DELG.DE vs. FTGU.DE
DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - DELG.DE tracks the Foxberry Sustainability Consensus US while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, DELG.DE returned 13.38%/yr vs 11.49%/yr for FTGU.DE. A 0.79 correlation means they provide meaningful diversification when combined. DELG.DE charges 0.12%/yr vs 0.65%/yr for FTGU.DE.
Performance
DELG.DE vs. FTGU.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DELG.DE achieves a 12.14% return, which is significantly lower than FTGU.DE's 16.48% return.
DELG.DE
- 1D
- 0.46%
- 1M
- 1.44%
- 6M
- 11.46%
- YTD
- 12.14%
- 1Y
- 23.48%
- 3Y*
- 19.85%
- 5Y*
- 13.38%
- 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*
- —
DELG.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 12.14% | 6.12% | 33.62% | 26.58% | -19.12% | 38.55% | 2.02% | 2.82% |
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% | 1.00% |
Correlation
The correlation between DELG.DE and FTGU.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2019 | 0.79 |
The correlation between DELG.DE and FTGU.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DELG.DE vs. FTGU.DE — Risk / Return Rank
DELG.DE
FTGU.DE
DELG.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.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.
| DELG.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 7.52 | -4.96 |
| Martin ratioReturn relative to average drawdown | 9.20 | 19.59 | -10.38 |
Loading charts...
Drawdowns
DELG.DE vs. FTGU.DE - Drawdown Comparison
The maximum DELG.DE drawdown since its inception was -34.86%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for DELG.DE and FTGU.DE.
Loading charts...
Drawdown Indicators
| DELG.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.86% | -99.98% | +65.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -3.70% | -5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -24.37% | -24.38% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.37% | -24.38% | +0.01% |
Current DrawdownCurrent decline from peak | 0.00% | -3.21% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -5.12% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.42% | +1.13% |
Volatility
DELG.DE vs. FTGU.DE - Volatility Comparison
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) have volatilities of 3.60% 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.
Loading charts...
Volatility by Period
| DELG.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 3.76% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 8.22% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 12.21% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 15.48% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.06% | 132,531.53% | -132,511.47% |
DELG.DE vs. FTGU.DE - Expense Ratio Comparison
DELG.DE has a 0.12% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
DELG.DE vs. FTGU.DE - Dividend Comparison
Neither DELG.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
DELG.DE and FTGU.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.65% for FTGU.DE.
DELG.DE tracks Foxberry Sustainability Consensus US, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: Legal & General and First Trust. Their fees differ too: 0.12% for DELG.DE and 0.65% for FTGU.DE.
Find the right allocation for DELG.DE and FTGU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer