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6PSE.DE vs. FTGU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6PSE.DE vs. FTGU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 6PSE.DE achieves a 12.86% return, which is significantly lower than FTGU.DE's 16.48% return.


6PSE.DE

1D
0.00%
1M
1.38%
6M
11.83%
YTD
12.86%
1Y
23.11%
3Y*
19.47%
5Y*
10Y*

FTGU.DE

1D
-0.23%
1M
-1.01%
6M
12.79%
YTD
16.48%
1Y
25.18%
3Y*
16.81%
5Y*
11.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

6PSE.DE vs. FTGU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
12.86%4.78%32.52%23.62%-7.70%
FTGU.DE
First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD
16.48%2.82%23.34%10.92%-0.91%

Correlation

The correlation between 6PSE.DE and FTGU.DE is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.84

The correlation between 6PSE.DE and FTGU.DE has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

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Return for Risk

6PSE.DE vs. FTGU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6PSE.DE
6PSE.DE Risk / Return Rank: 7474
Overall Rank
6PSE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
6PSE.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
6PSE.DE Omega Ratio Rank: 7474
Omega Ratio Rank
6PSE.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
6PSE.DE Martin Ratio Rank: 7474
Martin Ratio Rank

FTGU.DE
FTGU.DE Risk / Return Rank: 9090
Overall Rank
FTGU.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FTGU.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
FTGU.DE Omega Ratio Rank: 8585
Omega Ratio Rank
FTGU.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTGU.DE Martin Ratio Rank: 9393
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.

6PSE.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (6PSE.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.


6PSE.DEFTGU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

3.18

7.52

-4.34

Martin ratioReturn relative to average drawdown

10.97

19.59

-8.62

6PSE.DE vs. FTGU.DE - Sharpe Ratio Comparison

The current 6PSE.DE Sharpe Ratio is 1.92, which is comparable to the FTGU.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of 6PSE.DE and FTGU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

6PSE.DE vs. FTGU.DE - Drawdown Comparison

The maximum 6PSE.DE drawdown since its inception was -23.70%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for 6PSE.DE and FTGU.DE.


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Drawdown Indicators


6PSE.DEFTGU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-99.98%

+76.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-3.70%

-3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

-24.38%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

Current Drawdown

Current decline from peak

-0.40%

-3.21%

+2.81%

Average Drawdown

Average peak-to-trough decline

-4.74%

-5.12%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.42%

+0.70%

Volatility

6PSE.DE vs. FTGU.DE - Volatility Comparison

The current volatility for Invesco MSCI USA UCITS ETF Dist (6PSE.DE) is 2.79%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.76%. This indicates that 6PSE.DE experiences smaller price fluctuations and is considered to be less risky 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


6PSE.DEFTGU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

3.76%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

8.22%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

12.21%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

15.48%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

132,531.53%

-132,516.17%

6PSE.DE vs. FTGU.DE - Expense Ratio Comparison

6PSE.DE has a 0.05% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.


Dividends

6PSE.DE vs. FTGU.DE - Dividend Comparison

6PSE.DE's dividend yield for the trailing twelve months is around 1.06%, while FTGU.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
1.06%1.16%1.26%1.51%1.69%
FTGU.DE
First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


6PSE.DE and FTGU.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.65% for FTGU.DE.

6PSE.DE tracks MSCI USA, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.05% for 6PSE.DE and 0.65% for FTGU.DE.

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