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FTGQ.DE vs. HEQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGQ.DE vs. HEQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) and JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FTGQ.DE is traded in EUR, while HEQQ is traded in USD. To make them comparable, the HEQQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FTGQ.DE achieves a 9.22% return, which is significantly higher than HEQQ's 7.78% return.


FTGQ.DE

1D
0.00%
1M
1.65%
YTD
9.22%
6M
9.61%
1Y
18.29%
3Y*
5Y*
10Y*

HEQQ

1D
-0.02%
1M
2.31%
YTD
7.78%
6M
6.93%
1Y
17.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGQ.DE vs. HEQQ - Yearly Performance Comparison


Correlation

The correlation between FTGQ.DE and HEQQ is 0.62, 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

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

0.53

The correlation between FTGQ.DE and HEQQ has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.

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Return for Risk

FTGQ.DE vs. HEQQ — Risk / Return Rank

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

FTGQ.DE
FTGQ.DE Risk / Return Rank: 7878
Overall Rank
FTGQ.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FTGQ.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
FTGQ.DE Omega Ratio Rank: 7575
Omega Ratio Rank
FTGQ.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
FTGQ.DE Martin Ratio Rank: 7878
Martin Ratio Rank

HEQQ
HEQQ Risk / Return Rank: 5454
Overall Rank
HEQQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HEQQ Sortino Ratio Rank: 5858
Sortino Ratio Rank
HEQQ Omega Ratio Rank: 6161
Omega Ratio Rank
HEQQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
HEQQ Martin Ratio Rank: 4949
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.

FTGQ.DE vs. HEQQ - 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 JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ). 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.DEHEQQDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratioReturn relative to maximum drawdown

4.83

3.31

+1.52

Martin ratioReturn relative to average drawdown

13.25

10.25

+2.99

FTGQ.DE vs. HEQQ - Sharpe Ratio Comparison

The current FTGQ.DE Sharpe Ratio is 2.10, which is comparable to the HEQQ Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FTGQ.DE and HEQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTGQ.DE vs. HEQQ - Drawdown Comparison

The maximum FTGQ.DE drawdown since its inception was -19.13%, which is greater than HEQQ's maximum drawdown of -10.84%. Use the drawdown chart below to compare losses from any high point for FTGQ.DE and HEQQ.


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Drawdown Indicators


FTGQ.DEHEQQDifference

Max Drawdown

Largest peak-to-trough decline

-19.13%

-10.84%

-8.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.80%

-5.28%

+1.48%

Current Drawdown

Current decline from peak

0.00%

-0.05%

+0.05%

Average Drawdown

Average peak-to-trough decline

-5.66%

-1.65%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.70%

-0.32%

Volatility

FTGQ.DE vs. HEQQ - Volatility Comparison

The current volatility for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) is 1.66%, while JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) has a volatility of 2.23%. This indicates that FTGQ.DE experiences smaller price fluctuations and is considered to be less risky than HEQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTGQ.DEHEQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

2.23%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

6.60%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

8.74%

9.53%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.53%

13.47%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

13.47%

-0.94%

FTGQ.DE vs. HEQQ - Expense Ratio Comparison

FTGQ.DE has a 0.90% expense ratio, which is higher than HEQQ's 0.50% expense ratio.


Dividends

FTGQ.DE vs. HEQQ - Dividend Comparison

FTGQ.DE has not paid dividends to shareholders, while HEQQ's dividend yield for the trailing twelve months is around 0.21%.


Frequently Asked Questions


FTGQ.DE and HEQQ have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQQ is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQQ is cheaper with a 0.50% expense ratio, compared with 0.90% for FTGQ.DE.

They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.90% for FTGQ.DE and 0.50% for HEQQ.

Portfolio Optimizer

Find the right allocation for FTGQ.DE and HEQQ

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

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