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FTGE.DE vs. ELFA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGE.DE vs. ELFA.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 Deka EURO STOXX 50 (thesaurierend) UCITS ETF (ELFA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTGE.DE achieves a 13.64% return, which is significantly higher than ELFA.DE's 8.04% return.


FTGE.DE

1D
0.00%
1M
-0.93%
6M
9.53%
YTD
13.64%
1Y
26.77%
3Y*
21.06%
5Y*
12.12%
10Y*

ELFA.DE

1D
0.16%
1M
0.53%
6M
5.32%
YTD
8.04%
1Y
18.99%
3Y*
15.29%
5Y*
12.71%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
FTGE.DE
First Trust Eurozone AlphaDEX UCITS ETF Acc
13.64%39.79%9.52%12.43%-14.37%20.47%26.65%
ELFA.DE
Deka EURO STOXX 50 (thesaurierend) UCITS ETF
8.04%22.03%13.92%23.28%-10.58%27.40%29.05%

Correlation

The correlation between FTGE.DE and ELFA.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since May 18, 2020

0.83

The correlation between FTGE.DE and ELFA.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

FTGE.DE vs. ELFA.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: 7171
Overall Rank
FTGE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FTGE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
FTGE.DE Omega Ratio Rank: 7171
Omega Ratio Rank
FTGE.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
FTGE.DE Martin Ratio Rank: 7474
Martin Ratio Rank

ELFA.DE
ELFA.DE Risk / Return Rank: 3838
Overall Rank
ELFA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ELFA.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ELFA.DE Omega Ratio Rank: 3636
Omega Ratio Rank
ELFA.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
ELFA.DE Martin Ratio Rank: 4040
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. ELFA.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 Deka EURO STOXX 50 (thesaurierend) UCITS ETF (ELFA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTGE.DEELFA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratioReturn relative to maximum drawdown

2.87

1.54

+1.33

Martin ratioReturn relative to average drawdown

10.93

5.14

+5.79

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

The current FTGE.DE Sharpe Ratio is 1.85, which is higher than the ELFA.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FTGE.DE and ELFA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTGE.DE vs. ELFA.DE - Drawdown Comparison

The maximum FTGE.DE drawdown since its inception was -26.63%, smaller than the maximum ELFA.DE drawdown of -38.14%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and ELFA.DE.


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Drawdown Indicators


FTGE.DEELFA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-38.14%

+11.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-12.29%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-16.12%

-16.35%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-23.33%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-38.14%

Current Drawdown

Current decline from peak

-1.35%

-1.69%

+0.34%

Average Drawdown

Average peak-to-trough decline

-5.33%

-6.53%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.69%

-1.23%

Volatility

FTGE.DE vs. ELFA.DE - Volatility Comparison

First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) and Deka EURO STOXX 50 (thesaurierend) UCITS ETF (ELFA.DE) have volatilities of 3.84% and 3.99%, 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.


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Volatility by Period


FTGE.DEELFA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

3.99%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

14.35%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

17.03%

-2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

17.89%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

18.05%

+0.30%

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

FTGE.DE has a 0.65% expense ratio, which is higher than ELFA.DE's 0.15% expense ratio.


Dividends

FTGE.DE vs. ELFA.DE - Dividend Comparison

FTGE.DE has not paid dividends to shareholders, while ELFA.DE's dividend yield for the trailing twelve months is around 2.35%.


PositionTTM2025202420232022202120202019201820172016
ELFA.DE
Deka EURO STOXX 50 (thesaurierend) UCITS ETF
2.35%2.29%2.65%3.30%1.48%2.07%0.00%0.00%0.73%0.81%0.59%
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%

Frequently Asked Questions


FTGE.DE and ELFA.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ELFA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ELFA.DE is cheaper with a 0.15% expense ratio, compared with 0.65% for FTGE.DE.

FTGE.DE tracks Nasdaq AlphaDEX® Eurozone, while ELFA.DE tracks EURO STOXX® 50. They also come from different issuers: First Trust and Deka. Their fees differ too: 0.65% for FTGE.DE and 0.15% for ELFA.DE.

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