FGM vs. EXS1.DE
Compare and contrast key facts about First Trust Germany AlphaDEX Fund (FGM) and iShares Core DAX UCITS ETF (DE) (EXS1.DE).
FGM and EXS1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FGM is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Germany Index. It was launched on Feb 14, 2012. EXS1.DE is a passively managed fund by iShares that tracks the performance of the DAX®. It was launched on Dec 27, 2000. Both FGM and EXS1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FGM or EXS1.DE.
Correlation
The correlation between FGM and EXS1.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FGM vs. EXS1.DE - Performance Comparison
Key characteristics
FGM:
0.88
EXS1.DE:
1.54
FGM:
1.36
EXS1.DE:
2.17
FGM:
1.16
EXS1.DE:
1.26
FGM:
0.50
EXS1.DE:
2.74
FGM:
3.67
EXS1.DE:
9.51
FGM:
4.72%
EXS1.DE:
2.38%
FGM:
19.87%
EXS1.DE:
14.73%
FGM:
-51.58%
EXS1.DE:
-60.30%
FGM:
-13.79%
EXS1.DE:
-4.29%
Returns By Period
In the year-to-date period, FGM achieves a 20.54% return, which is significantly higher than EXS1.DE's 12.42% return. Over the past 10 years, FGM has underperformed EXS1.DE with an annualized return of 4.05%, while EXS1.DE has yielded a comparatively higher 5.95% annualized return.
FGM
20.54%
2.82%
18.45%
19.31%
12.13%
4.05%
EXS1.DE
12.42%
-3.38%
16.66%
21.69%
17.76%
5.95%
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FGM vs. EXS1.DE - Expense Ratio Comparison
FGM has a 0.80% expense ratio, which is higher than EXS1.DE's 0.16% expense ratio.
Risk-Adjusted Performance
FGM vs. EXS1.DE — Risk-Adjusted Performance Rank
FGM
EXS1.DE
FGM vs. EXS1.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Germany AlphaDEX Fund (FGM) and iShares Core DAX UCITS ETF (DE) (EXS1.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.
Dividends
FGM vs. EXS1.DE - Dividend Comparison
FGM's dividend yield for the trailing twelve months is around 1.80%, while EXS1.DE has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGM First Trust Germany AlphaDEX Fund | 1.80% | 2.56% | 2.82% | 5.44% | 1.43% | 1.33% | 2.30% | 2.18% | 2.11% | 1.33% | 1.13% | 1.92% |
EXS1.DE iShares Core DAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.48% | 0.73% | 0.66% | 0.60% |
Drawdowns
FGM vs. EXS1.DE - Drawdown Comparison
The maximum FGM drawdown since its inception was -51.58%, smaller than the maximum EXS1.DE drawdown of -60.30%. Use the drawdown chart below to compare losses from any high point for FGM and EXS1.DE. For additional features, visit the drawdowns tool.
Volatility
FGM vs. EXS1.DE - Volatility Comparison
First Trust Germany AlphaDEX Fund (FGM) has a higher volatility of 9.56% compared to iShares Core DAX UCITS ETF (DE) (EXS1.DE) at 7.25%. This indicates that FGM's price experiences larger fluctuations and is considered to be riskier than EXS1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.