GK vs. FTCS

Last updated Jun 24, 2026

GK (AdvisorShares Gerber Kawasaki ETF) and FTCS (First Trust Capital Strength ETF) are both exchange-traded funds - GK is a Large Cap Growth Equities fund actively managed by AdvisorShares, while FTCS is a Large Cap Blend Equities fund tracking the The Capital Strength Index. GK is actively managed, while FTCS is passively managed. Over the past 3 years, GK returned 18.34%/yr vs 9.52%/yr for FTCS. A 0.55 correlation means they provide meaningful diversification when combined. GK charges 0.75%/yr vs 0.53%/yr for FTCS.

Performance

GK vs. FTCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Gerber Kawasaki ETF (GK) and First Trust Capital Strength ETF (FTCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GK achieves a 13.03% return, which is significantly higher than FTCS's 1.20% return.

GK

• 1D: -2.88%
• 1M: 1.29%
• YTD: 13.03%
• 6M: 11.47%
• 1Y: 27.18%
• 3Y*: 18.34%
• 5Y*: —
• 10Y*: —

FTCS

• 1D: 0.65%
• 1M: -1.25%
• YTD: 1.20%
• 6M: 0.40%
• 1Y: 5.00%
• 3Y*: 9.52%
• 5Y*: 5.84%
• 10Y*: 10.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GK vs. FTCS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GK AdvisorShares Gerber Kawasaki ETF	13.03%	17.78%	20.10%	21.19%	-42.76%	4.61%
FTCS First Trust Capital Strength ETF	1.20%	6.46%	11.19%	8.48%	-10.22%	11.95%

Correlation

The correlation between GK and FTCS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jul 2, 2021	0.55

Over the past year, the correlation between GK and FTCS has dropped to 0.22 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

GK vs. FTCS - Sectors Allocation Comparison

Sectors	GK	FTCS
Technology	37.9%	13.6%
Industrials	16.9%	19.6%
Communication Services	16.3%	2.3%
Healthcare	8.0%	18.5%
Financial Services	6.9%	20.0%
Utilities	5.2%	-
Consumer Cyclical	2.9%	7.7%
Consumer Defensive	2.1%	14.2%
Basic Materials	-	2.1%
Energy	-	2.1%
Real Estate	-	-

Return for Risk

GK vs. FTCS — Risk / Return Rank

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

GK

GK Risk / Return Rank: 42
GK Sharpe Ratio Rank: 44
GK Sortino Ratio Rank: 43
GK Omega Ratio Rank: 43
GK Calmar Ratio Rank: 38
GK Martin Ratio Rank: 43

FTCS

FTCS Risk / Return Rank: 16
FTCS Sharpe Ratio Rank: 16
FTCS Sortino Ratio Rank: 16
FTCS Omega Ratio Rank: 15
FTCS Calmar Ratio Rank: 16
FTCS Martin Ratio Rank: 16

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.

GK vs. FTCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Gerber Kawasaki ETF (GK) and First Trust Capital Strength ETF (FTCS). 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.

	GK	FTCS	Difference
Sharpe ratio: Return per unit of total volatility	1.46	0.51	+0.95
Sortino ratio: Return per unit of downside risk	2.05	0.81	+1.23
Omega ratio: Gain probability vs. loss probability	1.26	1.09	+0.17
Calmar ratio: Return relative to maximum drawdown	1.80	0.65	+1.16
Martin ratio: Return relative to average drawdown	6.74	1.49	+5.25

GK vs. FTCS - Sharpe Ratio Comparison

The current GK Sharpe Ratio is 1.46, which is higher than the FTCS Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of GK and FTCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GK vs. FTCS - Drawdown Comparison

The maximum GK drawdown since its inception was -47.72%, smaller than the maximum FTCS drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for GK and FTCS.

Drawdown Indicators

	GK	FTCS	Difference
Max Drawdown Largest peak-to-trough decline	-47.72%	-53.64%	+5.92%
Max Drawdown (1Y) Largest decline over 1 year	-15.13%	-7.74%	-7.39%
Max Drawdown (3Y) Largest decline over 3 years	-23.62%	-12.62%	-11.00%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.93%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.93%	—
Current Drawdown Current decline from peak	-4.03%	-5.85%	+1.82%
Average Drawdown Average peak-to-trough decline	-23.77%	-6.92%	-16.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	3.36%	+0.68%

Volatility

GK vs. FTCS - Volatility Comparison

AdvisorShares Gerber Kawasaki ETF (GK) has a higher volatility of 8.10% compared to First Trust Capital Strength ETF (FTCS) at 3.07%. This indicates that GK's price experiences larger fluctuations and is considered to be riskier than FTCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GK	FTCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.10%	3.07%	+5.03%
Volatility (6M) Calculated over the trailing 6-month period	15.03%	7.25%	+7.78%
Volatility (1Y) Calculated over the trailing 1-year period	18.71%	9.95%	+8.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.02%	13.14%	+10.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.02%	15.53%	+8.49%

GK vs. FTCS - Expense Ratio Comparison

GK has a 0.75% expense ratio, which is higher than FTCS's 0.53% expense ratio.

Dividends

GK vs. FTCS - Dividend Comparison

GK's dividend yield for the trailing twelve months is around 0.07%, less than FTCS's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTCS First Trust Capital Strength ETF	1.11%	1.04%	1.33%	1.47%	1.23%	1.06%	0.93%	1.26%	1.26%	1.15%	1.43%	1.50%
GK AdvisorShares Gerber Kawasaki ETF	0.07%	0.08%	0.00%	0.13%	1.30%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GK and FTCS in my portfolio?

GK and FTCS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GK or FTCS?

GK has higher volatility (8.10%) compared to FTCS (3.07%). In terms of maximum drawdown, GK dropped -47.72% vs FTCS's -53.64%.

Which ETF is better, GK or FTCS?

On 3-year performance, GK leads with 18.34% vs 9.52% for FTCS. On fees, FTCS is cheaper at 0.53% per year. On volatility, FTCS has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GK or FTCS?

Over the 3-year period, GK has performed better with a 18.34% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GK or FTCS?

FTCS is cheaper with a 0.53% expense ratio, compared with 0.75% for GK.

Which ETF pays a higher dividend yield, GK or FTCS?

FTCS has the higher dividend yield at 1.11%, compared with 0.07% for GK.

What is the main difference between GK and FTCS?

GK is categorized as Large Cap Growth Equities, while FTCS is Large Cap Blend Equities. They also come from different issuers: AdvisorShares and First Trust. Their fees differ too: 0.75% for GK and 0.53% for FTCS.

Which has better risk-adjusted returns?

GK currently has the higher Sharpe Ratio (1.46 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.