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DELG.DE vs. FTGU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DELG.DE vs. FTGU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DELG.DE vs. FTGU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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.

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Return for Risk

DELG.DE vs. FTGU.DE — Risk / Return Rank

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

DELG.DE
DELG.DE Risk / Return Rank: 6464
Overall Rank
DELG.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DELG.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
DELG.DE Omega Ratio Rank: 6464
Omega Ratio Rank
DELG.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
DELG.DE Martin Ratio Rank: 6464
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.

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.DEFTGU.DEDifference
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

DELG.DE vs. FTGU.DE - Sharpe Ratio Comparison

The current DELG.DE Sharpe Ratio is 1.73, which is comparable to the FTGU.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of DELG.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

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.


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Drawdown Indicators


DELG.DEFTGU.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-3.21%

+3.21%

Average Drawdown

Average peak-to-trough decline

-6.10%

-5.12%

-0.98%

Ulcer Index

Depth 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.


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Volatility by Period


DELG.DEFTGU.DEDifference

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.


Tickers have no history of dividend payments

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.

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