FTGU.DE vs. MVEA.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 5.85%/yr for MVEA.DE. A 0.78 correlation means they provide meaningful diversification when combined. FTGU.DE charges 0.65%/yr vs 0.20%/yr for MVEA.DE.
Performance
FTGU.DE vs. MVEA.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 MVEA.DE's 4.28% 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*
- —
MVEA.DE
- 1D
- -0.92%
- 1M
- 1.61%
- 6M
- 3.85%
- YTD
- 4.28%
- 1Y
- 5.29%
- 3Y*
- 7.65%
- 5Y*
- 5.85%
- 10Y*
- —
FTGU.DE vs. MVEA.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% | 26.24% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 4.28% | -7.05% | 19.63% | 8.85% | -6.84% | 34.80% | 5.76% |
Correlation
The correlation between FTGU.DE and MVEA.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.78 |
Over the past year, the correlation between FTGU.DE and MVEA.DE has dropped to 0.53 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
FTGU.DE vs. MVEA.DE — Risk / Return Rank
FTGU.DE
MVEA.DE
FTGU.DE vs. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.11 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 7.52 | 1.06 | +6.46 |
| Martin ratioReturn relative to average drawdown | 19.59 | 2.50 | +17.08 |
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Drawdowns
FTGU.DE vs. MVEA.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than MVEA.DE's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and MVEA.DE.
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Drawdown Indicators
| FTGU.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -17.51% | -82.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -4.97% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -17.51% | -6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -17.51% | -6.87% |
Current DrawdownCurrent decline from peak | -3.21% | -8.70% | +5.49% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -5.47% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.11% | -0.69% |
Volatility
FTGU.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.71%. This indicates that FTGU.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 2.71% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 6.26% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 9.09% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 12.30% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,531.53% | 12.72% | +132,518.81% |
FTGU.DE vs. MVEA.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than MVEA.DE's 0.20% expense ratio.
Dividends
FTGU.DE vs. MVEA.DE - Dividend Comparison
Neither FTGU.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGU.DE and MVEA.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.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 MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FTGU.DE and 0.20% for MVEA.DE.
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