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FXGB.L vs. G500.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXGB.L vs. G500.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 Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXGB.L achieves a 6.36% return, which is significantly lower than G500.L's 9.90% 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*

G500.L

1D
-0.05%
1M
-0.03%
6M
9.49%
YTD
9.90%
1Y
21.08%
3Y*
19.63%
5Y*
12.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXGB.L vs. G500.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FXGB.L
First Trust FactorFX UCITS ETF Class B GBP
6.36%7.73%5.81%10.67%-1.83%-2.87%5.87%
G500.L
Invesco S&P 500 UCITS ETF (GBP Hdg)
9.90%17.45%24.98%24.88%-19.98%28.95%20.65%

Correlation

The correlation between FXGB.L and G500.L is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.01

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2020

0.20

The correlation between FXGB.L and G500.L shifts across timeframes, from -0.20 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FXGB.L vs. G500.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

G500.L
G500.L Risk / Return Rank: 7171
Overall Rank
G500.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
G500.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
G500.L Omega Ratio Rank: 6969
Omega Ratio Rank
G500.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
G500.L Martin Ratio Rank: 7373
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. G500.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 Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.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.LG500.LDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.18

1.33

-0.14

Calmar ratioReturn relative to maximum drawdown

2.54

2.65

-0.11

Martin ratioReturn relative to average drawdown

7.10

10.68

-3.58

FXGB.L vs. G500.L - Sharpe Ratio Comparison

The current FXGB.L Sharpe Ratio is 0.99, which is lower than the G500.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FXGB.L and G500.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.


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Drawdowns

FXGB.L vs. G500.L - Drawdown Comparison

The maximum FXGB.L drawdown since its inception was -9.43%, smaller than the maximum G500.L drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for FXGB.L and G500.L.


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Drawdown Indicators


FXGB.LG500.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-25.20%

+15.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.33%

-8.21%

+3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-6.86%

-18.22%

+11.36%

Max Drawdown (5Y)

Largest decline over 5 years

-7.83%

-25.20%

+17.37%

Current Drawdown

Current decline from peak

-0.01%

-0.66%

+0.65%

Average Drawdown

Average peak-to-trough decline

-2.72%

-5.31%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

2.04%

-0.49%

Volatility

FXGB.L vs. G500.L - Volatility Comparison

First Trust FactorFX UCITS ETF Class B GBP (FXGB.L) and Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L) have volatilities of 2.78% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXGB.LG500.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

2.79%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

9.28%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

12.06%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.87%

15.99%

-8.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.76%

15.87%

-9.11%

Dividends

FXGB.L vs. G500.L - Dividend Comparison

Neither FXGB.L nor G500.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FXGB.L and G500.L have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXGB.L tracks First Trust FactorFX UCITS ETF Class B GBP, while G500.L tracks Invesco S&P 500 UCITS ETF (GBP Hdg). They also come from different issuers: First Trust and Invesco.

Portfolio Optimizer

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