FTGU.DE vs. JUHE.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) are both Large Cap Blend Equities funds. FTGU.DE is passively managed, while JUHE.DE is actively managed. Over the past 3 years, FTGU.DE returned 16.81%/yr vs 17.13%/yr for JUHE.DE. A 0.69 correlation means they provide meaningful diversification when combined. FTGU.DE charges 0.65%/yr vs 0.20%/yr for JUHE.DE.
Performance
FTGU.DE vs. JUHE.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 JUHE.DE's 7.89% 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*
- —
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 10Y*
- —
FTGU.DE vs. JUHE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.92% | -6.28% |
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 7.89% | 14.34% | 23.03% | 25.17% | -19.09% |
Correlation
The correlation between FTGU.DE and JUHE.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2022 | 0.69 |
The correlation between FTGU.DE and JUHE.DE has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.
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Return for Risk
FTGU.DE vs. JUHE.DE — Risk / Return Rank
FTGU.DE
JUHE.DE
FTGU.DE vs. JUHE.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 JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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 | JUHE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.28 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 7.52 | 2.20 | +5.31 |
| Martin ratioReturn relative to average drawdown | 19.59 | 8.94 | +10.65 |
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Drawdowns
FTGU.DE vs. JUHE.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than JUHE.DE's maximum drawdown of -23.01%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and JUHE.DE.
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Drawdown Indicators
| FTGU.DE | JUHE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -23.01% | -76.97% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -8.56% | +4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -19.02% | -5.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | — | — |
Current DrawdownCurrent decline from peak | -3.21% | -0.72% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -5.99% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.11% | -0.69% |
Volatility
FTGU.DE vs. JUHE.DE - Volatility Comparison
First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a higher volatility of 3.76% compared to JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) at 2.70%. This indicates that FTGU.DE's price experiences larger fluctuations and is considered to be riskier than JUHE.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 | JUHE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 2.70% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 9.11% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 11.95% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 16.09% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,531.53% | 16.09% | +132,515.44% |
FTGU.DE vs. JUHE.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than JUHE.DE's 0.20% expense ratio.
Dividends
FTGU.DE vs. JUHE.DE - Dividend Comparison
Neither FTGU.DE nor JUHE.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGU.DE and JUHE.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JUHE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JUHE.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for FTGU.DE.
They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.65% for FTGU.DE and 0.20% for JUHE.DE.
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