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First Trust US Large Cap Core AlphaDEX UCITS ETF A...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B8X9NW27

WKN

A1T860

Issuer

First Trust

Inception Date

Apr 9, 2013

Leveraged

1x

Index Tracked

Nasdaq AlphaDEX® Large Cap Core

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

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


Expense ratio chart for FTGU.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


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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 US Large Cap Core 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%20.00%SeptemberOctoberNovemberDecember2025February
16.03%
16.32%
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Acc)
Benchmark (^GSPC)

Returns By Period

First Trust US Large Cap Core AlphaDEX UCITS ETF Acc had a return of 4.74% year-to-date (YTD) and 23.43% in the last 12 months.


FTGU.DE

YTD

4.74%

1M

-0.38%

6M

16.47%

1Y

23.43%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.46%4.74%
20243.03%4.18%4.84%-3.20%-0.66%2.84%2.18%-1.00%1.72%3.08%11.57%-6.33%23.34%
20234.04%0.27%-5.01%-1.53%0.07%5.88%3.25%-1.12%-1.28%-4.42%5.91%5.14%10.92%
2022-6.09%0.11%4.09%0.61%-1.77%-6.68%8.32%0.16%-5.55%7.75%-0.56%-6.71%-7.54%
202113.05%3.49%4.32%2.76%-0.05%3.97%1.40%3.98%-3.58%7.06%2.65%1.56%47.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, FTGU.DE is among the top 21% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FTGU.DE is 7979
Overall Rank
The Sharpe Ratio Rank of FTGU.DE is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FTGU.DE is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FTGU.DE is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FTGU.DE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FTGU.DE is 7373
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 US Large Cap Core AlphaDEX UCITS ETF Acc (FTGU.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 FTGU.DE, currently valued at 1.85, compared to the broader market0.002.004.001.851.74
The chart of Sortino ratio for FTGU.DE, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.0010.0012.002.752.36
The chart of Omega ratio for FTGU.DE, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.32
The chart of Calmar ratio for FTGU.DE, currently valued at 3.24, compared to the broader market0.005.0010.0015.003.242.62
The chart of Martin ratio for FTGU.DE, currently valued at 9.41, compared to the broader market0.0020.0040.0060.0080.00100.009.4110.69
FTGU.DE
^GSPC

The current First Trust US Large Cap Core AlphaDEX UCITS ETF Acc Sharpe ratio is 1.85. 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 US Large Cap Core 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.85
1.96
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


First Trust US Large Cap Core 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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.18%
-0.48%
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust US Large Cap Core 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 US Large Cap Core AlphaDEX UCITS ETF Acc was 14.95%, occurring on May 4, 2023. Recovery took 184 trading sessions.

The current First Trust US Large Cap Core AlphaDEX UCITS ETF Acc drawdown is 2.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.95%Aug 17, 2022183May 4, 2023184Jan 22, 2024367
-14.23%Apr 22, 202223Jun 17, 202228Aug 15, 202251
-9.88%Nov 26, 202121Jan 24, 202234Apr 21, 202255
-7.12%Aug 1, 20243Aug 5, 202433Sep 19, 202436
-6.61%Nov 26, 202422Dec 30, 2024

Volatility

Volatility Chart

The current First Trust US Large Cap Core AlphaDEX UCITS ETF Acc volatility is 2.95%, 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%SeptemberOctoberNovemberDecember2025February
2.95%
3.99%
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Acc)
Benchmark (^GSPC)
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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.

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