PortfoliosLab logoPortfoliosLab logo
FTGG.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGG.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FTGG.DE achieves a 4.55% return, which is significantly lower than S6X0.DE's 10.31% return. Over the past 10 years, FTGG.DE has underperformed S6X0.DE with an annualized return of 7.17%, while S6X0.DE has yielded a comparatively higher 10.81% 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%

S6X0.DE

1D
-0.20%
1M
0.63%
6M
6.46%
YTD
10.31%
1Y
19.96%
3Y*
15.54%
5Y*
12.25%
10Y*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGG.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
10.31%22.02%10.94%22.43%-9.00%23.10%-2.98%29.97%-12.04%10.08%

Correlation

The correlation between FTGG.DE and S6X0.DE is 0.75, 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

0.75

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

0.79

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

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2016

0.83

The correlation between FTGG.DE and S6X0.DE has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FTGG.DE vs. S6X0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTGG.DE
FTGG.DE Risk / Return Rank: 2727
Overall Rank
FTGG.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FTGG.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
FTGG.DE Omega Ratio Rank: 2727
Omega Ratio Rank
FTGG.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
FTGG.DE Martin Ratio Rank: 2929
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 4444
Overall Rank
S6X0.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 4242
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 4747
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.

FTGG.DE vs. S6X0.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 Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratioReturn relative to maximum drawdown

1.10

1.83

-0.73

Martin ratioReturn relative to average drawdown

3.31

6.41

-3.09

FTGG.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current FTGG.DE Sharpe Ratio is 0.81, which is lower than the S6X0.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FTGG.DE and S6X0.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.


Loading charts...

Drawdowns

FTGG.DE vs. S6X0.DE - Drawdown Comparison

The maximum FTGG.DE drawdown since its inception was -99.97%, which is greater than S6X0.DE's maximum drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for FTGG.DE and S6X0.DE.


Loading charts...

Drawdown Indicators


FTGG.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-38.54%

-61.43%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-10.88%

-3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-16.56%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-38.87%

-23.41%

-15.46%

Max Drawdown (10Y)

Largest decline over 10 years

-99.97%

-38.54%

-61.43%

Current Drawdown

Current decline from peak

-5.93%

-2.29%

-3.64%

Average Drawdown

Average peak-to-trough decline

-12.58%

-7.67%

-4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

3.11%

+1.73%

Volatility

FTGG.DE vs. S6X0.DE - Volatility Comparison

First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) has a higher volatility of 6.06% compared to Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) at 4.01%. This indicates that FTGG.DE's price experiences larger fluctuations and is considered to be riskier than S6X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FTGG.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

4.01%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

17.05%

13.37%

+3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

16.02%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

17.52%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69,376.52%

17.93%

+69,358.59%

FTGG.DE vs. S6X0.DE - Expense Ratio Comparison

FTGG.DE has a 0.65% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio.


Dividends

FTGG.DE vs. S6X0.DE - Dividend Comparison

FTGG.DE's dividend yield for the trailing twelve months is around 1.55%, less than S6X0.DE's 2.76% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.76%2.99%3.38%3.17%3.10%2.47%2.53%3.49%3.69%2.99%3.17%3.05%

Frequently Asked Questions


FTGG.DE and S6X0.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.65% for FTGG.DE.

FTGG.DE tracks Nasdaq AlphaDEX Germany NTR Index, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.65% for FTGG.DE and 0.05% for S6X0.DE.

Portfolio Optimizer

Find the right allocation for FTGG.DE and S6X0.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer