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SKYE.AS vs. FXEU.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKYE.AS vs. FXEU.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Cloud Computing UCITS ETF (SKYE.AS) and First Trust FactorFX UCITS ETF Class C EUR (FXEU.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SKYE.AS achieves a 14.60% return, which is significantly higher than FXEU.AS's 2.48% return.


SKYE.AS

1D
-2.66%
1M
18.07%
YTD
14.60%
6M
14.82%
1Y
24.91%
3Y*
22.17%
5Y*
9.52%
10Y*

FXEU.AS

1D
-0.02%
1M
-0.08%
YTD
2.48%
6M
2.61%
1Y
5.63%
3Y*
4.56%
5Y*
2.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKYE.AS vs. FXEU.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SKYE.AS
First Trust Cloud Computing UCITS ETF
14.60%-3.90%46.43%47.67%-42.36%20.22%45.33%9.54%
FXEU.AS
First Trust FactorFX UCITS ETF Class C EUR
2.48%5.39%5.15%10.06%-4.17%-3.32%-2.11%0.55%

Correlation

The correlation between SKYE.AS and FXEU.AS is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

-0.07

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2019

0.00

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Return for Risk

SKYE.AS vs. FXEU.AS — Risk / Return Rank

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

SKYE.AS
SKYE.AS Risk / Return Rank: 2323
Overall Rank
SKYE.AS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SKYE.AS Sortino Ratio Rank: 2626
Sortino Ratio Rank
SKYE.AS Omega Ratio Rank: 2626
Omega Ratio Rank
SKYE.AS Calmar Ratio Rank: 2121
Calmar Ratio Rank
SKYE.AS Martin Ratio Rank: 1818
Martin Ratio Rank

FXEU.AS
FXEU.AS Risk / Return Rank: 2121
Overall Rank
FXEU.AS Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FXEU.AS Sortino Ratio Rank: 1616
Sortino Ratio Rank
FXEU.AS Omega Ratio Rank: 2828
Omega Ratio Rank
FXEU.AS Calmar Ratio Rank: 1818
Calmar Ratio Rank
FXEU.AS Martin Ratio Rank: 2525
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.

SKYE.AS vs. FXEU.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Cloud Computing UCITS ETF (SKYE.AS) and First Trust FactorFX UCITS ETF Class C EUR (FXEU.AS). 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.


SKYE.ASFXEU.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

0.88

0.71

+0.17

Martin ratioReturn relative to average drawdown

1.95

3.29

-1.35

SKYE.AS vs. FXEU.AS - Sharpe Ratio Comparison

The current SKYE.AS Sharpe Ratio is 0.87, which is higher than the FXEU.AS Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SKYE.AS and FXEU.AS, 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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Sharpe Ratios by Period


SKYE.ASFXEU.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.41

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.41

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.30

+0.21

Drawdowns

SKYE.AS vs. FXEU.AS - Drawdown Comparison

The maximum SKYE.AS drawdown since its inception was -49.60%, which is greater than FXEU.AS's maximum drawdown of -11.56%. Use the drawdown chart below to compare losses from any high point for SKYE.AS and FXEU.AS.


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Drawdown Indicators


SKYE.ASFXEU.ASDifference

Max Drawdown

Largest peak-to-trough decline

-49.60%

-11.56%

-38.04%

Max Drawdown (1Y)

Largest decline over 1 year

-27.79%

-7.83%

-19.96%

Max Drawdown (3Y)

Largest decline over 3 years

-36.27%

-7.96%

-28.31%

Max Drawdown (5Y)

Largest decline over 5 years

-49.60%

-8.57%

-41.03%

Current Drawdown

Current decline from peak

-3.17%

-0.92%

-2.25%

Average Drawdown

Average peak-to-trough decline

-17.18%

-3.31%

-13.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.71%

1.70%

+11.01%

Volatility

SKYE.AS vs. FXEU.AS - Volatility Comparison

First Trust Cloud Computing UCITS ETF (SKYE.AS) has a higher volatility of 11.76% compared to First Trust FactorFX UCITS ETF Class C EUR (FXEU.AS) at 1.84%. This indicates that SKYE.AS's price experiences larger fluctuations and is considered to be riskier than FXEU.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKYE.ASFXEU.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

1.84%

+9.92%

Volatility (6M)

Calculated over the trailing 6-month period

23.77%

6.13%

+17.64%

Volatility (1Y)

Calculated over the trailing 1-year period

28.45%

13.66%

+14.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.97%

14.20%

+14.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.82%

13.19%

+15.63%

SKYE.AS vs. FXEU.AS - Expense Ratio Comparison

SKYE.AS has a 0.60% expense ratio, which is lower than FXEU.AS's 0.75% expense ratio.


Dividends

SKYE.AS vs. FXEU.AS - Dividend Comparison

Neither SKYE.AS nor FXEU.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SKYE.AS and FXEU.AS have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SKYE.AS is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SKYE.AS is cheaper with a 0.60% expense ratio, compared with 0.75% for FXEU.AS.

SKYE.AS is categorized as Technology Equities, while FXEU.AS is Currency. Their fees differ too: 0.60% for SKYE.AS and 0.75% for FXEU.AS.

Portfolio Optimizer

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