3SUR.DE vs. FTGU.DE
3SUR.DE (iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - 3SUR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, 3SUR.DE returned 7.70%/yr vs 11.49%/yr for FTGU.DE. A 0.79 correlation means they provide meaningful diversification when combined. 3SUR.DE charges 0.23%/yr vs 0.65%/yr for FTGU.DE.
Performance
3SUR.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 3SUR.DE achieves a 10.71% return, which is significantly lower than FTGU.DE's 16.48% return.
3SUR.DE
- 1D
- -1.14%
- 1M
- -2.84%
- 6M
- 8.46%
- YTD
- 10.71%
- 1Y
- 16.59%
- 3Y*
- 12.02%
- 5Y*
- 7.70%
- 10Y*
- —
FTGU.DE
- 1D
- -0.37%
- 1M
- -1.11%
- 6M
- 11.47%
- YTD
- 16.48%
- 1Y
- 24.72%
- 3Y*
- 16.45%
- 5Y*
- 11.49%
- 10Y*
- —
3SUR.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 10.71% | 9.40% | 11.63% | 20.98% | -22.39% | 31.13% | 22.49% | 28.86% | -9.69% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.92% | -7.47% | 38.46% | 2.87% | 29.47% | -11.22% |
Correlation
The correlation between 3SUR.DE and FTGU.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2018 | 0.79 |
The correlation between 3SUR.DE and FTGU.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
3SUR.DE vs. FTGU.DE — Risk / Return Rank
3SUR.DE
FTGU.DE
3SUR.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) and First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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.
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.
| 3SUR.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 6.66 | -4.79 |
| Martin ratioReturn relative to average drawdown | 6.77 | 17.21 | -10.44 |
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Drawdowns
3SUR.DE vs. FTGU.DE - Drawdown Comparison
The maximum 3SUR.DE drawdown since its inception was -33.43%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for 3SUR.DE and FTGU.DE.
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Drawdown Indicators
| 3SUR.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -99.98% | +66.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -3.70% | -5.15% |
Max Drawdown (3Y)Largest decline over 3 years | -20.15% | -24.38% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -24.38% | -3.31% |
Current DrawdownCurrent decline from peak | -3.53% | -3.21% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -5.12% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.43% | +1.01% |
Volatility
3SUR.DE vs. FTGU.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) has a higher volatility of 4.25% compared to First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) at 3.74%. This indicates that 3SUR.DE's price experiences larger fluctuations and is considered to be riskier than FTGU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 3SUR.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.74% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 8.07% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 12.01% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 15.48% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 132,503.00% | -132,485.23% |
3SUR.DE vs. FTGU.DE - Expense Ratio Comparison
3SUR.DE has a 0.23% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
3SUR.DE vs. FTGU.DE - Dividend Comparison
3SUR.DE's dividend yield for the trailing twelve months is around 0.90%, while FTGU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 0.90% | 0.91% | 1.11% | 1.24% | 1.42% | 0.94% | 0.95% | 1.19% | 0.60% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
3SUR.DE and FTGU.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 3SUR.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
3SUR.DE is cheaper with a 0.23% expense ratio, compared with 0.65% for FTGU.DE.
3SUR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.23% for 3SUR.DE and 0.65% for FTGU.DE.
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