DX2G.DE vs. FTGE.DE
DX2G.DE (Xtrackers CAC 40 UCITS ETF) and FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) are both Europe Equities funds - DX2G.DE tracks the CAC 40® while FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone. Both are passively managed. Over the past 5 years, DX2G.DE returned 7.91%/yr vs 11.59%/yr for FTGE.DE. Their correlation of 0.84 suggests significant overlap in exposure. DX2G.DE charges 0.20%/yr vs 0.65%/yr for FTGE.DE.
Performance
DX2G.DE vs. FTGE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2G.DE achieves a 3.56% return, which is significantly lower than FTGE.DE's 13.73% return.
DX2G.DE
- 1D
- 1.24%
- 1M
- 0.29%
- YTD
- 3.56%
- 6M
- 3.99%
- 1Y
- 9.17%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
FTGE.DE
- 1D
- 0.51%
- 1M
- 0.87%
- YTD
- 13.73%
- 6M
- 16.65%
- 1Y
- 29.62%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
DX2G.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | 25.97% |
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.73% | 39.79% | 9.52% | 12.43% | -14.37% | 20.47% | 24.16% |
Correlation
The correlation between DX2G.DE and FTGE.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 | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 19, 2020 | 0.84 |
The correlation between DX2G.DE and FTGE.DE has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.
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Return for Risk
DX2G.DE vs. FTGE.DE — Risk / Return Rank
DX2G.DE
FTGE.DE
DX2G.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CAC 40 UCITS ETF (DX2G.DE) and First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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.
| DX2G.DE | FTGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.40 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 3.27 | -2.45 |
| Martin ratioReturn relative to average drawdown | 2.51 | 12.30 | -9.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DX2G.DE | FTGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.16 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.65 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.88 | -0.40 |
Drawdowns
DX2G.DE vs. FTGE.DE - Drawdown Comparison
The maximum DX2G.DE drawdown since its inception was -38.70%, which is greater than FTGE.DE's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for DX2G.DE and FTGE.DE.
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Drawdown Indicators
| DX2G.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -26.63% | -12.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -9.38% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -16.12% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -26.63% | +5.74% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | — | — |
Current DrawdownCurrent decline from peak | -2.30% | 0.00% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -5.40% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.50% | +1.06% |
Volatility
DX2G.DE vs. FTGE.DE - Volatility Comparison
Xtrackers CAC 40 UCITS ETF (DX2G.DE) has a higher volatility of 4.71% compared to First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) at 3.83%. This indicates that DX2G.DE's price experiences larger fluctuations and is considered to be riskier than FTGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2G.DE | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.83% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 11.63% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 14.23% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 17.58% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 18.41% | -0.46% |
DX2G.DE vs. FTGE.DE - Expense Ratio Comparison
DX2G.DE has a 0.20% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.
Dividends
DX2G.DE vs. FTGE.DE - Dividend Comparison
DX2G.DE's dividend yield for the trailing twelve months is around 2.97%, while FTGE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DX2G.DE and FTGE.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, DX2G.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2G.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for FTGE.DE.
DX2G.DE tracks CAC 40®, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.20% for DX2G.DE and 0.65% for FTGE.DE.
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