FTGU.DE vs. ACU2.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while ACU2.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 11.36%/yr for ACU2.DE. Their correlation of 0.89 suggests significant overlap in exposure. FTGU.DE charges 0.65%/yr vs 0.35%/yr for ACU2.DE.
Performance
FTGU.DE vs. ACU2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGU.DE achieves a 16.48% return, which is significantly higher than ACU2.DE's 12.32% return.
FTGU.DE
- 1D
- -0.37%
- 1M
- -1.11%
- 6M
- 11.47%
- YTD
- 16.48%
- 1Y
- 24.72%
- 3Y*
- 16.45%
- 5Y*
- 11.49%
- 10Y*
- —
ACU2.DE
- 1D
- -1.45%
- 1M
- -1.48%
- 6M
- 9.69%
- YTD
- 12.32%
- 1Y
- 22.62%
- 3Y*
- 15.91%
- 5Y*
- 11.36%
- 10Y*
- —
FTGU.DE vs. ACU2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 29.47% | -6.78% | 4.74% |
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR | 12.32% | 1.61% | 26.66% | 22.75% | -15.77% | 38.66% | 9.40% | 34.49% | -1.28% | 3.68% |
Correlation
The correlation between FTGU.DE and ACU2.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 | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2017 | 0.89 |
The correlation between FTGU.DE and ACU2.DE shifts across timeframes, from 0.79 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTGU.DE vs. ACU2.DE — Risk / Return Rank
FTGU.DE
ACU2.DE
FTGU.DE vs. ACU2.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 Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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 | ACU2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 6.66 | 2.26 | +4.39 |
| Martin ratioReturn relative to average drawdown | 17.21 | 7.77 | +9.45 |
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Drawdowns
FTGU.DE vs. ACU2.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than ACU2.DE's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and ACU2.DE.
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Drawdown Indicators
| FTGU.DE | ACU2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -34.31% | -65.67% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -9.95% | +6.25% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -23.98% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -23.98% | -0.40% |
Current DrawdownCurrent decline from peak | -3.21% | -3.71% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -4.77% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 2.91% | -1.48% |
Volatility
FTGU.DE vs. ACU2.DE - Volatility Comparison
The current volatility for First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) is 3.74%, while Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) has a volatility of 4.00%. This indicates that FTGU.DE experiences smaller price fluctuations and is considered to be less risky than ACU2.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 | ACU2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 4.00% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 9.60% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 13.23% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 15.57% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,503.00% | 16.91% | +132,486.09% |
FTGU.DE vs. ACU2.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than ACU2.DE's 0.35% expense ratio.
Dividends
FTGU.DE vs. ACU2.DE - Dividend Comparison
Neither FTGU.DE nor ACU2.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGU.DE and ACU2.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, ACU2.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ACU2.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for FTGU.DE.
FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped. They also come from different issuers: First Trust and Amundi. Their fees differ too: 0.65% for FTGU.DE and 0.35% for ACU2.DE.
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