FTGG.DE vs. FTGU.DE
FTGG.DE (First Trust Germany AlphaDEX UCITS ETF) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both exchange-traded funds - FTGG.DE is a Europe Equities fund tracking the Nasdaq AlphaDEX Germany NTR Index, while FTGU.DE is a Large Cap Blend Equities fund tracking the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, FTGG.DE returned 5.23%/yr vs 11.49%/yr for FTGU.DE. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.
Performance
FTGG.DE vs. FTGU.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 FTGU.DE's 16.48% 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%
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
FTGG.DE vs. FTGU.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% | 11.98% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.92% | -7.47% | 38.46% | 2.87% | 29.47% | -6.78% | 7.36% |
Correlation
The correlation between FTGG.DE and FTGU.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 17, 2017 | 0.61 |
The correlation between FTGG.DE and FTGU.DE shifts across timeframes, from 0.50 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTGG.DE vs. FTGU.DE — Risk / Return Rank
FTGG.DE
FTGU.DE
FTGG.DE vs. FTGU.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 First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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 | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.41 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 7.52 | -6.42 |
| Martin ratioReturn relative to average drawdown | 3.31 | 19.59 | -16.27 |
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Drawdowns
FTGG.DE vs. FTGU.DE - Drawdown Comparison
The maximum FTGG.DE drawdown since its inception was -99.97%, roughly equal to the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for FTGG.DE and FTGU.DE.
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Drawdown Indicators
| FTGG.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -99.98% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -3.70% | -10.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -24.38% | +8.20% |
Max Drawdown (5Y)Largest decline over 5 years | -38.87% | -24.38% | -14.49% |
Max Drawdown (10Y)Largest decline over 10 years | -99.97% | — | — |
Current DrawdownCurrent decline from peak | -5.93% | -3.21% | -2.72% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -5.12% | -7.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 1.42% | +3.42% |
Volatility
FTGG.DE vs. FTGU.DE - Volatility Comparison
First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) has a higher volatility of 6.06% compared to First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) at 3.76%. This indicates that FTGG.DE's price experiences larger fluctuations and is considered to be riskier than FTGU.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 | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 3.76% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.05% | 8.22% | +8.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 12.21% | +7.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 15.48% | +3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69,376.52% | 132,531.53% | -63,155.01% |
FTGG.DE vs. FTGU.DE - Expense Ratio Comparison
Both FTGG.DE and FTGU.DE have an expense ratio of 0.65%.
Dividends
FTGG.DE vs. FTGU.DE - Dividend Comparison
FTGG.DE's dividend yield for the trailing twelve months is around 1.55%, while FTGU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FTGG.DE First Trust Germany AlphaDEX UCITS ETF | 1.55% | 1.53% | 2.24% | 2.85% | 3.10% | 1.03% | 0.58% | 0.05% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTGG.DE and FTGU.DE have a correlation of 0.55, 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 FTGU.DE have the same expense ratio: 0.65% per year.
FTGG.DE is categorized as Europe Equities, while FTGU.DE is Large Cap Blend Equities. FTGG.DE tracks Nasdaq AlphaDEX Germany NTR Index, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index.
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