First Trust Cloud Computing UCITS ETF Class A USD Accumulation

10-Year Study

FSKY.LSE · · GB · ETF

Executive Summary: First Trust Cloud Computing UCITS ETF Class A USD Accumulation has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 42.4% and an annualized volatility of 37.7%.

1Y CAGR
+1.7%
3Y CAGR
+14.5%
5Y CAGR
+4.5%
10Y CAGR
+12.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
42.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +54.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.1-7.70.26.2————————-11.7%
20258.9-12.0-15.4-1.19.65.16.00.25.57.7-9.2-0.11.1%
20241.94.72.1-3.6-5.39.0-2.1-0.12.68.316.80.137.8%
20238.81.42.6-6.915.73.54.51.3-0.9-4.17.38.047.1%
2022-12.9-4.47.3-10.3-10.4-3.35.23.6-5.2-0.1-10.1-5.7-39.2%
20213.9-1.4-2.75.0-4.911.1-1.14.1-1.15.3-1.0-4.312.3%
20206.7-5.3-2.211.312.66.4-1.86.0-1.7-3.813.44.654.0%
20198.04.83.15.3-3.01.67.4-3.5-3.0-2.85.9-3.820.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 37.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 48.9% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-12-0110000
2019-01-0110795.931341385887
2019-02-0111317.863954227589
2019-03-0111673.235855054038
2019-04-0112291.163382072475
2019-05-0111919.262555626194
2019-06-0112114.431023521933
2019-07-0113013.350286077559
2019-08-0112561.98347107438
2019-09-0112188.175460902736
2019-10-0111848.696757787668
2019-11-0112546.090273363
2019-12-0112070.565797838526
2020-01-0112881.43674507311
2020-02-0112198.982835346473
2020-03-0111935.791481246028
2020-04-0113286.713286713288
2020-05-0114960.267005721551
2020-06-0115921.805467260014
2020-07-0115629.37062937063
2020-08-0116570.247933884297
2020-09-0116290.527654164018
2020-10-0115672.282263191355
2020-11-0117776.541640178002
2020-12-0118591.862682771774
2021-01-0119321.360457724095
2021-02-0119043.22949777495
2021-03-0118521.9326128417
2021-04-0119451.684678957405
2021-05-0118491.73553719008
2021-06-0120535.600762873488
2021-07-0120303.560076287347
2021-08-0121142.72091544819
2021-09-0120909.090909090908
2021-10-0122020.025429116336
2021-11-0121807.056579783854
2021-12-0120877.30451366815
2022-01-0118178.639542275905
2022-02-0117387.158296249207
2022-03-0118660.203432930706
2022-04-0116735.537190082647
2022-05-0115000
2022-06-0114504.132231404958
2022-07-0115265.41640178004
2022-08-0115810.553083280356
2022-09-0114988.874761602034
2022-10-0114980.928162746346
2022-11-0113463.127781309599
2022-12-0112691.036236490783
2023-01-0113806.420851875399
2023-02-0114003.496503496504
2023-03-0114370.62937062937
2023-04-0113378.893833439288
2023-05-0115476.795931341385
2023-06-0116020.343293070564
2023-07-0116735.537190082647
2023-08-0116945.327399872855
2023-09-0116787.984742530196
2023-10-0116101.398601398601
2023-11-0117283.85251112524
2023-12-0118671.328671328672
2024-01-0119035.282898919264
2024-02-0119930.06993006993
2024-03-0120346.471710108075
2024-04-0119623.331214240305
2024-05-0118582.326764144946
2024-06-0120252.701843610936
2024-07-0119820.406865861412
2024-08-0119796.567069294342
2024-09-0120317.86395422759
2024-10-0122008.900190718374
2024-11-0125705.657978385254
2024-12-0125734.265734265733
2025-01-0128027.6541640178
2025-02-0124663.064208518754
2025-03-0120859.821996185634
2025-04-0120624.60267005722
2025-05-0122603.30578512397
2025-06-0123746.026700572154
2025-07-0125171.6465352829
2025-08-0125232.04068658614
2025-09-0126609.980928162746
2025-10-0128650.667514303877
2025-11-0126025.11125238398
2025-12-0126006.039415130323
2026-01-0123391.60839160839
2026-02-0121579.78385251113
2026-03-0121624.28480610299
2026-04-0122965.67069294342
Annual Return Matrix
YearAnnual Return
20190.2070565797838526
20200.5402643914257124
20210.12292699606770396
2022-0.39211327649208283
20230.47122176025647455
20240.37827715355805247
20250.010560770750988047
2026-0.11691010205952457
Total Factor Risk
0.37661133554188714
VTI.US Exposure
0.4890742867291125
VEA.US Exposure
-0.015514802851499464
VWO.US Exposure
0.00680189380136312
QQQ.US Exposure
-0.0023705730338193726
VTV.US Exposure
-0.02624459580088498
IJR.US Exposure
-0.003391239593114193
QUAL.US Exposure
-0.03139626570017954
SHV.US Exposure
0.466234899198195
TLT.US Exposure
0.016770231991227583
LQD.US Exposure
-0.006368799632955409
HYG.US Exposure
-0.004138486313686351
GLD.US Exposure
-0.0032992536116050065
USO.US Exposure
0.004882785169691502
VNQ.US Exposure
0.005443092147764612
BTC-USD.CC Exposure
0.0025662928221500242
CPER.US Exposure
0.00012931396952289422
VIX.INDX Exposure
0.011821553231324635
UUP.US Exposure
0.018373176045666375
TIP.US Exposure
0.010229504957553618
Idiosyncratic Exposure
0.060396986474172604
Value Score
41.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$41.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-7.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
20.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Cloud Computing UCITS ETF Class A USD Accumulation a high-risk investment?

First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.LSE) has an annualized volatility of 37.7% and experienced a maximum drawdown of 42.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FSKY.LSE?

Over the past 10 years, FSKY.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.0%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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