PortfoliosLab logoPortfoliosLab logo
FTGT.DE vs. SKYE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGT.DE vs. SKYE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) and First Trust Cloud Computing UCITS ETF Acc (SKYE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTGT.DE vs. SKYE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTGT.DE
First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc
2.24%-4.41%-6.32%9.64%-24.17%
SKYE.DE
First Trust Cloud Computing UCITS ETF Acc
-13.77%-3.03%43.91%50.20%-32.52%

Returns By Period

In the year-to-date period, FTGT.DE achieves a 2.24% return, which is significantly higher than SKYE.DE's -13.77% return.


FTGT.DE

1D
1.34%
1M
-4.13%
YTD
2.24%
6M
3.67%
1Y
-3.38%
3Y*
-0.06%
5Y*
10Y*

SKYE.DE

1D
1.06%
1M
4.21%
YTD
-13.77%
6M
-16.26%
1Y
0.32%
3Y*
16.85%
5Y*
3.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTGT.DE vs. SKYE.DE - Expense Ratio Comparison

Both FTGT.DE and SKYE.DE have an expense ratio of 0.60%.


Return for Risk

FTGT.DE vs. SKYE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTGT.DE
FTGT.DE Risk / Return Rank: 88
Overall Rank
FTGT.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FTGT.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
FTGT.DE Omega Ratio Rank: 77
Omega Ratio Rank
FTGT.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
FTGT.DE Martin Ratio Rank: 88
Martin Ratio Rank

SKYE.DE
SKYE.DE Risk / Return Rank: 1111
Overall Rank
SKYE.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SKYE.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SKYE.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SKYE.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SKYE.DE Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTGT.DE vs. SKYE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) and First Trust Cloud Computing UCITS ETF Acc (SKYE.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.


FTGT.DESKYE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.22

0.01

-0.23

Sortino ratio

Return per unit of downside risk

-0.19

0.21

-0.40

Omega ratio

Gain probability vs. loss probability

0.97

1.03

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.13

0.01

-0.14

Martin ratio

Return relative to average drawdown

-0.33

0.03

-0.35

FTGT.DE vs. SKYE.DE - Sharpe Ratio Comparison

The current FTGT.DE Sharpe Ratio is -0.22, which is lower than the SKYE.DE Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of FTGT.DE and SKYE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTGT.DESKYE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

0.01

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.23

-0.63

Correlation

The correlation between FTGT.DE and SKYE.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTGT.DE vs. SKYE.DE - Dividend Comparison

Neither FTGT.DE nor SKYE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTGT.DE vs. SKYE.DE - Drawdown Comparison

The maximum FTGT.DE drawdown since its inception was -33.54%, smaller than the maximum SKYE.DE drawdown of -49.90%. Use the drawdown chart below to compare losses from any high point for FTGT.DE and SKYE.DE.


Loading graphics...

Drawdown Indicators


FTGT.DESKYE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.54%

-49.90%

+16.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-27.12%

+15.10%

Max Drawdown (5Y)

Largest decline over 5 years

-49.90%

Current Drawdown

Current decline from peak

-25.35%

-23.94%

-1.41%

Average Drawdown

Average peak-to-trough decline

-22.42%

-20.11%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

11.13%

-7.53%

Volatility

FTGT.DE vs. SKYE.DE - Volatility Comparison

The current volatility for First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) is 4.28%, while First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) has a volatility of 5.79%. This indicates that FTGT.DE experiences smaller price fluctuations and is considered to be less risky than SKYE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTGT.DESKYE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

5.79%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

19.82%

-11.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.39%

29.37%

-13.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

28.16%

-11.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

27.88%

-11.26%