EXSC.DE vs. FTGE.DE
EXSC.DE (iShares STOXX Europe Large 200 UCITS ETF (DE)) and FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) are both Europe Equities funds - EXSC.DE tracks the STOXX® Europe Large 200 while FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone. Both are passively managed. Over the past 5 years, EXSC.DE returned 10.86%/yr vs 11.59%/yr for FTGE.DE. Their correlation of 0.84 suggests significant overlap in exposure. EXSC.DE charges 0.21%/yr vs 0.65%/yr for FTGE.DE.
Performance
EXSC.DE vs. FTGE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSC.DE achieves a 7.19% return, which is significantly lower than FTGE.DE's 13.73% return.
EXSC.DE
- 1D
- 0.55%
- 1M
- 0.86%
- YTD
- 7.19%
- 6M
- 9.27%
- 1Y
- 15.99%
- 3Y*
- 14.12%
- 5Y*
- 10.86%
- 10Y*
- 9.50%
FTGE.DE
- 1D
- 0.51%
- 1M
- 0.87%
- YTD
- 13.73%
- 6M
- 16.65%
- 1Y
- 29.62%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
EXSC.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE) | 7.19% | 21.17% | 8.82% | 16.23% | -7.45% | 26.19% | 16.45% |
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 EXSC.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 | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 19, 2020 | 0.84 |
The correlation between EXSC.DE and FTGE.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
EXSC.DE vs. FTGE.DE — Risk / Return Rank
EXSC.DE
FTGE.DE
EXSC.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.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.
| EXSC.DE | FTGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.27 | -1.52 |
| Martin ratioReturn relative to average drawdown | 6.50 | 12.30 | -5.80 |
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
| EXSC.DE | FTGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.16 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.65 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.88 | -0.44 |
Drawdowns
EXSC.DE vs. FTGE.DE - Drawdown Comparison
The maximum EXSC.DE drawdown since its inception was -58.17%, 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 EXSC.DE and FTGE.DE.
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Drawdown Indicators
| EXSC.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.17% | -26.63% | -31.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -9.38% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.96% | -16.12% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.59% | -26.63% | +9.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | — | — |
Current DrawdownCurrent decline from peak | -1.70% | 0.00% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -9.60% | -5.40% | -4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.50% | +0.02% |
Volatility
EXSC.DE vs. FTGE.DE - Volatility Comparison
iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) has a higher volatility of 4.09% compared to First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) at 3.83%. This indicates that EXSC.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
| EXSC.DE | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 3.83% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 11.63% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 14.23% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 17.58% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 18.41% | -2.87% |
EXSC.DE vs. FTGE.DE - Expense Ratio Comparison
EXSC.DE has a 0.21% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.
Dividends
EXSC.DE vs. FTGE.DE - Dividend Comparison
EXSC.DE's dividend yield for the trailing twelve months is around 2.30%, while FTGE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE) | 2.30% | 2.44% | 2.76% | 2.71% | 2.76% | 2.54% | 1.95% | 2.90% | 3.13% | 4.57% | 3.62% | 3.26% |
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
EXSC.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, EXSC.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSC.DE is cheaper with a 0.21% expense ratio, compared with 0.65% for FTGE.DE.
EXSC.DE tracks STOXX® Europe Large 200, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.21% for EXSC.DE and 0.65% for FTGE.DE.
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