.DE achieves a -0.93% return, which is significantly lower than QTOP's 24.18% return.


FTGS.DE

1D
0.70%
1M
1.61%
YTD
-0.93%
6M
-0.09%
1Y
-2.79%
3Y*
6.17%
5Y*
10Y*

QTOP

1D
0.00%
1M
10.05%
YTD
24.18%
6M
22.24%
1Y
43.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGS.DE vs. QTOP - Yearly Performance Comparison


Correlation

The correlation between FTGS.DE and QTOP is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2024

0.14

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Return for Risk

FTGS.DE vs. QTOP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTGS.DE
FTGS.DE Risk / Return Rank: 66
Overall Rank
FTGS.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FTGS.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
FTGS.DE Omega Ratio Rank: 66
Omega Ratio Rank
FTGS.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
FTGS.DE Martin Ratio Rank: 55
Martin Ratio Rank

QTOP
QTOP Risk / Return Rank: 7474
Overall Rank
QTOP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QTOP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTOP Omega Ratio Rank: 7575
Omega Ratio Rank
QTOP Calmar Ratio Rank: 7171
Calmar Ratio Rank
QTOP Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTGS.DE vs. QTOP - 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 Nasdaq Top 30 Stocks ETF (QTOP). 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.DEQTOPDifference
Sharpe ratioReturn per unit of total volatility

-2.78

Sortino ratioReturn per unit of downside risk

-3.48

Omega ratioGain probability vs. loss probability

0.96

1.43

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.43

3.59

-4.02

Martin ratioReturn relative to average drawdown

-0.88

10.86

-11.74

FTGS.DE vs. QTOP - Sharpe Ratio Comparison

The current FTGS.DE Sharpe Ratio is -0.31, which is lower than the QTOP Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of FTGS.DE and QTOP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTGS.DEQTOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

2.48

-2.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.15

-0.73

Drawdowns

FTGS.DE vs. QTOP - Drawdown Comparison

The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum QTOP drawdown of -27.66%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and QTOP.


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Drawdown Indicators


FTGS.DEQTOPDifference

Max Drawdown

Largest peak-to-trough decline

-13.82%

-27.66%

+13.84%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-12.11%

+5.64%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

Current Drawdown

Current decline from peak

-6.39%

0.00%

-6.39%

Average Drawdown

Average peak-to-trough decline

-4.30%

-5.64%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

4.00%

-0.82%

Volatility

FTGS.DE vs. QTOP - 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 Nasdaq Top 30 Stocks ETF (QTOP) has a volatility of 4.43%. This indicates that FTGS.DE experiences smaller price fluctuations and is considered to be less risky than QTOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTGS.DEQTOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

4.43%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

12.75%

-6.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.07%

17.58%

-8.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.69%

24.20%

-12.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.69%

24.20%

-12.51%

FTGS.DE vs. QTOP - Expense Ratio Comparison

FTGS.DE has a 0.75% expense ratio, which is higher than QTOP's 0.20% expense ratio.


Dividends

FTGS.DE vs. QTOP - Dividend Comparison

FTGS.DE has not paid dividends to shareholders, while QTOP's dividend yield for the trailing twelve months is around 0.32%.


Frequently Asked Questions


FTGS.DE and QTOP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QTOP is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QTOP is cheaper with a 0.20% expense ratio, compared with 0.75% for FTGS.DE.

FTGS.DE is categorized as Global Equities, while QTOP is Nasdaq-100. FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while QTOP tracks Nasdaq-100 Top 30 Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.75% for FTGS.DE and 0.20% for QTOP.

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