FTGE.DE vs. FTGS.DE
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) and FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) are both exchange-traded funds - FTGE.DE is a Europe Equities fund tracking the Nasdaq AlphaDEX® Eurozone, while FTGS.DE is a Global Equities fund tracking the First Trust Global Capital Strength ESG Leaders. Both are passively managed. Over the past 3 years, FTGE.DE returned 22.56%/yr vs 6.17%/yr for FTGS.DE. A 0.50 correlation means they provide meaningful diversification when combined. FTGE.DE charges 0.65%/yr vs 0.75%/yr for FTGS.DE.
Performance
FTGE.DE vs. FTGS.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 FTGS.DE's -0.93% 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*
- —
FTGS.DE
- 1D
- 0.70%
- 1M
- 0.96%
- YTD
- -0.93%
- 6M
- -0.18%
- 1Y
- -2.44%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
FTGE.DE vs. FTGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.73% | 39.79% | 9.52% | 12.43% | -9.25% |
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | -0.93% | -0.97% | 16.36% | 8.51% | -0.83% |
Correlation
The correlation between FTGE.DE and FTGS.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.50 |
The correlation between FTGE.DE and FTGS.DE shifts across timeframes, from 0.37 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTGE.DE vs. FTGS.DE — Risk / Return Rank
FTGE.DE
FTGS.DE
FTGE.DE vs. FTGS.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 Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.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 | FTGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +3.31 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.96 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | -0.43 | +3.70 |
| Martin ratioReturn relative to average drawdown | 12.30 | -0.88 | +13.18 |
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 | FTGS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | -0.31 | +2.47 |
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 | 0.42 | +0.46 |
Drawdowns
FTGE.DE vs. FTGS.DE - Drawdown Comparison
The maximum FTGE.DE drawdown since its inception was -26.63%, which is greater than FTGS.DE's maximum drawdown of -13.82%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and FTGS.DE.
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Drawdown Indicators
| FTGE.DE | FTGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -13.82% | -12.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -6.47% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.12% | -13.82% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.39% | +6.39% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.30% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.18% | -0.68% |
Volatility
FTGE.DE vs. FTGS.DE - Volatility Comparison
First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) has a higher volatility of 3.83% compared to First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) at 3.10%. This indicates that FTGE.DE's price experiences larger fluctuations and is considered to be riskier than FTGS.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 | FTGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.10% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 6.73% | +4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 9.07% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 11.69% | +5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 11.69% | +6.72% |
FTGE.DE vs. FTGS.DE - Expense Ratio Comparison
FTGE.DE has a 0.65% expense ratio, which is lower than FTGS.DE's 0.75% expense ratio.
Dividends
FTGE.DE vs. FTGS.DE - Dividend Comparison
Neither FTGE.DE nor FTGS.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGE.DE and FTGS.DE have a correlation of 0.37, 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 0.75% for FTGS.DE.
FTGE.DE is categorized as Europe Equities, while FTGS.DE is Global Equities. FTGE.DE tracks Nasdaq AlphaDEX® Eurozone, while FTGS.DE tracks First Trust Global Capital Strength ESG Leaders. Their fees differ too: 0.65% for FTGE.DE and 0.75% for FTGS.DE.
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