FTGU.DE vs. 4UBI.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 11.81%/yr for 4UBI.DE. Their correlation of 0.81 suggests significant overlap in exposure. FTGU.DE charges 0.65%/yr vs 0.19%/yr for 4UBI.DE.
Performance
FTGU.DE vs. 4UBI.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 4UBI.DE slightly higher at 17.23%.
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
4UBI.DE
- 1D
- 0.00%
- 1M
- 1.50%
- 6M
- 15.99%
- YTD
- 17.23%
- 1Y
- 25.44%
- 3Y*
- 16.59%
- 5Y*
- 11.81%
- 10Y*
- —
FTGU.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 18.16% |
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 17.23% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.43% |
Correlation
The correlation between FTGU.DE and 4UBI.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 13, 2020 | 0.81 |
The correlation between FTGU.DE and 4UBI.DE has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
FTGU.DE vs. 4UBI.DE — Risk / Return Rank
FTGU.DE
4UBI.DE
FTGU.DE vs. 4UBI.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 UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.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 | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.29 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 7.52 | 1.26 | +6.26 |
| Martin ratioReturn relative to average drawdown | 19.59 | 2.33 | +17.26 |
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Drawdowns
FTGU.DE vs. 4UBI.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than 4UBI.DE's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and 4UBI.DE.
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Drawdown Indicators
| FTGU.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -24.63% | -75.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -20.21% | +16.51% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -24.63% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -24.63% | +0.25% |
Current DrawdownCurrent decline from peak | -3.21% | -1.37% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -7.33% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 10.93% | -9.51% |
Volatility
FTGU.DE vs. 4UBI.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 UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 4.28%. This indicates that FTGU.DE experiences smaller price fluctuations and is considered to be less risky than 4UBI.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 | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 4.28% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 10.70% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 25.86% | -13.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 19.26% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,531.53% | 18.38% | +132,513.15% |
FTGU.DE vs. 4UBI.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than 4UBI.DE's 0.19% expense ratio.
Dividends
FTGU.DE vs. 4UBI.DE - Dividend Comparison
Neither FTGU.DE nor 4UBI.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGU.DE and 4UBI.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBI.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBI.DE is cheaper with a 0.19% expense ratio, compared with 0.65% for FTGU.DE.
FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: First Trust and UBS. Their fees differ too: 0.65% for FTGU.DE and 0.19% for 4UBI.DE.
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