FTGE.DE vs. FTGQ.DE
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) and FTGQ.DE (First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation) are both exchange-traded funds - FTGE.DE is a Europe Equities fund tracking the Nasdaq AlphaDEX® Eurozone, while FTGQ.DE is a Nasdaq-100 fund actively managed by First Trust. FTGE.DE is passively managed, while FTGQ.DE is actively managed. Over the past year, FTGE.DE returned 29.62% vs 16.10% for FTGQ.DE. At a 0.25 correlation, their price movements are largely independent. FTGE.DE charges 0.65%/yr vs 0.90%/yr for FTGQ.DE.
Performance
FTGE.DE vs. FTGQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FTGE.DE achieves a 13.73% return, which is significantly higher than FTGQ.DE's 7.60% 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*
- —
FTGQ.DE
- 1D
- -0.17%
- 1M
- 2.82%
- YTD
- 7.60%
- 6M
- 7.43%
- 1Y
- 16.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTGE.DE vs. FTGQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.73% | 39.79% | 0.96% |
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 7.60% | 1.05% | -3.86% |
Correlation
The correlation between FTGE.DE and FTGQ.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.25 |
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. FTGQ.DE — Risk / Return Rank
FTGE.DE
FTGQ.DE
FTGE.DE vs. FTGQ.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 First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.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 | FTGQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 4.23 | -0.96 |
| Martin ratioReturn relative to average drawdown | 12.30 | 11.47 | +0.83 |
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 | FTGQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 1.86 | +0.30 |
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 | 0.25 | +0.63 |
Drawdowns
FTGE.DE vs. FTGQ.DE - Drawdown Comparison
The maximum FTGE.DE drawdown since its inception was -26.63%, which is greater than FTGQ.DE's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and FTGQ.DE.
Loading charts...
Drawdown Indicators
| FTGE.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -19.13% | -7.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -3.80% | -5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -16.12% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -5.88% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.41% | +1.09% |
Volatility
FTGE.DE vs. FTGQ.DE - Volatility Comparison
First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) has a higher volatility of 3.83% compared to First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) at 1.30%. This indicates that FTGE.DE's price experiences larger fluctuations and is considered to be riskier than FTGQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FTGE.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 1.30% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 5.09% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 8.64% | +5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 12.69% | +4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 12.69% | +5.72% |
FTGE.DE vs. FTGQ.DE - Expense Ratio Comparison
FTGE.DE has a 0.65% expense ratio, which is lower than FTGQ.DE's 0.90% expense ratio.
Dividends
FTGE.DE vs. FTGQ.DE - Dividend Comparison
Neither FTGE.DE nor FTGQ.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGE.DE and FTGQ.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTGE.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTGE.DE is cheaper with a 0.65% expense ratio, compared with 0.90% for FTGQ.DE.
FTGE.DE is categorized as Europe Equities, while FTGQ.DE is Nasdaq-100. Their fees differ too: 0.65% for FTGE.DE and 0.90% for FTGQ.DE.
Find the right allocation for FTGE.DE and FTGQ.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