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Inception Date
Apr 1, 2016
Region
Europe (Germany)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq AlphaDEX Germany NTR Index
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FTGG.DE Performance Chart

First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) is up 4.6% since the beginning of the year. FTGG.DE is currently trading at €36 per share. Investors who bought €1,000 worth of FTGG.DE shares 5 years ago would now be looking at an investment worth €1,290.


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S&P 500 Index

Returns By Period

First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) has returned 4.55% so far this year and 14.92% over the past 12 months. Over the last ten years, FTGG.DE has returned 7.17% per year, falling short of the S&P 500 Index benchmark, which averaged 12.92% annually.


First Trust Germany AlphaDEX UCITS ETF

1D
-0.40%
1M
-1.49%
6M
-1.27%
YTD
4.55%
1Y
14.92%
3Y*
17.21%
5Y*
5.23%
10Y*
7.17%

Benchmark (S&P 500 Index)

1D
-0.09%
1M
1.27%
6M
10.98%
YTD
13.27%
1Y
22.64%
3Y*
18.04%
5Y*
12.49%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGG.DE Monthly Returns History

Based on dividend-adjusted daily data since Apr 1, 2016, FTGG.DE's average daily return is +84.21%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +13.8%, while the worst month was Mar 2020 at -18.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FTGG.DE closed higher 52% of trading days. The best single day was May 20, 2020 with a return of +220,300.0%, while the worst single day was May 18, 2020 at -100.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.96%3.78%-13.39%7.83%3.90%-2.10%-0.84%4.55%
20259.56%4.35%-0.11%3.88%9.37%0.04%1.88%0.66%2.18%1.04%0.51%4.68%44.59%
20240.00%1.98%4.05%-2.63%2.12%-4.56%0.39%0.35%3.26%-2.44%4.01%1.82%8.23%
202310.97%1.06%-4.70%1.83%-3.59%4.73%2.75%-3.67%-3.91%-7.05%8.25%3.06%8.38%
2022-4.50%-5.32%-5.87%-3.16%0.51%-14.72%4.95%-3.91%-9.35%8.82%6.59%-1.82%-26.44%
2021-0.07%0.26%8.19%1.35%3.69%0.67%0.26%2.78%-4.10%1.24%-2.63%1.88%13.79%

Benchmark Metrics

First Trust Germany AlphaDEX UCITS ETF has an annualized alpha of 86821489174647288988883649622897642507725544101547090781781396291584.00%, beta of 69.75, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 01, 2016.

  • This ETF participated in 86.22% of S&P 500 Index downside but only 61.95% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
86,821,489,174,647,280,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Beta
69.75
0.00
Upside Capture
61.95%
Downside Capture
86.22%

Expense Ratio

FTGG.DE has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FTGG.DE ranks 28 for risk / return — below 28% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FTGG.DE Risk / Return Rank: 2828
Overall Rank
FTGG.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FTGG.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
FTGG.DE Omega Ratio Rank: 2727
Omega Ratio Rank
FTGG.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
FTGG.DE Martin Ratio Rank: 2929
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTGG.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.16

1.33

-0.17

Calmar ratioReturn relative to maximum drawdown

1.10

3.01

-1.91

Martin ratioReturn relative to average drawdown

3.31

11.10

-7.79

Dividends

Dividend History

First Trust Germany AlphaDEX UCITS ETF provided a 1.55% dividend yield over the last twelve months, with an annual payout of €0.56 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%€0.00€0.10€0.20€0.30€0.40€0.50€0.60€0.702019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend€0.56€0.53€0.55€0.66€0.68€0.32€0.16€0.01

Dividend yield

1.55%1.53%2.24%2.85%3.10%1.03%0.58%0.05%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Germany AlphaDEX UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.00€0.00€0.00€0.56€0.00€0.56
2025€0.00€0.00€0.00€0.00€0.00€0.53€0.00€0.00€0.00€0.00€0.00€0.00€0.53
2024€0.00€0.00€0.00€0.00€0.00€0.52€0.00€0.00€0.03€0.00€0.00€0.00€0.55
2023€0.00€0.00€0.05€0.00€0.00€0.59€0.00€0.00€0.03€0.00€0.00€0.00€0.66
2022€0.00€0.00€0.00€0.00€0.00€0.67€0.00€0.00€0.01€0.00€0.00€0.00€0.68
2021€0.00€0.00€0.00€0.00€0.00€0.24€0.00€0.00€0.07€0.00€0.00€0.00€0.32

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Germany AlphaDEX UCITS ETF. 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 Germany AlphaDEX UCITS ETF was 99.97%, occurring on May 18, 2020. Recovery took 212 trading sessions.

The current First Trust Germany AlphaDEX UCITS ETF drawdown is 5.93%.


Drawdown

Fall

Recovery

Underwater

Related event

-99.97%May 2020
2y 3mo10mo 3d
3y 1moJan 2018 - Mar 2021
-38.87%Sep 2022
1y 29d2y 5mo
3y 6moAug 2021 - Mar 2025
Bear market2022
-16.18%Apr 2025
19d1mo 1d
1mo 20dMar 2025 - May 2025
2025 selloff2025
-14.61%Mar 2026
1mo 6d
5mo 4dFeb 2026 - now
-9.81%Jun 2016
19d1mo 5d
1mo 24dJun 2016 - Aug 2016

Drawdown Indicators


FTGG.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-51.17%

-48.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-7.57%

-7.04%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-23.99%

+7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-38.87%

-23.99%

-14.88%

Max Drawdown (10Y)

Largest decline over 10 years

-99.97%

-33.42%

-66.55%

Current Drawdown

Current decline from peak

-5.93%

-0.52%

-5.41%

Average Drawdown

Average peak-to-trough decline

-12.58%

-8.90%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

2.04%

+2.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FTGG.DE

Add First Trust Germany AlphaDEX UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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