SKYE.DE vs. FTGQ.DE
Compare and contrast key facts about First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) and First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE).
SKYE.DE and FTGQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SKYE.DE is a passively managed fund by First Trust that tracks the performance of the ISE Cloud Computing. It was launched on Dec 27, 2018. FTGQ.DE is an actively managed fund by First Trust. It was launched on Dec 20, 2024.
Performance
SKYE.DE vs. FTGQ.DE - Performance Comparison
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SKYE.DE vs. FTGQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SKYE.DE First Trust Cloud Computing UCITS ETF Acc | -13.77% | -3.03% | -1.78% |
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | -1.26% | 1.05% | -3.86% |
Returns By Period
In the year-to-date period, SKYE.DE achieves a -13.77% return, which is significantly lower than FTGQ.DE's -1.26% return.
SKYE.DE
- 1D
- 1.06%
- 1M
- 4.21%
- YTD
- -13.77%
- 6M
- -16.26%
- 1Y
- 0.32%
- 3Y*
- 16.85%
- 5Y*
- 3.14%
- 10Y*
- —
FTGQ.DE
- 1D
- 1.00%
- 1M
- -0.70%
- YTD
- -1.26%
- 6M
- 1.95%
- 1Y
- 7.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SKYE.DE vs. FTGQ.DE - Expense Ratio Comparison
SKYE.DE has a 0.60% expense ratio, which is lower than FTGQ.DE's 0.90% expense ratio.
Return for Risk
SKYE.DE vs. FTGQ.DE — Risk / Return Rank
SKYE.DE
FTGQ.DE
SKYE.DE vs. FTGQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) and First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE). 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.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.62 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.21 | 0.89 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.14 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.01 | 0.85 | -0.83 |
Martin ratioReturn relative to average drawdown | 0.03 | 3.29 | -3.26 |
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
| SKYE.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 0.62 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | -0.24 | +0.47 |
Correlation
The correlation between SKYE.DE and FTGQ.DE is 0.60, 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
SKYE.DE vs. FTGQ.DE - Dividend Comparison
Neither SKYE.DE nor FTGQ.DE has paid dividends to shareholders.
Drawdowns
SKYE.DE vs. FTGQ.DE - Drawdown Comparison
The maximum SKYE.DE drawdown since its inception was -49.90%, which is greater than FTGQ.DE's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for SKYE.DE and FTGQ.DE.
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Drawdown Indicators
| SKYE.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.90% | -19.13% | -30.77% |
Max Drawdown (1Y)Largest decline over 1 year | -27.12% | -9.10% | -18.02% |
Max Drawdown (5Y)Largest decline over 5 years | -49.90% | — | — |
Current DrawdownCurrent decline from peak | -23.94% | -4.18% | -19.76% |
Average DrawdownAverage peak-to-trough decline | -20.11% | -6.58% | -13.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.13% | 2.34% | +8.79% |
Volatility
SKYE.DE vs. FTGQ.DE - Volatility Comparison
First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) has a higher volatility of 5.79% compared to First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) at 2.65%. This indicates that SKYE.DE's price experiences larger fluctuations and is considered to be riskier than FTGQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKYE.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 2.65% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 19.82% | 6.43% | +13.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.37% | 12.64% | +16.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.16% | 13.34% | +14.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.88% | 13.34% | +14.54% |