FTGS.DE vs. SXR0.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 3 years, FTGS.DE returned 8.88%/yr vs 8.24%/yr for SXR0.DE. A 0.70 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.35%/yr for SXR0.DE.
Performance
FTGS.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGS.DE achieves a 5.31% return, which is significantly higher than SXR0.DE's 1.43% return.
FTGS.DE
- 1D
- 0.00%
- 1M
- 3.71%
- 6M
- 4.71%
- YTD
- 5.31%
- 1Y
- 7.42%
- 3Y*
- 8.88%
- 5Y*
- —
- 10Y*
- —
SXR0.DE
- 1D
- -0.82%
- 1M
- 0.59%
- 6M
- 1.31%
- YTD
- 1.43%
- 1Y
- 3.78%
- 3Y*
- 8.24%
- 5Y*
- 4.37%
- 10Y*
- —
FTGS.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | 5.31% | -0.97% | 16.36% | 8.51% | -1.49% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.43% | 7.02% | 13.29% | 5.81% | -1.80% |
Correlation
The correlation between FTGS.DE and SXR0.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2022 | 0.70 |
The correlation between FTGS.DE and SXR0.DE has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
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Return for Risk
FTGS.DE vs. SXR0.DE — Risk / Return Rank
FTGS.DE
SXR0.DE
FTGS.DE vs. SXR0.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 EUR Hedged (Acc) (SXR0.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTGS.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.09 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.72 | +0.44 |
| Martin ratioReturn relative to average drawdown | 2.77 | 1.53 | +1.24 |
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Drawdowns
FTGS.DE vs. SXR0.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum SXR0.DE drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and SXR0.DE.
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Drawdown Indicators
| FTGS.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -27.73% | +13.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -5.26% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -9.18% | -4.64% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.61% | — |
Current DrawdownCurrent decline from peak | -1.61% | -2.63% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -3.95% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.46% | +0.22% |
Volatility
FTGS.DE vs. SXR0.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 EUR Hedged (Acc) (SXR0.DE) at 2.68%. This indicates that FTGS.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.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 | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.68% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 5.92% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.28% | 8.21% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.66% | 10.15% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.66% | 11.60% | +0.06% |
FTGS.DE vs. SXR0.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than SXR0.DE's 0.35% expense ratio.
Dividends
FTGS.DE vs. SXR0.DE - Dividend Comparison
Neither FTGS.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGS.DE and SXR0.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR0.DE is cheaper with a 0.35% expense ratio, compared with 0.75% for FTGS.DE.
FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: First Trust and iShares. Their fees differ too: 0.75% for FTGS.DE and 0.35% for SXR0.DE.
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