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

Performance

FXGB.L vs. VPAC.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 Variable Rate Preferred Shares UCITS ETF USD (VPAC.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 VPAC.L is traded in USD. To make them comparable, the VPAC.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 6.36% return, which is significantly higher than VPAC.L's 3.01% 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*

VPAC.L

1D
0.27%
1M
0.51%
6M
2.59%
YTD
3.01%
1Y
5.62%
3Y*
7.72%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXGB.L vs. VPAC.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%0.22%
VPAC.L
Invesco Variable Rate Preferred Shares UCITS ETF USD
3.01%-1.24%12.77%3.80%1.04%4.62%1.73%12.68%-2.79%

Correlation

The correlation between FXGB.L and VPAC.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.06

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2018

-0.06

The correlation between FXGB.L and VPAC.L shifts across timeframes, from -0.06 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FXGB.L vs. VPAC.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

VPAC.L
VPAC.L Risk / Return Rank: 6565
Overall Rank
VPAC.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VPAC.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
VPAC.L Omega Ratio Rank: 6767
Omega Ratio Rank
VPAC.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
VPAC.L Martin Ratio Rank: 6969
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. VPAC.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 Variable Rate Preferred Shares UCITS ETF USD (VPAC.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.LVPAC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.18

1.17

+0.02

Calmar ratioReturn relative to maximum drawdown

2.54

1.27

+1.27

Martin ratioReturn relative to average drawdown

7.10

3.30

+3.79

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

The current FXGB.L Sharpe Ratio is 0.99, which is comparable to the VPAC.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FXGB.L and VPAC.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. VPAC.L - Drawdown Comparison

The maximum FXGB.L drawdown since its inception was -9.43%, smaller than the maximum VPAC.L drawdown of -26.87%. Use the drawdown chart below to compare losses from any high point for FXGB.L and VPAC.L.


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Drawdown Indicators


FXGB.LVPAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-26.87%

+17.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.33%

-4.94%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-6.86%

-9.34%

+2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-7.83%

-15.98%

+8.15%

Current Drawdown

Current decline from peak

-0.01%

-1.48%

+1.47%

Average Drawdown

Average peak-to-trough decline

-2.72%

-4.54%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.90%

-0.35%

Volatility

FXGB.L vs. VPAC.L - Volatility Comparison

First Trust FactorFX UCITS ETF Class B GBP (FXGB.L) has a higher volatility of 2.78% compared to Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.L) at 1.91%. This indicates that FXGB.L's price experiences larger fluctuations and is considered to be riskier than VPAC.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.LVPAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

1.91%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

5.14%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

6.72%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.87%

8.70%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.76%

12.35%

-5.59%

Dividends

FXGB.L vs. VPAC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FXGB.L and VPAC.L have a correlation of 0.26, 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 VPAC.L tracks Invesco Variable Rate Preferred Shares UCITS ETF USD. They also come from different issuers: First Trust and Invesco.

Portfolio Optimizer

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