EEUX.DE vs. FTGE.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) are both Europe Equities funds - EEUX.DE tracks the MSCI Europe ESG Filtered Min TE while FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone. Both are passively managed. Over the past 5 years, EEUX.DE returned 9.50%/yr vs 11.74%/yr for FTGE.DE. Their correlation of 0.87 suggests significant overlap in exposure. EEUX.DE charges 0.15%/yr vs 0.65%/yr for FTGE.DE.
Performance
EEUX.DE vs. FTGE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EEUX.DE achieves a 10.26% return, which is significantly lower than FTGE.DE's 12.96% return.
EEUX.DE
- 1D
- 0.79%
- 1M
- 2.72%
- YTD
- 10.26%
- 6M
- 10.98%
- 1Y
- 21.84%
- 3Y*
- 15.05%
- 5Y*
- 9.50%
- 10Y*
- 10.13%
FTGE.DE
- 1D
- 0.00%
- 1M
- -0.29%
- YTD
- 12.96%
- 6M
- 13.77%
- 1Y
- 31.10%
- 3Y*
- 22.44%
- 5Y*
- 11.74%
- 10Y*
- —
EEUX.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 10.26% | 19.25% | 8.83% | 15.73% | -11.68% | 24.98% | 22.48% |
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 12.96% | 39.79% | 9.52% | 12.43% | -14.37% | 20.47% | 26.65% |
Correlation
The correlation between EEUX.DE and FTGE.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 18, 2020 | 0.87 |
The correlation between EEUX.DE and FTGE.DE has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
EEUX.DE vs. FTGE.DE — Risk / Return Rank
EEUX.DE
FTGE.DE
EEUX.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.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.
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.
| EEUX.DE | FTGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.33 | -1.10 |
| Martin ratioReturn relative to average drawdown | 8.51 | 12.80 | -4.30 |
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Drawdowns
EEUX.DE vs. FTGE.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, 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 EEUX.DE and FTGE.DE.
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Drawdown Indicators
| EEUX.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -26.63% | -69.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -9.38% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -16.12% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -26.63% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | — | — |
Current DrawdownCurrent decline from peak | -88.58% | -1.61% | -86.97% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -5.37% | -49.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.44% | +0.12% |
Volatility
EEUX.DE vs. FTGE.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) is 2.98%, while First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) has a volatility of 3.30%. This indicates that EEUX.DE experiences smaller price fluctuations and is considered to be less risky 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
| EEUX.DE | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 3.30% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 11.94% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 14.30% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 17.54% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 18.38% | +696.46% |
EEUX.DE vs. FTGE.DE - Expense Ratio Comparison
EEUX.DE has a 0.15% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.
Dividends
EEUX.DE vs. FTGE.DE - Dividend Comparison
Neither EEUX.DE nor FTGE.DE has paid dividends to shareholders.
Frequently Asked Questions
EEUX.DE and FTGE.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEUX.DE is cheaper with a 0.15% expense ratio, compared with 0.65% for FTGE.DE.
EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. They also come from different issuers: BNP Paribas and First Trust. Their fees differ too: 0.15% for EEUX.DE and 0.65% for FTGE.DE.
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