FTGU.DE vs. FTGG.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and FTGG.DE (First Trust Germany AlphaDEX UCITS ETF) are both exchange-traded funds - FTGU.DE is a Large Cap Blend Equities fund tracking the Nasdaq AlphaDEX Large Cap Core NTR Index, while FTGG.DE is a Europe Equities fund tracking the Nasdaq AlphaDEX Germany NTR Index. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 5.23%/yr for FTGG.DE. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.
Performance
FTGU.DE vs. FTGG.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 FTGG.DE's 4.55% return.
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
FTGG.DE
- 1D
- -0.40%
- 1M
- -1.49%
- 6M
- -1.27%
- YTD
- 4.55%
- 1Y
- 14.92%
- 3Y*
- 17.21%
- 5Y*
- 5.23%
- 10Y*
- 7.17%
FTGU.DE vs. FTGG.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% | 7.36% |
FTGG.DE First Trust Germany AlphaDEX UCITS ETF | 4.55% | 44.59% | 8.23% | 8.38% | -26.44% | 13.79% | 7.27% | 21.38% | -23.36% | 11.98% |
Correlation
The correlation between FTGU.DE and FTGG.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 17, 2017 | 0.61 |
The correlation between FTGU.DE and FTGG.DE shifts across timeframes, from 0.50 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTGU.DE vs. FTGG.DE — Risk / Return Rank
FTGU.DE
FTGG.DE
FTGU.DE vs. FTGG.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 First Trust Germany AlphaDEX UCITS ETF (FTGG.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 | FTGG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.16 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 7.52 | 1.10 | +6.42 |
| Martin ratioReturn relative to average drawdown | 19.59 | 3.31 | +16.27 |
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Drawdowns
FTGU.DE vs. FTGG.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, roughly equal to the maximum FTGG.DE drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and FTGG.DE.
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Drawdown Indicators
| FTGU.DE | FTGG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -99.97% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -14.61% | +10.91% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -16.18% | -8.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -38.87% | +14.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.97% | — |
Current DrawdownCurrent decline from peak | -3.21% | -5.93% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -12.58% | +7.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 4.84% | -3.42% |
Volatility
FTGU.DE vs. FTGG.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 First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) has a volatility of 6.06%. This indicates that FTGU.DE experiences smaller price fluctuations and is considered to be less risky than FTGG.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 | FTGG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 6.06% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 17.05% | -8.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 19.85% | -7.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 19.07% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,531.53% | 69,376.52% | +63,155.01% |
FTGU.DE vs. FTGG.DE - Expense Ratio Comparison
Both FTGU.DE and FTGG.DE have an expense ratio of 0.65%.
Dividends
FTGU.DE vs. FTGG.DE - Dividend Comparison
FTGU.DE has not paid dividends to shareholders, while FTGG.DE's dividend yield for the trailing twelve months is around 1.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FTGG.DE First Trust Germany AlphaDEX UCITS ETF | 1.55% | 1.53% | 2.24% | 2.85% | 3.10% | 1.03% | 0.58% | 0.05% |
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 FTGG.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FTGU.DE and FTGG.DE have the same expense ratio: 0.65% per year.
FTGU.DE is categorized as Large Cap Blend Equities, while FTGG.DE is Europe Equities. FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while FTGG.DE tracks Nasdaq AlphaDEX Germany NTR Index.
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