FTGE.DE vs. EUPA.DE
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, FTGE.DE returned 22.56%/yr vs 17.95%/yr for EUPA.DE. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.
Performance
FTGE.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGE.DE achieves a 13.73% return, which is significantly higher than EUPA.DE's 8.36% return.
FTGE.DE
- 1D
- 0.51%
- 1M
- 0.87%
- YTD
- 13.73%
- 6M
- 16.65%
- 1Y
- 29.62%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
EUPA.DE
- 1D
- 0.63%
- 1M
- -0.88%
- YTD
- 8.36%
- 6M
- 9.89%
- 1Y
- 17.44%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
FTGE.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.73% | 39.79% | 9.52% | 2.13% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between FTGE.DE and EUPA.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.61 |
The correlation between FTGE.DE and EUPA.DE has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.
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Return for Risk
FTGE.DE vs. EUPA.DE — Risk / Return Rank
FTGE.DE
EUPA.DE
FTGE.DE vs. EUPA.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 Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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 | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.28 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.02 | +1.26 |
| Martin ratioReturn relative to average drawdown | 12.30 | 7.49 | +4.81 |
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 | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 1.57 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 1.30 | -0.42 |
Drawdowns
FTGE.DE vs. EUPA.DE - Drawdown Comparison
The maximum FTGE.DE drawdown since its inception was -26.63%, which is greater than EUPA.DE's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and EUPA.DE.
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Drawdown Indicators
| FTGE.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -10.28% | -16.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -8.44% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -16.12% | -10.28% | -5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.77% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -1.91% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.28% | +0.22% |
Volatility
FTGE.DE vs. EUPA.DE - Volatility Comparison
First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) has a higher volatility of 3.83% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that FTGE.DE's price experiences larger fluctuations and is considered to be riskier than EUPA.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 | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.63% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 9.03% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 10.84% | +3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 12.40% | +5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 12.40% | +6.01% |
FTGE.DE vs. EUPA.DE - Expense Ratio Comparison
Both FTGE.DE and EUPA.DE have an expense ratio of 0.65%.
Dividends
FTGE.DE vs. EUPA.DE - Dividend Comparison
Neither FTGE.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGE.DE and EUPA.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FTGE.DE and EUPA.DE have the same expense ratio: 0.65% per year.
FTGE.DE tracks Nasdaq AlphaDEX® Eurozone, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: First Trust and Franklin Templeton.
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