FTGG.DE vs. EUPE.DE
FTGG.DE (First Trust Germany AlphaDEX UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - FTGG.DE tracks the Nasdaq AlphaDEX Germany NTR Index while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, FTGG.DE returned 7.17%/yr vs 8.83%/yr for EUPE.DE. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.
Performance
FTGG.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGG.DE achieves a 4.55% return, which is significantly lower than EUPE.DE's 17.10% return. Over the past 10 years, FTGG.DE has underperformed EUPE.DE with an annualized return of 7.17%, while EUPE.DE has yielded a comparatively higher 8.83% annualized return.
FTGG.DE
- 1D
- -0.40%
- 1M
- -1.49%
- 6M
- -1.27%
- YTD
- 4.55%
- 1Y
- 14.92%
- 3Y*
- 17.21%
- 5Y*
- 5.23%
- 10Y*
- 7.17%
EUPE.DE
- 1D
- 0.14%
- 1M
- 1.49%
- 6M
- 14.09%
- YTD
- 17.10%
- 1Y
- 29.36%
- 3Y*
- 11.72%
- 5Y*
- 9.14%
- 10Y*
- 8.83%
FTGG.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTGG.DE First Trust Germany AlphaDEX UCITS ETF | 4.55% | 44.59% | 8.23% | 8.38% | -26.44% | 13.79% | 7.27% | 21.38% | -23.36% | 26.41% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 17.10% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between FTGG.DE and EUPE.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2016 | 0.72 |
Over the past year, the correlation between FTGG.DE and EUPE.DE has dropped to 0.44 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
FTGG.DE vs. EUPE.DE — Risk / Return Rank
FTGG.DE
EUPE.DE
FTGG.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.
| FTGG.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.45 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 5.75 | -4.66 |
| Martin ratioReturn relative to average drawdown | 3.31 | 16.38 | -13.06 |
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Drawdowns
FTGG.DE vs. EUPE.DE - Drawdown Comparison
The maximum FTGG.DE drawdown since its inception was -99.97%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for FTGG.DE and EUPE.DE.
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Drawdown Indicators
| FTGG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -32.64% | -67.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -5.08% | -9.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -15.63% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -38.87% | -15.63% | -23.24% |
Max Drawdown (10Y)Largest decline over 10 years | -99.97% | -32.64% | -67.33% |
Current DrawdownCurrent decline from peak | -5.93% | -1.64% | -4.29% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -4.88% | -7.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 1.79% | +3.05% |
Volatility
FTGG.DE vs. EUPE.DE - Volatility Comparison
First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) has a higher volatility of 6.06% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.63%. This indicates that FTGG.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 3.63% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 17.05% | 8.82% | +8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 11.42% | +8.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 13.19% | +5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69,376.52% | 14.57% | +69,361.95% |
FTGG.DE vs. EUPE.DE - Expense Ratio Comparison
Both FTGG.DE and EUPE.DE have an expense ratio of 0.65%.
Dividends
FTGG.DE vs. EUPE.DE - Dividend Comparison
FTGG.DE's dividend yield for the trailing twelve months is around 1.55%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTGG.DE First Trust Germany AlphaDEX UCITS ETF | 1.55% | 1.53% | 2.24% | 2.85% | 3.10% | 1.03% | 0.58% | 0.05% |
Frequently Asked Questions
FTGG.DE and EUPE.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FTGG.DE and EUPE.DE have the same expense ratio: 0.65% per year.
FTGG.DE tracks Nasdaq AlphaDEX Germany NTR Index, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: First Trust and Natixis.
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