FTGU.DE vs. 36B6.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 11.41%/yr for 36B6.DE. Their correlation of 0.89 suggests significant overlap in exposure. FTGU.DE charges 0.65%/yr vs 0.20%/yr for 36B6.DE.
Performance
FTGU.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FTGU.DE having a 16.48% return and 36B6.DE slightly higher at 16.51%.
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
36B6.DE
- 1D
- -0.75%
- 1M
- -0.02%
- 6M
- 14.60%
- YTD
- 16.51%
- 1Y
- 22.84%
- 3Y*
- 14.51%
- 5Y*
- 11.41%
- 10Y*
- —
FTGU.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.92% | -7.47% | 38.46% | 2.87% | 12.93% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 16.51% | -0.74% | 20.36% | 20.16% | -14.22% | 43.32% | 13.71% | 21.07% |
Correlation
The correlation between FTGU.DE and 36B6.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.89 |
The correlation between FTGU.DE and 36B6.DE has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
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Return for Risk
FTGU.DE vs. 36B6.DE — Risk / Return Rank
FTGU.DE
36B6.DE
FTGU.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.
| FTGU.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.30 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 7.52 | 3.17 | +4.34 |
| Martin ratioReturn relative to average drawdown | 19.59 | 10.39 | +9.20 |
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Drawdowns
FTGU.DE vs. 36B6.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than 36B6.DE's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and 36B6.DE.
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Drawdown Indicators
| FTGU.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -34.22% | -65.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -7.16% | +3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -23.76% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -23.76% | -0.62% |
Current DrawdownCurrent decline from peak | -3.21% | -2.79% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -4.91% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.19% | -0.77% |
Volatility
FTGU.DE vs. 36B6.DE - Volatility Comparison
The current volatility for First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) is 3.76%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 4.18%. This indicates that FTGU.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGU.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 4.18% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 9.77% | -1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 13.45% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 15.60% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,531.53% | 17.49% | +132,514.04% |
FTGU.DE vs. 36B6.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than 36B6.DE's 0.20% expense ratio.
Dividends
FTGU.DE vs. 36B6.DE - Dividend Comparison
FTGU.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.90% | 0.97% | 1.09% | 1.28% | 1.41% | 0.91% | 1.04% | 1.23% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTGU.DE and 36B6.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for FTGU.DE.
FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FTGU.DE and 0.20% for 36B6.DE.
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