GLNCY vs. FTRI

Last updated Apr 1, 2026

Compare and contrast key facts about Glencore PLC ADR (GLNCY) and First Trust Indxx Global Natural Resources Income ETF (FTRI).

FTRI is a passively managed fund by First Trust that tracks the performance of the Indxx Global Natural Resources Income Index. It was launched on Mar 11, 2010.

Performance

GLNCY vs. FTRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glencore PLC ADR (GLNCY) and First Trust Indxx Global Natural Resources Income ETF (FTRI). The values are adjusted to include any dividend payments, if applicable.

GLNCY vs. FTRI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GLNCY Glencore PLC ADR	38.88%	28.74%	-25.38%	-1.13%	40.92%	66.50%	1.46%	-10.33%	-27.77%	56.55%
FTRI First Trust Indxx Global Natural Resources Income ETF	14.35%	33.62%	-3.93%	1.53%	7.49%	25.29%	-0.79%	21.97%	-8.34%	11.77%

Returns By Period

In the year-to-date period, GLNCY achieves a 38.88% return, which is significantly higher than FTRI's 14.35% return. Over the past 10 years, GLNCY has outperformed FTRI with an annualized return of 17.58%, while FTRI has yielded a comparatively lower 11.48% annualized return.

GLNCY

• 1D: 5.12%
• 1M: 5.86%
• YTD: 38.88%
• 6M: 65.00%
• 1Y: 113.54%
• 3Y*: 15.38%
• 5Y*: 19.66%
• 10Y*: 17.58%

FTRI

• 1D: 1.91%
• 1M: -5.92%
• YTD: 14.35%
• 6M: 18.78%
• 1Y: 38.47%
• 3Y*: 15.03%
• 5Y*: 11.80%
• 10Y*: 11.48%

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

Return for Risk

GLNCY vs. FTRI — Risk / Return Rank

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

GLNCY

GLNCY Risk / Return Rank: 95
GLNCY Sharpe Ratio Rank: 96
GLNCY Sortino Ratio Rank: 94
GLNCY Omega Ratio Rank: 94
GLNCY Calmar Ratio Rank: 94
GLNCY Martin Ratio Rank: 97

FTRI

FTRI Risk / Return Rank: 89
FTRI Sharpe Ratio Rank: 89
FTRI Sortino Ratio Rank: 88
FTRI Omega Ratio Rank: 87
FTRI Calmar Ratio Rank: 89
FTRI Martin Ratio Rank: 92

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.

GLNCY vs. FTRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glencore PLC ADR (GLNCY) and First Trust Indxx Global Natural Resources Income ETF (FTRI). 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.

	GLNCY	FTRI	Difference
Sharpe ratio Return per unit of total volatility	2.92	1.89	+1.03
Sortino ratio Return per unit of downside risk	3.31	2.41	+0.89
Omega ratio Gain probability vs. loss probability	1.47	1.35	+0.12
Calmar ratio Return relative to maximum drawdown	5.33	2.88	+2.46
Martin ratio Return relative to average drawdown	19.13	12.58	+6.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLNCY vs. FTRI - Sharpe Ratio Comparison

The current GLNCY Sharpe Ratio is 2.92, which is higher than the FTRI Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of GLNCY and FTRI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GLNCY	FTRI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.92	1.89	+1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.57	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.52	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.50	-0.41

Correlation

The correlation between GLNCY and FTRI is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GLNCY vs. FTRI - Dividend Comparison

GLNCY's dividend yield for the trailing twelve months is around 1.32%, less than FTRI's 2.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLNCY Glencore PLC ADR	1.32%	1.83%	2.98%	8.68%	5.56%	3.00%	0.00%	5.50%	4.70%	1.08%	0.00%	13.64%
FTRI First Trust Indxx Global Natural Resources Income ETF	2.27%	2.35%	4.29%	6.56%	8.37%	6.58%	3.64%	6.25%	4.24%	3.60%	2.96%	0.89%

Drawdowns

GLNCY vs. FTRI - Drawdown Comparison

The maximum GLNCY drawdown since its inception was -85.04%, which is greater than FTRI's maximum drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for GLNCY and FTRI.

Drawdown Indicators

	GLNCY	FTRI	Difference
Max Drawdown Largest peak-to-trough decline	-85.04%	-43.82%	-41.22%
Max Drawdown (1Y) Largest decline over 1 year	-20.22%	-13.48%	-6.74%
Max Drawdown (5Y) Largest decline over 5 years	-54.06%	-27.51%	-26.55%
Max Drawdown (10Y) Largest decline over 10 years	-76.10%	-43.82%	-32.28%
Current Drawdown Current decline from peak	0.00%	-6.25%	+6.25%
Average Drawdown Average peak-to-trough decline	-32.70%	-8.49%	-24.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.64%	3.08%	+2.56%

Volatility

GLNCY vs. FTRI - Volatility Comparison

Glencore PLC ADR (GLNCY) has a higher volatility of 9.48% compared to First Trust Indxx Global Natural Resources Income ETF (FTRI) at 7.03%. This indicates that GLNCY's price experiences larger fluctuations and is considered to be riskier than FTRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLNCY	FTRI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.48%	7.03%	+2.45%
Volatility (6M) Calculated over the trailing 6-month period	25.08%	14.48%	+10.60%
Volatility (1Y) Calculated over the trailing 1-year period	39.27%	20.48%	+18.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.92%	20.92%	+15.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.70%	22.32%	+17.38%