PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE....
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B8X9NY41

WKN

A12FF3

Issuer

First Trust

Inception Date

Oct 21, 2014

Leveraged

1x

Index Tracked

Nasdaq AlphaDEX® Eurozone

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Expense Ratio

FTGE.DE features an expense ratio of 0.65%, falling within the medium range.


Expense ratio chart for FTGE.DE: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in First Trust Eurozone AlphaDEX UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
11.26%
16.29%
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc)
Benchmark (^GSPC)

Returns By Period

First Trust Eurozone AlphaDEX UCITS ETF Acc had a return of 7.97% year-to-date (YTD) and 17.56% in the last 12 months.


FTGE.DE

YTD

7.97%

1M

4.88%

6M

11.25%

1Y

17.56%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

3.96%

1M

2.77%

6M

10.09%

1Y

21.57%

5Y*

12.62%

10Y*

11.30%

*Annualized

Monthly Returns

The table below presents the monthly returns of FTGE.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.89%7.97%
20241.21%1.12%5.16%0.20%3.80%-4.57%2.87%-0.36%0.52%-2.06%1.13%0.45%9.52%
20238.16%2.11%-3.37%-0.06%-2.77%5.31%3.22%-2.16%-1.77%-6.22%8.26%2.21%12.43%
2022-2.25%-5.41%-0.50%-1.68%0.91%-10.87%4.51%-3.42%-7.40%8.17%5.66%-1.35%-14.26%
2021-1.87%4.02%7.27%1.17%3.20%-0.76%1.76%3.66%-2.54%2.56%-3.91%4.66%20.31%
20204.53%2.64%-1.01%5.41%-1.10%-5.31%15.10%3.21%24.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTGE.DE is 56, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FTGE.DE is 5656
Overall Rank
The Sharpe Ratio Rank of FTGE.DE is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FTGE.DE is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FTGE.DE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FTGE.DE is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FTGE.DE is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FTGE.DE, currently valued at 1.41, compared to the broader market0.002.004.001.411.83
The chart of Sortino ratio for FTGE.DE, currently valued at 1.96, compared to the broader market0.005.0010.001.962.47
The chart of Omega ratio for FTGE.DE, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.33
The chart of Calmar ratio for FTGE.DE, currently valued at 1.76, compared to the broader market0.005.0010.0015.0020.001.762.76
The chart of Martin ratio for FTGE.DE, currently valued at 5.44, compared to the broader market0.0020.0040.0060.0080.00100.005.4411.27
FTGE.DE
^GSPC

The current First Trust Eurozone AlphaDEX UCITS ETF Acc Sharpe ratio is 1.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Eurozone AlphaDEX UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.41
1.96
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


First Trust Eurozone AlphaDEX UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.48%
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Eurozone AlphaDEX UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Eurozone AlphaDEX UCITS ETF Acc was 26.63%, occurring on Sep 29, 2022. Recovery took 378 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.63%Nov 17, 2021214Sep 29, 2022378Mar 21, 2024592
-10.73%May 21, 202456Aug 6, 2024113Jan 17, 2025169
-9.81%Oct 13, 202012Oct 28, 202010Nov 11, 202022
-7.3%Jun 8, 202013Jun 24, 202019Jul 21, 202032
-6.56%Jul 22, 20208Jul 31, 20207Aug 11, 202015

Volatility

Volatility Chart

The current First Trust Eurozone AlphaDEX UCITS ETF Acc volatility is 3.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.81%
3.99%
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab