FTGQ.DE vs. FTGU.DE
FTGQ.DE (First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both exchange-traded funds - FTGQ.DE is a Nasdaq-100 fund actively managed by First Trust, while FTGU.DE is a Large Cap Blend Equities fund tracking the Nasdaq AlphaDEX Large Cap Core NTR Index. FTGQ.DE is actively managed, while FTGU.DE is passively managed. Over the past year, FTGQ.DE returned 16.00% vs 25.18% for FTGU.DE. A 0.57 correlation means they provide meaningful diversification when combined. FTGQ.DE charges 0.90%/yr vs 0.65%/yr for FTGU.DE.
Performance
FTGQ.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGQ.DE achieves a 9.27% return, which is significantly lower than FTGU.DE's 16.48% return.
FTGQ.DE
- 1D
- 0.00%
- 1M
- 1.38%
- 6M
- 8.68%
- YTD
- 9.27%
- 1Y
- 16.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
FTGQ.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 9.27% | 1.05% | -3.86% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | -0.95% |
Correlation
The correlation between FTGQ.DE and FTGU.DE is 0.54, 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 | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2024 | 0.57 |
The correlation between FTGQ.DE and FTGU.DE has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.
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Return for Risk
FTGQ.DE vs. FTGU.DE — Risk / Return Rank
FTGQ.DE
FTGU.DE
FTGQ.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.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.
| FTGQ.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.22 | 7.52 | -3.29 |
| Martin ratioReturn relative to average drawdown | 11.58 | 19.59 | -8.01 |
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Drawdowns
FTGQ.DE vs. FTGU.DE - Drawdown Comparison
The maximum FTGQ.DE drawdown since its inception was -19.13%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for FTGQ.DE and FTGU.DE.
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Drawdown Indicators
| FTGQ.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.13% | -99.98% | +80.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.80% | -3.70% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.38% | — |
Current DrawdownCurrent decline from peak | -0.40% | -3.21% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -5.12% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.42% | -0.03% |
Volatility
FTGQ.DE vs. FTGU.DE - Volatility Comparison
The current volatility for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) is 1.96%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.76%. This indicates that FTGQ.DE experiences smaller price fluctuations and is considered to be less risky 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
| FTGQ.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 3.76% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 8.22% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 12.21% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.37% | 15.48% | -3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.37% | 132,531.53% | -132,519.16% |
FTGQ.DE vs. FTGU.DE - Expense Ratio Comparison
FTGQ.DE has a 0.90% expense ratio, which is higher than FTGU.DE's 0.65% expense ratio.
Dividends
FTGQ.DE vs. FTGU.DE - Dividend Comparison
Neither FTGQ.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGQ.DE and FTGU.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTGU.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTGU.DE is cheaper with a 0.65% expense ratio, compared with 0.90% for FTGQ.DE.
FTGQ.DE is categorized as Nasdaq-100, while FTGU.DE is Large Cap Blend Equities. Their fees differ too: 0.90% for FTGQ.DE and 0.65% for FTGU.DE.
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