FTGS.DE vs. VGWD.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while VGWD.DE tracks the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 15.87%/yr for VGWD.DE. A 0.74 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.29%/yr for VGWD.DE.
Performance
FTGS.DE vs. VGWD.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 VGWD.DE's 12.49% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
VGWD.DE
- 1D
- 0.19%
- 1M
- 3.35%
- YTD
- 12.49%
- 6M
- 14.15%
- 1Y
- 25.00%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
FTGS.DE vs. VGWD.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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.05% |
Correlation
The correlation between FTGS.DE and VGWD.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 | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.74 |
The correlation between FTGS.DE and VGWD.DE has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.
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Return for Risk
FTGS.DE vs. VGWD.DE — Risk / Return Rank
FTGS.DE
VGWD.DE
FTGS.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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 | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.01 | ||
| Sortino ratioReturn per unit of downside risk | -4.15 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.50 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 4.28 | -4.71 |
| Martin ratioReturn relative to average drawdown | -0.88 | 16.37 | -17.24 |
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 | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 2.70 | -3.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.99 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.64 | -0.22 |
Drawdowns
FTGS.DE vs. VGWD.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and VGWD.DE.
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Drawdown Indicators
| FTGS.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -34.57% | +20.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -5.82% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -16.86% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.86% | — |
Current DrawdownCurrent decline from peak | -6.39% | -0.32% | -6.07% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -4.05% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.52% | +1.66% |
Volatility
FTGS.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that FTGS.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.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 | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.33% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 6.95% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 9.21% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 11.52% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 14.23% | -2.54% |
FTGS.DE vs. VGWD.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than VGWD.DE's 0.29% expense ratio.
Dividends
FTGS.DE vs. VGWD.DE - Dividend Comparison
FTGS.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
FTGS.DE and VGWD.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, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.75% for FTGS.DE.
FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.75% for FTGS.DE and 0.29% for VGWD.DE.
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