FTGS.DE vs. FTGE.DE
Compare and contrast key facts about First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) and First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE).
FTGS.DE and FTGE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTGS.DE is a passively managed fund by First Trust that tracks the performance of the First Trust Global Capital Strength ESG Leaders. It was launched on Mar 9, 2021. FTGE.DE is a passively managed fund by First Trust that tracks the performance of the Nasdaq AlphaDEX® Eurozone. It was launched on Oct 21, 2014. Both FTGS.DE and FTGE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FTGS.DE vs. FTGE.DE - Performance Comparison
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FTGS.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | -3.21% | -0.97% | 16.36% | 8.51% | -0.83% |
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 4.99% | 39.79% | 9.52% | 12.43% | -9.25% |
Returns By Period
In the year-to-date period, FTGS.DE achieves a -3.21% return, which is significantly lower than FTGE.DE's 4.99% return.
FTGS.DE
- 1D
- 0.66%
- 1M
- -5.54%
- YTD
- -3.21%
- 6M
- -2.61%
- 1Y
- -5.50%
- 3Y*
- 6.56%
- 5Y*
- —
- 10Y*
- —
FTGE.DE
- 1D
- 2.85%
- 1M
- -2.67%
- YTD
- 4.99%
- 6M
- 10.34%
- 1Y
- 31.92%
- 3Y*
- 19.19%
- 5Y*
- 10.98%
- 10Y*
- —
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FTGS.DE vs. FTGE.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than FTGE.DE's 0.65% expense ratio.
Return for Risk
FTGS.DE vs. FTGE.DE — Risk / Return Rank
FTGS.DE
FTGE.DE
FTGS.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) and First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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.
| FTGS.DE | FTGE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.42 | 1.89 | -2.32 |
Sortino ratioReturn per unit of downside risk | -0.48 | 2.39 | -2.87 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.38 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.58 | 3.28 | -3.86 |
Martin ratioReturn relative to average drawdown | -1.37 | 11.85 | -13.22 |
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
| FTGS.DE | FTGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.42 | 1.89 | -2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.82 | -0.44 |
Correlation
The correlation between FTGS.DE and FTGE.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FTGS.DE vs. FTGE.DE - Dividend Comparison
Neither FTGS.DE nor FTGE.DE has paid dividends to shareholders.
Drawdowns
FTGS.DE vs. FTGE.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum FTGE.DE drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and FTGE.DE.
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Drawdown Indicators
| FTGS.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -26.63% | +12.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.74% | -12.22% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -8.55% | -4.41% | -4.14% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -5.53% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 2.72% | +1.14% |
Volatility
FTGS.DE vs. FTGE.DE - Volatility Comparison
The current volatility for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) is 3.36%, while First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) has a volatility of 6.95%. This indicates that FTGS.DE experiences smaller price fluctuations and is considered to be less risky than FTGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGS.DE | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 6.95% | -3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.32% | 10.80% | -4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 16.80% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.75% | 17.52% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.75% | 18.48% | -6.73% |