FTGG.DE vs. XB4A.DE
FTGG.DE (First Trust Germany AlphaDEX UCITS ETF) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - FTGG.DE tracks the Nasdaq AlphaDEX Germany NTR Index while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, FTGG.DE returned 7.17%/yr vs 14.71%/yr for XB4A.DE. A 0.70 correlation means they provide meaningful diversification when combined. FTGG.DE charges 0.65%/yr vs 0.25%/yr for XB4A.DE.
Performance
FTGG.DE vs. XB4A.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 XB4A.DE's 24.81% return. Over the past 10 years, FTGG.DE has underperformed XB4A.DE with an annualized return of 7.17%, while XB4A.DE has yielded a comparatively higher 14.71% 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%
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%
FTGG.DE vs. XB4A.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% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 24.81% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.99% | 32.88% |
Correlation
The correlation between FTGG.DE and XB4A.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
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 XB4A.DE has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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Return for Risk
FTGG.DE vs. XB4A.DE — Risk / Return Rank
FTGG.DE
XB4A.DE
FTGG.DE vs. XB4A.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 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.
| FTGG.DE | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.46 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.44 | -3.35 |
| Martin ratioReturn relative to average drawdown | 3.31 | 15.07 | -11.75 |
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Drawdowns
FTGG.DE vs. XB4A.DE - Drawdown Comparison
The maximum FTGG.DE drawdown since its inception was -99.97%, which is greater than XB4A.DE's maximum drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for FTGG.DE and XB4A.DE.
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Drawdown Indicators
| FTGG.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -53.54% | -46.43% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -10.88% | -3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -16.26% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -38.87% | -32.50% | -6.37% |
Max Drawdown (10Y)Largest decline over 10 years | -99.97% | -53.54% | -46.43% |
Current DrawdownCurrent decline from peak | -5.93% | -1.85% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -9.88% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 3.22% | +1.62% |
Volatility
FTGG.DE vs. XB4A.DE - Volatility Comparison
First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) has a higher volatility of 6.06% compared to Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) at 5.22%. This indicates that FTGG.DE's price experiences larger fluctuations and is considered to be riskier 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
| FTGG.DE | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 5.22% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 17.05% | 14.88% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 17.61% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 19.15% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69,376.52% | 20.15% | +69,356.37% |
FTGG.DE vs. XB4A.DE - Expense Ratio Comparison
FTGG.DE has a 0.65% expense ratio, which is higher than XB4A.DE's 0.25% expense ratio.
Dividends
FTGG.DE vs. XB4A.DE - Dividend Comparison
FTGG.DE's dividend yield for the trailing twelve months is around 1.55%, while XB4A.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% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTGG.DE and XB4A.DE have a correlation of 0.73, 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 FTGG.DE.
FTGG.DE tracks Nasdaq AlphaDEX Germany NTR Index, while XB4A.DE tracks ATX Index. They also come from different issuers: First Trust and Xtrackers. Their fees differ too: 0.65% for FTGG.DE and 0.25% for XB4A.DE.
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