FTGS.DE vs. XG12.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 12.73%/yr for XG12.DE. At a 0.41 correlation, their price movements are largely independent. FTGS.DE charges 0.75%/yr vs 0.35%/yr for XG12.DE.
Performance
FTGS.DE vs. XG12.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 XG12.DE's 39.92% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
XG12.DE
- 1D
- -0.39%
- 1M
- 10.62%
- YTD
- 39.92%
- 6M
- 38.31%
- 1Y
- 54.12%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
FTGS.DE vs. XG12.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% | -3.34% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between FTGS.DE and XG12.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.41 |
The correlation between FTGS.DE and XG12.DE shifts across timeframes, from 0.22 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTGS.DE vs. XG12.DE — Risk / Return Rank
FTGS.DE
XG12.DE
FTGS.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.64 | ||
| Sortino ratioReturn per unit of downside risk | -4.93 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.59 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 7.95 | -8.38 |
| Martin ratioReturn relative to average drawdown | -0.88 | 25.46 | -26.33 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 3.33 | -3.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.39 | +0.02 |
Drawdowns
FTGS.DE vs. XG12.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and XG12.DE.
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Drawdown Indicators
| FTGS.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -32.01% | +18.19% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -6.77% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -24.98% | +11.16% |
Current DrawdownCurrent decline from peak | -6.39% | -1.67% | -4.72% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -14.28% | +9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.12% | +1.06% |
Volatility
FTGS.DE vs. XG12.DE - Volatility Comparison
The current volatility for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) is 3.10%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that FTGS.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 6.86% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 12.62% | -5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 16.18% | -7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 17.44% | -5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 17.44% | -5.75% |
FTGS.DE vs. XG12.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than XG12.DE's 0.35% expense ratio.
Dividends
FTGS.DE vs. XG12.DE - Dividend Comparison
Neither FTGS.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGS.DE and XG12.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XG12.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XG12.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 XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: First Trust and Xtrackers. Their fees differ too: 0.75% for FTGS.DE and 0.35% for XG12.DE.
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