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

Performance

FTGE.DE vs. EUPA.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 Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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 13.73% 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
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

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

FTGE.DE
FTGE.DE Risk / Return Rank: 6666
Overall Rank
FTGE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FTGE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
FTGE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
FTGE.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
FTGE.DE Martin Ratio Rank: 6767
Martin Ratio Rank

EUPA.DE
EUPA.DE Risk / Return Rank: 4545
Overall Rank
EUPA.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EUPA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EUPA.DE Omega Ratio Rank: 4545
Omega Ratio Rank
EUPA.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUPA.DE Martin Ratio Rank: 4646
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. 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.DEEUPA.DEDifference
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

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

The current FTGE.DE Sharpe Ratio is 2.16, which is higher than the EUPA.DE Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FTGE.DE and EUPA.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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Sharpe Ratios by Period


FTGE.DEEUPA.DEDifference

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.DEEUPA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-2.77%

+2.77%

Average Drawdown

Average peak-to-trough decline

-5.40%

-1.91%

-3.49%

Ulcer Index

Depth 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.DEEUPA.DEDifference

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.


Tickers have no history of dividend payments

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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