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FTGT.DE vs. FTGE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGT.DE vs. FTGE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) and First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE). The values are adjusted to include any dividend payments, if applicable.

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FTGT.DE vs. FTGE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTGT.DE
First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc
0.89%-4.41%-6.32%9.64%-24.17%
FTGE.DE
First Trust Eurozone AlphaDEX UCITS ETF Acc
4.99%39.79%9.52%12.43%-6.80%

Returns By Period

In the year-to-date period, FTGT.DE achieves a 0.89% return, which is significantly lower than FTGE.DE's 4.99% return.


FTGT.DE

1D
0.58%
1M
-6.18%
YTD
0.89%
6M
1.87%
1Y
-4.97%
3Y*
-0.46%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTGT.DE vs. FTGE.DE - Expense Ratio Comparison

FTGT.DE has a 0.60% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.


Return for Risk

FTGT.DE vs. FTGE.DE — Risk / Return Rank

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

FTGT.DE
FTGT.DE Risk / Return Rank: 55
Overall Rank
FTGT.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FTGT.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
FTGT.DE Omega Ratio Rank: 66
Omega Ratio Rank
FTGT.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
FTGT.DE Martin Ratio Rank: 22
Martin Ratio Rank

FTGE.DE
FTGE.DE Risk / Return Rank: 8787
Overall Rank
FTGE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTGE.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FTGE.DE Omega Ratio Rank: 8787
Omega Ratio Rank
FTGE.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
FTGE.DE Martin Ratio Rank: 8888
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.

FTGT.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.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.


FTGT.DEFTGE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.32

1.89

-2.22

Sortino ratio

Return per unit of downside risk

-0.33

2.39

-2.72

Omega ratio

Gain probability vs. loss probability

0.96

1.38

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.39

3.28

-3.67

Martin ratio

Return relative to average drawdown

-1.20

11.85

-13.05

FTGT.DE vs. FTGE.DE - Sharpe Ratio Comparison

The current FTGT.DE Sharpe Ratio is -0.32, which is lower than the FTGE.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FTGT.DE and FTGE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTGT.DEFTGE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

1.89

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

0.82

-1.24

Correlation

The correlation between FTGT.DE and FTGE.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTGT.DE vs. FTGE.DE - Dividend Comparison

Neither FTGT.DE nor FTGE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTGT.DE vs. FTGE.DE - Drawdown Comparison

The maximum FTGT.DE drawdown since its inception was -33.54%, which is greater than FTGE.DE's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for FTGT.DE and FTGE.DE.


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Drawdown Indicators


FTGT.DEFTGE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.54%

-26.63%

-6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-12.22%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-26.34%

-4.41%

-21.93%

Average Drawdown

Average peak-to-trough decline

-22.41%

-5.53%

-16.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.72%

+1.17%

Volatility

FTGT.DE vs. FTGE.DE - Volatility Comparison

The current volatility for First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) is 3.99%, while First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) has a volatility of 6.95%. This indicates that FTGT.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


FTGT.DEFTGE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

6.95%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

10.80%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

16.80%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

17.52%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

18.48%

-1.87%