FTGS.DE vs. XDEB.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 6.45%/yr for XDEB.DE. A 0.78 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.25%/yr for XDEB.DE.
Performance
FTGS.DE vs. XDEB.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 XDEB.DE's 1.74% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.52%
- YTD
- 1.74%
- 6M
- 1.86%
- 1Y
- -0.08%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
FTGS.DE vs. XDEB.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% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | 4.42% |
Correlation
The correlation between FTGS.DE and XDEB.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.78 |
The correlation between FTGS.DE and XDEB.DE has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.
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Return for Risk
FTGS.DE vs. XDEB.DE — Risk / Return Rank
FTGS.DE
XDEB.DE
FTGS.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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 | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.00 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | -0.02 | -0.41 |
| Martin ratioReturn relative to average drawdown | -0.88 | -0.03 | -0.84 |
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 | XDEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | -0.01 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.70 | -0.28 |
Drawdowns
FTGS.DE vs. XDEB.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum XDEB.DE drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and XDEB.DE.
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Drawdown Indicators
| FTGS.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -28.57% | +14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -5.31% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -13.02% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.57% | — |
Current DrawdownCurrent decline from peak | -6.39% | -6.53% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -5.03% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.37% | +0.81% |
Volatility
FTGS.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.63%. This indicates that FTGS.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.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 | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.63% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 5.56% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 7.86% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 10.16% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 12.03% | -0.34% |
FTGS.DE vs. XDEB.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than XDEB.DE's 0.25% expense ratio.
Dividends
FTGS.DE vs. XDEB.DE - Dividend Comparison
Neither FTGS.DE nor XDEB.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGS.DE and XDEB.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.75% for FTGS.DE.
FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: First Trust and DWS. Their fees differ too: 0.75% for FTGS.DE and 0.25% for XDEB.DE.
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