FTGQ.DE vs. SXRV.DE
FTGQ.DE (First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both Nasdaq-100 funds. FTGQ.DE is actively managed, while SXRV.DE is passively managed. Over the past year, FTGQ.DE returned 16.10% vs 37.06% for SXRV.DE. A 0.76 correlation means they provide meaningful diversification when combined. FTGQ.DE charges 0.90%/yr vs 0.36%/yr for SXRV.DE.
Performance
FTGQ.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGQ.DE achieves a 7.60% return, which is significantly lower than SXRV.DE's 20.57% return.
FTGQ.DE
- 1D
- -0.17%
- 1M
- 2.82%
- YTD
- 7.60%
- 6M
- 7.43%
- 1Y
- 16.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
FTGQ.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 7.60% | 1.05% | -3.86% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | -0.94% |
Correlation
The correlation between FTGQ.DE and SXRV.DE is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.76 |
The correlation between FTGQ.DE and SXRV.DE has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
FTGQ.DE vs. SXRV.DE — Risk / Return Rank
FTGQ.DE
SXRV.DE
FTGQ.DE vs. SXRV.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 iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
| FTGQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 3.75 | +0.48 |
| Martin ratioReturn relative to average drawdown | 11.47 | 11.16 | +0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTGQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.40 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.91 | -0.66 |
Drawdowns
FTGQ.DE vs. SXRV.DE - Drawdown Comparison
The maximum FTGQ.DE drawdown since its inception was -19.13%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for FTGQ.DE and SXRV.DE.
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Drawdown Indicators
| FTGQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.13% | -32.80% | +13.67% |
Max Drawdown (1Y)Largest decline over 1 year | -3.80% | -10.03% | +6.23% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.17% | -0.83% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -6.56% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 3.38% | -1.97% |
Volatility
FTGQ.DE vs. SXRV.DE - Volatility Comparison
The current volatility for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) is 1.30%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that FTGQ.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 4.26% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 5.09% | 10.98% | -5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 15.67% | -7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 19.84% | -7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 19.65% | -6.96% |
FTGQ.DE vs. SXRV.DE - Expense Ratio Comparison
FTGQ.DE has a 0.90% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
FTGQ.DE vs. SXRV.DE - Dividend Comparison
Neither FTGQ.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGQ.DE and SXRV.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.90% for FTGQ.DE.
They also come from different issuers: First Trust and iShares. Their fees differ too: 0.90% for FTGQ.DE and 0.36% for SXRV.DE.
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