NZUS vs. FTCS
Compare and contrast key facts about SPDR MSCI USA Climate Paris Aligned ETF (NZUS) and First Trust Capital Strength ETF (FTCS).
NZUS and FTCS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NZUS is a passively managed fund by State Street that tracks the performance of the MSCI USA Climate Paris Aligned Index. It was launched on Apr 21, 2022. FTCS is a passively managed fund by First Trust that tracks the performance of the The NASDAQ Capital Strength Index. It was launched on Jul 6, 2006. Both NZUS and FTCS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NZUS vs. FTCS - Performance Comparison
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NZUS vs. FTCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NZUS SPDR MSCI USA Climate Paris Aligned ETF | -8.31% | 13.95% | 24.34% | 29.16% | -14.34% |
FTCS First Trust Capital Strength ETF | 0.58% | 6.46% | 11.19% | 8.48% | -1.41% |
Returns By Period
In the year-to-date period, NZUS achieves a -8.31% return, which is significantly lower than FTCS's 0.58% return.
NZUS
- 1D
- 3.30%
- 1M
- -4.09%
- YTD
- -8.31%
- 6M
- -6.15%
- 1Y
- 12.87%
- 3Y*
- 15.43%
- 5Y*
- —
- 10Y*
- —
FTCS
- 1D
- 0.97%
- 1M
- -6.34%
- YTD
- 0.58%
- 6M
- -0.35%
- 1Y
- 4.65%
- 3Y*
- 9.74%
- 5Y*
- 6.80%
- 10Y*
- 10.24%
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NZUS vs. FTCS - Expense Ratio Comparison
NZUS has a 0.10% expense ratio, which is lower than FTCS's 0.56% expense ratio.
Return for Risk
NZUS vs. FTCS — Risk / Return Rank
NZUS
FTCS
NZUS vs. FTCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Climate Paris Aligned ETF (NZUS) 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.
| NZUS | FTCS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.34 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.10 | 0.60 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.08 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.63 | +0.46 |
Martin ratioReturn relative to average drawdown | 3.76 | 2.42 | +1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NZUS | FTCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.34 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | +0.01 |
Correlation
The correlation between NZUS and FTCS is 0.69, 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
NZUS vs. FTCS - Dividend Comparison
NZUS's dividend yield for the trailing twelve months is around 0.98%, less than FTCS's 1.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NZUS SPDR MSCI USA Climate Paris Aligned ETF | 0.98% | 0.89% | 5.49% | 1.07% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
NZUS vs. FTCS - Drawdown Comparison
The maximum NZUS drawdown since its inception was -20.99%, smaller than the maximum FTCS drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for NZUS and FTCS.
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Drawdown Indicators
| NZUS | FTCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.99% | -53.64% | +32.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -9.38% | -3.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.93% | — |
Current DrawdownCurrent decline from peak | -9.54% | -6.42% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -6.93% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.42% | +1.17% |
Volatility
NZUS vs. FTCS - Volatility Comparison
SPDR MSCI USA Climate Paris Aligned ETF (NZUS) has a higher volatility of 5.76% compared to First Trust Capital Strength ETF (FTCS) at 3.20%. This indicates that NZUS'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.
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Volatility by Period
| NZUS | FTCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 3.20% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 7.06% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.57% | 13.60% | +5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 13.14% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 15.54% | +3.24% |