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

Performance

FTGE.DE vs. QDVX.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 iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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 12.96% return, which is significantly higher than QDVX.DE's 9.85% return.


FTGE.DE

1D
0.00%
1M
-0.29%
YTD
12.96%
6M
13.77%
1Y
31.10%
3Y*
22.44%
5Y*
11.74%
10Y*

QDVX.DE

1D
0.71%
1M
3.98%
YTD
9.85%
6M
10.52%
1Y
16.54%
3Y*
13.68%
5Y*
11.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
FTGE.DE
First Trust Eurozone AlphaDEX UCITS ETF Acc
12.96%39.79%9.52%12.43%-14.37%20.47%26.65%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
9.85%11.29%10.80%15.21%0.82%18.84%22.86%

Correlation

The correlation between FTGE.DE and QDVX.DE is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since May 18, 2020

0.76

The correlation between FTGE.DE and QDVX.DE shifts across timeframes, from 0.66 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FTGE.DE vs. QDVX.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: 7777
Overall Rank
FTGE.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FTGE.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
FTGE.DE Omega Ratio Rank: 7878
Omega Ratio Rank
FTGE.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTGE.DE Martin Ratio Rank: 7777
Martin Ratio Rank

QDVX.DE
QDVX.DE Risk / Return Rank: 4747
Overall Rank
QDVX.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 4949
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 4545
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. QDVX.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 MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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.DEQDVX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.40

1.28

+0.13

Calmar ratioReturn relative to maximum drawdown

3.33

2.00

+1.33

Martin ratioReturn relative to average drawdown

12.80

6.67

+6.14

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

The current FTGE.DE Sharpe Ratio is 2.19, which is higher than the QDVX.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of FTGE.DE and QDVX.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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Drawdowns

FTGE.DE vs. QDVX.DE - Drawdown Comparison

The maximum FTGE.DE drawdown since its inception was -26.63%, smaller than the maximum QDVX.DE drawdown of -38.42%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and QDVX.DE.


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Drawdown Indicators


FTGE.DEQDVX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-38.42%

+11.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-8.23%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.12%

-14.02%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-14.62%

-12.01%

Current Drawdown

Current decline from peak

-1.61%

0.00%

-1.61%

Average Drawdown

Average peak-to-trough decline

-5.37%

-4.67%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.48%

-0.04%

Volatility

FTGE.DE vs. QDVX.DE - Volatility Comparison

First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) has a higher volatility of 3.30% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) at 2.50%. This indicates that FTGE.DE's price experiences larger fluctuations and is considered to be riskier than QDVX.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.DEQDVX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

2.50%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

8.71%

+3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

11.18%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

12.87%

+4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

15.30%

+3.08%

FTGE.DE vs. QDVX.DE - Expense Ratio Comparison

FTGE.DE has a 0.65% expense ratio, which is higher than QDVX.DE's 0.28% expense ratio.


Dividends

FTGE.DE vs. QDVX.DE - Dividend Comparison

FTGE.DE has not paid dividends to shareholders, while QDVX.DE's dividend yield for the trailing twelve months is around 3.06%.


PositionTTM202520242023202220212020201920182017
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%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.06%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.20%0.74%

Frequently Asked Questions


FTGE.DE and QDVX.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVX.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVX.DE is cheaper with a 0.28% expense ratio, compared with 0.65% for FTGE.DE.

FTGE.DE tracks Nasdaq AlphaDEX® Eurozone, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FTGE.DE and 0.28% for QDVX.DE.

Portfolio Optimizer

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