FTGG.DE vs. EXXX.DE
FTGG.DE (First Trust Germany AlphaDEX UCITS ETF) and EXXX.DE (iShares ATX UCITS ETF (DE)) are both Europe Equities funds - FTGG.DE tracks the Nasdaq AlphaDEX Germany NTR Index while EXXX.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, FTGG.DE returned 7.17%/yr vs 14.37%/yr for EXXX.DE. A 0.70 correlation means they provide meaningful diversification when combined. FTGG.DE charges 0.65%/yr vs 0.32%/yr for EXXX.DE.
Performance
FTGG.DE vs. EXXX.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 EXXX.DE's 24.87% return. Over the past 10 years, FTGG.DE has underperformed EXXX.DE with an annualized return of 7.17%, while EXXX.DE has yielded a comparatively higher 14.37% 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%
EXXX.DE
- 1D
- -0.33%
- 1M
- 1.29%
- 6M
- 22.20%
- YTD
- 24.87%
- 1Y
- 48.74%
- 3Y*
- 31.23%
- 5Y*
- 17.90%
- 10Y*
- 14.37%
FTGG.DE vs. EXXX.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% |
EXXX.DE iShares ATX UCITS ETF (DE) | 24.87% | 51.31% | 10.39% | 13.71% | -16.43% | 42.16% | -11.27% | 19.95% | -18.96% | 32.71% |
Correlation
The correlation between FTGG.DE and EXXX.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2016 | 0.70 |
The correlation between FTGG.DE and EXXX.DE has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.
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Return for Risk
FTGG.DE vs. EXXX.DE — Risk / Return Rank
FTGG.DE
EXXX.DE
FTGG.DE vs. EXXX.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 iShares ATX UCITS ETF (DE) (EXXX.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 | EXXX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.47 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.53 | -3.43 |
| Martin ratioReturn relative to average drawdown | 3.31 | 15.24 | -11.93 |
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Drawdowns
FTGG.DE vs. EXXX.DE - Drawdown Comparison
The maximum FTGG.DE drawdown since its inception was -99.97%, which is greater than EXXX.DE's maximum drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for FTGG.DE and EXXX.DE.
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Drawdown Indicators
| FTGG.DE | EXXX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -71.43% | -28.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -10.71% | -3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -16.11% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -38.87% | -32.69% | -6.18% |
Max Drawdown (10Y)Largest decline over 10 years | -99.97% | -52.90% | -47.07% |
Current DrawdownCurrent decline from peak | -5.93% | -1.64% | -4.29% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -28.46% | +15.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 3.19% | +1.65% |
Volatility
FTGG.DE vs. EXXX.DE - Volatility Comparison
First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) has a higher volatility of 6.06% compared to iShares ATX UCITS ETF (DE) (EXXX.DE) at 5.00%. This indicates that FTGG.DE's price experiences larger fluctuations and is considered to be riskier than EXXX.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 | EXXX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 5.00% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 17.05% | 14.65% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 17.46% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 19.14% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69,376.52% | 19.93% | +69,356.59% |
FTGG.DE vs. EXXX.DE - Expense Ratio Comparison
FTGG.DE has a 0.65% expense ratio, which is higher than EXXX.DE's 0.32% expense ratio.
Dividends
FTGG.DE vs. EXXX.DE - Dividend Comparison
FTGG.DE's dividend yield for the trailing twelve months is around 1.55%, less than EXXX.DE's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXX.DE iShares ATX UCITS ETF (DE) | 2.95% | 2.53% | 4.30% | 3.53% | 3.61% | 1.04% | 1.18% | 1.73% | 0.48% | 0.65% | 1.08% | 1.65% |
FTGG.DE First Trust Germany AlphaDEX UCITS ETF | 1.55% | 1.53% | 2.24% | 2.85% | 3.10% | 1.03% | 0.58% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTGG.DE and EXXX.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXXX.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXXX.DE is cheaper with a 0.32% expense ratio, compared with 0.65% for FTGG.DE.
FTGG.DE tracks Nasdaq AlphaDEX Germany NTR Index, while EXXX.DE tracks ATX Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FTGG.DE and 0.32% for EXXX.DE.
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