FTGS.DE vs. VDIV.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and VDIV.DE (VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while VDIV.DE tracks the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 19.95%/yr for VDIV.DE. A 0.61 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.38%/yr for VDIV.DE.
Performance
FTGS.DE vs. VDIV.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 VDIV.DE's 9.79% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
VDIV.DE
- 1D
- 0.23%
- 1M
- 0.01%
- YTD
- 9.79%
- 6M
- 12.73%
- 1Y
- 25.64%
- 3Y*
- 19.95%
- 5Y*
- 17.51%
- 10Y*
- —
FTGS.DE vs. VDIV.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% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 9.79% | 24.55% | 15.67% | 11.47% | 9.05% |
Correlation
The correlation between FTGS.DE and VDIV.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.61 |
The correlation between FTGS.DE and VDIV.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.
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Return for Risk
FTGS.DE vs. VDIV.DE — Risk / Return Rank
FTGS.DE
VDIV.DE
FTGS.DE vs. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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 | VDIV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -4.21 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.51 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 6.94 | -7.37 |
| Martin ratioReturn relative to average drawdown | -0.88 | 20.46 | -21.33 |
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 | VDIV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 2.73 | -3.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.94 | -0.52 |
Drawdowns
FTGS.DE vs. VDIV.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum VDIV.DE drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and VDIV.DE.
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Drawdown Indicators
| FTGS.DE | VDIV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -36.12% | +22.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -3.68% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -15.12% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.12% | — |
Current DrawdownCurrent decline from peak | -6.39% | -2.39% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -4.22% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.25% | +1.93% |
Volatility
FTGS.DE vs. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 2.82%. This indicates that FTGS.DE's price experiences larger fluctuations and is considered to be riskier than VDIV.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 | VDIV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.82% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 6.79% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 9.36% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 11.92% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 15.36% | -3.67% |
FTGS.DE vs. VDIV.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than VDIV.DE's 0.38% expense ratio.
Dividends
FTGS.DE vs. VDIV.DE - Dividend Comparison
FTGS.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.19% | 3.58% | 4.19% | 4.97% | 4.56% | 3.97% | 4.11% | 4.35% | 0.91% |
Frequently Asked Questions
FTGS.DE and VDIV.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDIV.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDIV.DE is cheaper with a 0.38% expense ratio, compared with 0.75% for FTGS.DE.
FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: First Trust and VanEck. Their fees differ too: 0.75% for FTGS.DE and 0.38% for VDIV.DE.
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