ACU2.DE vs. FTGU.DE
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - ACU2.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, ACU2.DE returned 11.68%/yr vs 11.58%/yr for FTGU.DE. Their correlation of 0.89 suggests significant overlap in exposure. ACU2.DE charges 0.35%/yr vs 0.65%/yr for FTGU.DE.
Performance
ACU2.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ACU2.DE achieves a 13.97% return, which is significantly lower than FTGU.DE's 16.92% return.
ACU2.DE
- 1D
- 0.09%
- 1M
- -0.04%
- 6M
- 10.87%
- YTD
- 13.97%
- 1Y
- 27.37%
- 3Y*
- 16.66%
- 5Y*
- 11.68%
- 10Y*
- —
FTGU.DE
- 1D
- 0.14%
- 1M
- -0.47%
- 6M
- 11.61%
- YTD
- 16.92%
- 1Y
- 28.40%
- 3Y*
- 16.95%
- 5Y*
- 11.58%
- 10Y*
- —
ACU2.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR | 13.97% | 1.61% | 26.66% | 22.75% | -15.77% | 38.66% | 9.40% | 34.49% | -1.28% | 3.68% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.92% | 2.82% | 23.34% | 10.92% | -7.47% | 38.46% | 2.87% | 29.47% | -6.78% | 4.74% |
Correlation
The correlation between ACU2.DE and FTGU.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2017 | 0.89 |
The correlation between ACU2.DE and FTGU.DE shifts across timeframes, from 0.79 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ACU2.DE vs. FTGU.DE — Risk / Return Rank
ACU2.DE
FTGU.DE
ACU2.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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.
| ACU2.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.42 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 7.64 | -4.91 |
| Martin ratioReturn relative to average drawdown | 9.43 | 19.97 | -10.54 |
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Drawdowns
ACU2.DE vs. FTGU.DE - Drawdown Comparison
The maximum ACU2.DE drawdown since its inception was -34.31%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and FTGU.DE.
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Drawdown Indicators
| ACU2.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -99.98% | +65.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -3.70% | -6.25% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -24.38% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -23.98% | -24.38% | +0.40% |
Current DrawdownCurrent decline from peak | -2.29% | -2.85% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -5.12% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.42% | +1.48% |
Volatility
ACU2.DE vs. FTGU.DE - Volatility Comparison
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) have volatilities of 3.74% and 3.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACU2.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 3.76% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 8.21% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 12.21% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 15.48% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 132,531.53% | -132,514.63% |
ACU2.DE vs. FTGU.DE - Expense Ratio Comparison
ACU2.DE has a 0.35% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
ACU2.DE vs. FTGU.DE - Dividend Comparison
Neither ACU2.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
ACU2.DE and FTGU.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ACU2.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ACU2.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for FTGU.DE.
ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: Amundi and First Trust. Their fees differ too: 0.35% for ACU2.DE and 0.65% for FTGU.DE.
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