FTGE.DE vs. EXXX.DE
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) and EXXX.DE (iShares ATX UCITS ETF (DE)) are both Europe Equities funds - FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone while EXXX.DE tracks the ATX Index. Both are passively managed. Over the past 5 years, FTGE.DE returned 12.12%/yr vs 17.90%/yr for EXXX.DE. A 0.78 correlation means they provide meaningful diversification when combined. FTGE.DE charges 0.65%/yr vs 0.32%/yr for EXXX.DE.
Performance
FTGE.DE vs. EXXX.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FTGE.DE achieves a 13.64% return, which is significantly lower than EXXX.DE's 24.87% 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*
- —
EXXX.DE
- 1D
- -0.33%
- 1M
- 1.29%
- 6M
- 22.20%
- YTD
- 24.87%
- 1Y
- 48.74%
- 3Y*
- 31.23%
- 5Y*
- 17.90%
- 10Y*
- 14.37%
FTGE.DE vs. EXXX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.64% | 39.79% | 9.52% | 12.43% | -14.37% | 20.47% | 26.65% |
EXXX.DE iShares ATX UCITS ETF (DE) | 24.87% | 51.31% | 10.39% | 13.71% | -16.43% | 42.16% | 32.60% |
Correlation
The correlation between FTGE.DE and EXXX.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 18, 2020 | 0.78 |
The correlation between FTGE.DE and EXXX.DE has been stable across timeframes, ranging from 0.77 to 0.81 - 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. EXXX.DE — Risk / Return Rank
FTGE.DE
EXXX.DE
FTGE.DE vs. EXXX.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 ATX UCITS ETF (DE) (EXXX.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.DE | EXXX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.47 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 4.53 | -1.66 |
| Martin ratioReturn relative to average drawdown | 10.93 | 15.24 | -4.31 |
Loading charts...
Drawdowns
FTGE.DE vs. EXXX.DE - Drawdown Comparison
The maximum FTGE.DE drawdown since its inception was -26.63%, smaller than the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and EXXX.DE.
Loading charts...
Drawdown Indicators
| FTGE.DE | EXXX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -71.43% | +44.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -10.71% | +1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.12% | -16.11% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -32.69% | +6.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.90% | — |
Current DrawdownCurrent decline from peak | -1.35% | -1.64% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -28.46% | +23.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.19% | -0.73% |
Volatility
FTGE.DE vs. EXXX.DE - Volatility Comparison
The current volatility for First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) is 3.84%, while iShares ATX UCITS ETF (DE) (EXXX.DE) has a volatility of 5.00%. This indicates that FTGE.DE experiences smaller price fluctuations and is considered to be less risky than EXXX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FTGE.DE | EXXX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 5.00% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 14.65% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 17.46% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 19.14% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 19.93% | -1.58% |
FTGE.DE vs. EXXX.DE - Expense Ratio Comparison
FTGE.DE has a 0.65% expense ratio, which is higher than EXXX.DE's 0.32% expense ratio.
Dividends
FTGE.DE vs. EXXX.DE - Dividend Comparison
FTGE.DE has not paid dividends to shareholders, while EXXX.DE's dividend yield for the trailing twelve months is around 2.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXX.DE iShares ATX UCITS ETF (DE) | 2.95% | 2.53% | 4.30% | 3.53% | 3.61% | 1.04% | 1.18% | 1.73% | 0.48% | 0.65% | 1.08% | 1.65% |
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 EXXX.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXXX.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXXX.DE is cheaper with a 0.32% expense ratio, compared with 0.65% for FTGE.DE.
FTGE.DE tracks Nasdaq AlphaDEX® Eurozone, while EXXX.DE tracks ATX Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FTGE.DE and 0.32% for EXXX.DE.
Find the right allocation for FTGE.DE and EXXX.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