EXXV.DE vs. FTGE.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) are both Europe Equities funds - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone. Both are passively managed. Over the past 5 years, EXXV.DE returned 11.39%/yr vs 11.59%/yr for FTGE.DE. Their correlation of 0.88 suggests significant overlap in exposure. EXXV.DE charges 0.43%/yr vs 0.65%/yr for FTGE.DE.
Performance
EXXV.DE vs. FTGE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than FTGE.DE's 13.73% return.
EXXV.DE
- 1D
- 0.22%
- 1M
- 1.71%
- YTD
- 6.78%
- 6M
- 8.73%
- 1Y
- 16.86%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
FTGE.DE
- 1D
- 0.51%
- 1M
- 0.87%
- YTD
- 13.73%
- 6M
- 16.65%
- 1Y
- 29.62%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
EXXV.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | 22.75% |
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 EXXV.DE and FTGE.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 19, 2020 | 0.88 |
The correlation between EXXV.DE and FTGE.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
EXXV.DE vs. FTGE.DE — Risk / Return Rank
EXXV.DE
FTGE.DE
EXXV.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.
| EXXV.DE | FTGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.40 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.27 | -1.70 |
| Martin ratioReturn relative to average drawdown | 5.56 | 12.30 | -6.74 |
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
| EXXV.DE | FTGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.16 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.65 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.88 | -0.57 |
Drawdowns
EXXV.DE vs. FTGE.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, 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 EXXV.DE and FTGE.DE.
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Drawdown Indicators
| EXXV.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -26.63% | -33.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -9.38% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -16.12% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -26.63% | -2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | 0.00% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -5.40% | -9.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.50% | +0.63% |
Volatility
EXXV.DE vs. FTGE.DE - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) has a higher volatility of 5.15% compared to First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) at 3.83%. This indicates that EXXV.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
| EXXV.DE | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 3.83% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 11.63% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 14.23% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 17.58% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 18.41% | -0.33% |
EXXV.DE vs. FTGE.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.
Dividends
EXXV.DE vs. FTGE.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, while FTGE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
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
EXXV.DE and FTGE.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXXV.DE is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXXV.DE is cheaper with a 0.43% expense ratio, compared with 0.65% for FTGE.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.43% for EXXV.DE and 0.65% for FTGE.DE.
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