FTGE.DE vs. XB4A.DE
FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 5 years, FTGE.DE returned 12.12%/yr vs 18.18%/yr for XB4A.DE. A 0.77 correlation means they provide meaningful diversification when combined. FTGE.DE charges 0.65%/yr vs 0.25%/yr for XB4A.DE.
Performance
FTGE.DE vs. XB4A.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGE.DE achieves a 13.64% return, which is significantly lower than XB4A.DE's 24.81% 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*
- —
XB4A.DE
- 1D
- -0.62%
- 1M
- 1.14%
- 6M
- 22.10%
- YTD
- 24.81%
- 1Y
- 48.60%
- 3Y*
- 31.52%
- 5Y*
- 18.18%
- 10Y*
- 14.71%
FTGE.DE vs. XB4A.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% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 24.81% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | 32.94% |
Correlation
The correlation between FTGE.DE and XB4A.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 | 0.76 |
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 | 0.77 |
The correlation between FTGE.DE and XB4A.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
FTGE.DE vs. XB4A.DE — Risk / Return Rank
FTGE.DE
XB4A.DE
FTGE.DE vs. XB4A.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 Xtrackers ATX UCITS ETF (Acc) (XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.46 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 4.44 | -1.58 |
| Martin ratioReturn relative to average drawdown | 10.93 | 15.07 | -4.14 |
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Drawdowns
FTGE.DE vs. XB4A.DE - Drawdown Comparison
The maximum FTGE.DE drawdown since its inception was -26.63%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for FTGE.DE and XB4A.DE.
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Drawdown Indicators
| FTGE.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -53.54% | +26.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -10.88% | +1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.12% | -16.26% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -32.50% | +5.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.54% | — |
Current DrawdownCurrent decline from peak | -1.35% | -1.85% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -9.88% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.22% | -0.76% |
Volatility
FTGE.DE vs. XB4A.DE - Volatility Comparison
The current volatility for First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) is 3.84%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 5.22%. This indicates that FTGE.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 5.22% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 14.88% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 17.61% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 19.15% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 20.15% | -1.80% |
FTGE.DE vs. XB4A.DE - Expense Ratio Comparison
FTGE.DE has a 0.65% expense ratio, which is higher than XB4A.DE's 0.25% expense ratio.
Dividends
FTGE.DE vs. XB4A.DE - Dividend Comparison
Neither FTGE.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGE.DE and XB4A.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, XB4A.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XB4A.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for FTGE.DE.
FTGE.DE tracks Nasdaq AlphaDEX® Eurozone, while XB4A.DE tracks ATX Index. They also come from different issuers: First Trust and Xtrackers. Their fees differ too: 0.65% for FTGE.DE and 0.25% for XB4A.DE.
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