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

Performance

FXGB.L vs. SSXF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust FactorFX UCITS ETF Class B GBP Hedged (Acc) (FXGB.L) and iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist) (SSXF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FXGB.L is traded in GBp, while SSXF.L is traded in EUR. To make them comparable, the SSXF.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FXGB.L achieves a 6.71% return, which is significantly higher than SSXF.L's -2.83% return.


FXGB.L

1D
0.47%
1M
1.70%
6M
5.78%
YTD
6.71%
1Y
11.40%
3Y*
6.44%
5Y*
5.13%
10Y*

SSXF.L

1D
0.11%
1M
-1.21%
6M
-1.72%
YTD
-2.83%
1Y
1.33%
3Y*
4.64%
5Y*
-2.37%
10Y*
0.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
FXGB.L
First Trust FactorFX UCITS ETF Class B GBP Hedged (Acc)
6.71%7.73%5.81%10.67%-1.83%-2.87%-1.20%2.63%-1.11%0.76%
SSXF.L
iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist)
-2.83%7.00%-0.23%8.61%-20.22%-3.51%8.73%10.44%-2.01%2.57%

Correlation

The correlation between FXGB.L and SSXF.L is -0.24, 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

-0.24

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

-0.12

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2017

-0.03

Over the past year, the inverse relationship between FXGB.L and SSXF.L has strengthened: their correlation has moved from -0.03 to -0.24, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

FXGB.L vs. SSXF.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: 4747
Overall Rank
FXGB.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FXGB.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
FXGB.L Omega Ratio Rank: 3636
Omega Ratio Rank
FXGB.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
FXGB.L Martin Ratio Rank: 5757
Martin Ratio Rank

SSXF.L
SSXF.L Risk / Return Rank: 1818
Overall Rank
SSXF.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SSXF.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
SSXF.L Omega Ratio Rank: 1818
Omega Ratio Rank
SSXF.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
SSXF.L Martin Ratio Rank: 1818
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. SSXF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust FactorFX UCITS ETF Class B GBP Hedged (Acc) (FXGB.L) and iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist) (SSXF.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.LSSXF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.19

1.04

+0.14

Calmar ratioReturn relative to maximum drawdown

2.62

0.23

+2.40

Martin ratioReturn relative to average drawdown

7.33

0.51

+6.82

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

The current FXGB.L Sharpe Ratio is 1.02, which is higher than the SSXF.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of FXGB.L and SSXF.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. SSXF.L - Drawdown Comparison

The maximum FXGB.L drawdown since its inception was -9.43%, smaller than the maximum SSXF.L drawdown of -32.50%. Use the drawdown chart below to compare losses from any high point for FXGB.L and SSXF.L.


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Drawdown Indicators


FXGB.LSSXF.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-32.50%

+23.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.33%

-6.46%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-6.86%

-6.46%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-7.66%

-31.46%

+23.80%

Max Drawdown (10Y)

Largest decline over 10 years

-32.50%

Current Drawdown

Current decline from peak

0.00%

-13.87%

+13.87%

Average Drawdown

Average peak-to-trough decline

-2.72%

-6.74%

+4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

2.91%

-1.36%

Volatility

FXGB.L vs. SSXF.L - Volatility Comparison

First Trust FactorFX UCITS ETF Class B GBP Hedged (Acc) (FXGB.L) has a higher volatility of 2.67% compared to iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist) (SSXF.L) at 1.69%. This indicates that FXGB.L's price experiences larger fluctuations and is considered to be riskier than SSXF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXGB.LSSXF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

1.69%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

5.54%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

11.10%

6.71%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.87%

8.44%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.75%

8.00%

-1.25%

FXGB.L vs. SSXF.L - Expense Ratio Comparison

FXGB.L has a 0.75% expense ratio, which is higher than SSXF.L's 0.20% expense ratio.


Dividends

FXGB.L vs. SSXF.L - Dividend Comparison

FXGB.L has not paid dividends to shareholders, while SSXF.L's dividend yield for the trailing twelve months is around 2.33%.


PositionTTM20252024202320222021202020192018201720162015
FXGB.L
First Trust FactorFX UCITS ETF Class B GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSXF.L
iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist)
2.33%4.34%3.88%3.14%3.09%2.23%2.35%2.55%2.89%2.90%3.78%2.01%

Frequently Asked Questions


FXGB.L and SSXF.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SSXF.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SSXF.L is cheaper with a 0.20% expense ratio, compared with 0.75% for FXGB.L.

FXGB.L is categorized as Currency, while SSXF.L is Corporate Bonds. FXGB.L tracks Bloomberg G10 Carry Index, while SSXF.L tracks iBoxx Sterling Corporate Bond ex Financials Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.75% for FXGB.L and 0.20% for SSXF.L.

Portfolio Optimizer

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

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