FTGE.DE vs. D5BL.DE
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, FTGE.DE returned 11.59%/yr vs 14.60%/yr for D5BL.DE. Their correlation of 0.87 suggests significant overlap in exposure. FTGE.DE charges 0.65%/yr vs 0.15%/yr for D5BL.DE.
Performance
FTGE.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FTGE.DE having a 13.73% return and D5BL.DE slightly higher at 13.85%.
FTGE.DE
- 1D
- 0.51%
- 1M
- 0.87%
- YTD
- 13.73%
- 6M
- 16.65%
- 1Y
- 29.62%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
FTGE.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.73% | 39.79% | 9.52% | 12.43% | -14.37% | 20.47% | 24.16% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | 21.79% |
Correlation
The correlation between FTGE.DE and D5BL.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 19, 2020 | 0.87 |
The correlation between FTGE.DE and D5BL.DE has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.
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Return for Risk
FTGE.DE vs. D5BL.DE — Risk / Return Rank
FTGE.DE
D5BL.DE
FTGE.DE vs. D5BL.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 Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.28 | -0.01 |
| Martin ratioReturn relative to average drawdown | 12.30 | 12.52 | -0.22 |
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
| FTGE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.28 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.93 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.48 | +0.40 |
Drawdowns
FTGE.DE vs. D5BL.DE - Drawdown Comparison
The maximum FTGE.DE drawdown since its inception was -26.63%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and D5BL.DE.
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Drawdown Indicators
| FTGE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -40.40% | +13.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -10.02% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -16.12% | -17.36% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -19.58% | -7.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.22% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -7.23% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.63% | -0.13% |
Volatility
FTGE.DE vs. D5BL.DE - Volatility Comparison
The current volatility for First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) is 3.83%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that FTGE.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 4.83% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 11.54% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 14.44% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 15.59% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 17.76% | +0.65% |
FTGE.DE vs. D5BL.DE - Expense Ratio Comparison
FTGE.DE has a 0.65% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
FTGE.DE vs. D5BL.DE - Dividend Comparison
Neither FTGE.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGE.DE and D5BL.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.65% for FTGE.DE.
FTGE.DE tracks Nasdaq AlphaDEX® Eurozone, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: First Trust and Xtrackers. Their fees differ too: 0.65% for FTGE.DE and 0.15% for D5BL.DE.
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