FTGE.DE vs. EXSH.DE
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 5 years, FTGE.DE returned 11.59%/yr vs 12.78%/yr for EXSH.DE. Their correlation of 0.83 suggests significant overlap in exposure. FTGE.DE charges 0.65%/yr vs 0.32%/yr for EXSH.DE.
Performance
FTGE.DE vs. EXSH.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with FTGE.DE having a 13.73% return and EXSH.DE slightly higher at 13.96%.
FTGE.DE
- 1D
- 0.51%
- 1M
- 0.87%
- YTD
- 13.73%
- 6M
- 16.65%
- 1Y
- 29.62%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
FTGE.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | 29.01% |
Correlation
The correlation between FTGE.DE and EXSH.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 19, 2020 | 0.83 |
The correlation between FTGE.DE and EXSH.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FTGE.DE vs. EXSH.DE — Risk / Return Rank
FTGE.DE
EXSH.DE
FTGE.DE vs. EXSH.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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.48 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 4.85 | -1.58 |
| Martin ratioReturn relative to average drawdown | 12.30 | 16.10 | -3.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FTGE.DE | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.69 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.86 | -0.21 |
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 | 0.32 | +0.56 |
Drawdowns
FTGE.DE vs. EXSH.DE - Drawdown Comparison
The maximum FTGE.DE drawdown since its inception was -26.63%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and EXSH.DE.
Loading charts...
Drawdown Indicators
| FTGE.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -70.20% | +43.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -6.65% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.12% | -14.43% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -22.98% | -3.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.34% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.87% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -22.15% | +16.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.01% | +0.49% |
Volatility
FTGE.DE vs. EXSH.DE - Volatility Comparison
First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) have volatilities of 3.83% and 3.90%, 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 charts...
Volatility by Period
| FTGE.DE | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.90% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 9.77% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 11.99% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 14.61% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 17.15% | +1.26% |
FTGE.DE vs. EXSH.DE - Expense Ratio Comparison
FTGE.DE has a 0.65% expense ratio, which is higher than EXSH.DE's 0.32% expense ratio.
Dividends
FTGE.DE vs. EXSH.DE - Dividend Comparison
FTGE.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
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% | 0.00% |
Frequently Asked Questions
FTGE.DE and EXSH.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSH.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSH.DE is cheaper with a 0.32% expense ratio, compared with 0.65% for FTGE.DE.
FTGE.DE tracks Nasdaq AlphaDEX® Eurozone, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FTGE.DE and 0.32% for EXSH.DE.
Find the right allocation for FTGE.DE and EXSH.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer