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FTXO vs. GSIB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXO and GSIB is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FTXO vs. GSIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Bank ETF (FTXO) and Themes Global Systemically Important Banks ETF (GSIB). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
17.39%
54.67%
FTXO
GSIB

Key characteristics

Sharpe Ratio

FTXO:

0.40

GSIB:

1.71

Sortino Ratio

FTXO:

0.76

GSIB:

2.25

Omega Ratio

FTXO:

1.10

GSIB:

1.32

Calmar Ratio

FTXO:

0.44

GSIB:

2.08

Martin Ratio

FTXO:

1.45

GSIB:

9.99

Ulcer Index

FTXO:

8.06%

GSIB:

3.69%

Daily Std Dev

FTXO:

29.12%

GSIB:

21.62%

Max Drawdown

FTXO:

-55.25%

GSIB:

-17.71%

Current Drawdown

FTXO:

-17.61%

GSIB:

-4.34%

Returns By Period

In the year-to-date period, FTXO achieves a -9.14% return, which is significantly lower than GSIB's 13.75% return.


FTXO

YTD

-9.14%

1M

-6.19%

6M

-3.57%

1Y

11.75%

5Y*

13.75%

10Y*

N/A

GSIB

YTD

13.75%

1M

-2.68%

6M

20.30%

1Y

36.47%

5Y*

N/A

10Y*

N/A

*Annualized

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FTXO vs. GSIB - Expense Ratio Comparison

FTXO has a 0.60% expense ratio, which is higher than GSIB's 0.35% expense ratio.


Expense ratio chart for FTXO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTXO: 0.60%
Expense ratio chart for GSIB: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSIB: 0.35%

Risk-Adjusted Performance

FTXO vs. GSIB — Risk-Adjusted Performance Rank

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

FTXO
The Risk-Adjusted Performance Rank of FTXO is 5454
Overall Rank
The Sharpe Ratio Rank of FTXO is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FTXO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FTXO is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FTXO is 5252
Martin Ratio Rank

GSIB
The Risk-Adjusted Performance Rank of GSIB is 9292
Overall Rank
The Sharpe Ratio Rank of GSIB is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of GSIB is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GSIB is 9191
Omega Ratio Rank
The Calmar Ratio Rank of GSIB is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GSIB is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTXO vs. GSIB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Bank ETF (FTXO) and Themes Global Systemically Important Banks ETF (GSIB). 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.


The chart of Sharpe ratio for FTXO, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
FTXO: 0.40
GSIB: 1.71
The chart of Sortino ratio for FTXO, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
FTXO: 0.76
GSIB: 2.25
The chart of Omega ratio for FTXO, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
FTXO: 1.10
GSIB: 1.32
The chart of Calmar ratio for FTXO, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.00
FTXO: 0.45
GSIB: 2.08
The chart of Martin ratio for FTXO, currently valued at 1.45, compared to the broader market0.0020.0040.0060.00
FTXO: 1.45
GSIB: 9.99

The current FTXO Sharpe Ratio is 0.40, which is lower than the GSIB Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FTXO and GSIB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.40
1.71
FTXO
GSIB

Dividends

FTXO vs. GSIB - Dividend Comparison

FTXO's dividend yield for the trailing twelve months is around 2.46%, more than GSIB's 1.47% yield.


TTM202420232022202120202019201820172016
FTXO
First Trust Nasdaq Bank ETF
2.46%2.18%3.20%2.94%1.64%2.74%2.54%3.52%1.09%0.17%
GSIB
Themes Global Systemically Important Banks ETF
1.47%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTXO vs. GSIB - Drawdown Comparison

The maximum FTXO drawdown since its inception was -55.25%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for FTXO and GSIB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.61%
-4.34%
FTXO
GSIB

Volatility

FTXO vs. GSIB - Volatility Comparison

First Trust Nasdaq Bank ETF (FTXO) has a higher volatility of 16.90% compared to Themes Global Systemically Important Banks ETF (GSIB) at 14.08%. This indicates that FTXO's price experiences larger fluctuations and is considered to be riskier than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.90%
14.08%
FTXO
GSIB