PortfoliosLab logoPortfoliosLab logo
FXGB.L vs. BLOK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXGB.L vs. BLOK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust FactorFX UCITS ETF Class B GBP (FXGB.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FXGB.L achieves a 6.36% return, which is significantly lower than BLOK.L's 9.33% return.


FXGB.L

1D
1.17%
1M
1.83%
6M
6.32%
YTD
6.36%
1Y
11.05%
3Y*
6.35%
5Y*
5.06%
10Y*

BLOK.L

1D
-0.46%
1M
-3.12%
6M
6.32%
YTD
9.33%
1Y
22.43%
3Y*
19.59%
5Y*
12.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXGB.L vs. BLOK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FXGB.L
First Trust FactorFX UCITS ETF Class B GBP
6.36%7.73%5.81%10.67%-1.83%-2.87%-1.20%2.63%-1.43%
BLOK.L
First Trust Indxx Innovative Transaction & Process UCITS ETF
9.33%22.34%18.56%14.77%-8.98%19.08%15.05%22.59%-28.50%

Correlation

The correlation between FXGB.L and BLOK.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2018

0.17

The correlation between FXGB.L and BLOK.L shifts across timeframes, from -0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

FXGB.L vs. BLOK.L — Risk / Return Rank

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

FXGB.L
FXGB.L Risk / Return Rank: 4242
Overall Rank
FXGB.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FXGB.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
FXGB.L Omega Ratio Rank: 3232
Omega Ratio Rank
FXGB.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
FXGB.L Martin Ratio Rank: 5252
Martin Ratio Rank

BLOK.L
BLOK.L Risk / Return Rank: 6666
Overall Rank
BLOK.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BLOK.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
BLOK.L Omega Ratio Rank: 6363
Omega Ratio Rank
BLOK.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
BLOK.L Martin Ratio Rank: 6767
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.

FXGB.L vs. BLOK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust FactorFX UCITS ETF Class B GBP (FXGB.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FXGB.LBLOK.LDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.12

Calmar ratioReturn relative to maximum drawdown

2.54

3.07

-0.52

Martin ratioReturn relative to average drawdown

7.10

9.72

-2.62

FXGB.L vs. BLOK.L - Sharpe Ratio Comparison

The current FXGB.L Sharpe Ratio is 0.99, which is lower than the BLOK.L Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FXGB.L and BLOK.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FXGB.L vs. BLOK.L - Drawdown Comparison

The maximum FXGB.L drawdown since its inception was -9.43%, smaller than the maximum BLOK.L drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for FXGB.L and BLOK.L.


Loading charts...

Drawdown Indicators


FXGB.LBLOK.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-31.83%

+22.40%

Max Drawdown (1Y)

Largest decline over 1 year

-4.33%

-7.28%

+2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-6.86%

-20.06%

+13.20%

Max Drawdown (5Y)

Largest decline over 5 years

-7.83%

-20.06%

+12.23%

Current Drawdown

Current decline from peak

-0.01%

-3.89%

+3.88%

Average Drawdown

Average peak-to-trough decline

-2.72%

-9.51%

+6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

2.30%

-0.75%

Volatility

FXGB.L vs. BLOK.L - Volatility Comparison

The current volatility for First Trust FactorFX UCITS ETF Class B GBP (FXGB.L) is 2.78%, while First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L) has a volatility of 3.50%. This indicates that FXGB.L experiences smaller price fluctuations and is considered to be less risky than BLOK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FXGB.LBLOK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

3.50%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

9.99%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

13.12%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.87%

19.66%

-11.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.76%

21.95%

-15.19%

Dividends

FXGB.L vs. BLOK.L - Dividend Comparison

Neither FXGB.L nor BLOK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FXGB.L and BLOK.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXGB.L is categorized as Global Equities, while BLOK.L is Technology Equities. FXGB.L tracks First Trust FactorFX UCITS ETF Class B GBP, while BLOK.L tracks MSCI World/Information Tech NR USD.

Portfolio Optimizer

Find the right allocation for FXGB.L and BLOK.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer