PortfoliosLab logoPortfoliosLab logo
FTGE.DE vs. AMES.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGE.DE vs. AMES.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTGE.DE vs. AMES.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FTGE.DE
First Trust Eurozone AlphaDEX UCITS ETF Acc
4.99%39.79%9.52%12.43%-14.37%20.47%24.16%
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
1.66%55.41%19.00%25.94%0.03%6.96%23.24%

Returns By Period

In the year-to-date period, FTGE.DE achieves a 4.99% return, which is significantly higher than AMES.DE's 1.66% return.


FTGE.DE

1D
2.85%
1M
-2.67%
YTD
4.99%
6M
10.34%
1Y
31.92%
3Y*
19.19%
5Y*
10.98%
10Y*

AMES.DE

1D
2.93%
1M
-1.70%
YTD
1.66%
6M
14.32%
1Y
36.37%
3Y*
28.20%
5Y*
19.57%
10Y*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTGE.DE vs. AMES.DE - Expense Ratio Comparison

FTGE.DE has a 0.65% expense ratio, which is higher than AMES.DE's 0.25% expense ratio.


Return for Risk

FTGE.DE vs. AMES.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTGE.DE
FTGE.DE Risk / Return Rank: 8787
Overall Rank
FTGE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTGE.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FTGE.DE Omega Ratio Rank: 8787
Omega Ratio Rank
FTGE.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
FTGE.DE Martin Ratio Rank: 8888
Martin Ratio Rank

AMES.DE
AMES.DE Risk / Return Rank: 8989
Overall Rank
AMES.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AMES.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
AMES.DE Omega Ratio Rank: 8989
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTGE.DE vs. AMES.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.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.


FTGE.DEAMES.DEDifference

Sharpe ratio

Return per unit of total volatility

1.89

2.01

-0.12

Sortino ratio

Return per unit of downside risk

2.39

2.52

-0.12

Omega ratio

Gain probability vs. loss probability

1.38

1.39

-0.01

Calmar ratio

Return relative to maximum drawdown

3.28

3.39

-0.11

Martin ratio

Return relative to average drawdown

11.85

12.19

-0.34

FTGE.DE vs. AMES.DE - Sharpe Ratio Comparison

The current FTGE.DE Sharpe Ratio is 1.89, which is comparable to the AMES.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of FTGE.DE and AMES.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTGE.DEAMES.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.01

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

1.24

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.46

+0.36

Correlation

The correlation between FTGE.DE and AMES.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTGE.DE vs. AMES.DE - Dividend Comparison

Neither FTGE.DE nor AMES.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTGE.DE vs. AMES.DE - Drawdown Comparison

The maximum FTGE.DE drawdown since its inception was -26.63%, smaller than the maximum AMES.DE drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and AMES.DE.


Loading graphics...

Drawdown Indicators


FTGE.DEAMES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-40.98%

+14.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-11.80%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-17.77%

-8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

Current Drawdown

Current decline from peak

-4.41%

-5.03%

+0.62%

Average Drawdown

Average peak-to-trough decline

-5.53%

-9.86%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.96%

-0.24%

Volatility

FTGE.DE vs. AMES.DE - Volatility Comparison

First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) have volatilities of 6.95% and 7.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTGE.DEAMES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

7.07%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

12.15%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

18.06%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

17.81%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

20.95%

-2.47%