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FTGU.DE vs. MVEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGU.DE vs. MVEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGU.DE vs. MVEA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTGU.DE
FTGU.DE Risk / Return Rank: 9090
Overall Rank
FTGU.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FTGU.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
FTGU.DE Omega Ratio Rank: 8585
Omega Ratio Rank
FTGU.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTGU.DE Martin Ratio Rank: 9393
Martin Ratio Rank

MVEA.DE
MVEA.DE Risk / Return Rank: 2121
Overall Rank
MVEA.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MVEA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
MVEA.DE Omega Ratio Rank: 1818
Omega Ratio Rank
MVEA.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
MVEA.DE Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEMVEA.DEDifference
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

FTGU.DE vs. MVEA.DE - Sharpe Ratio Comparison

The current FTGU.DE Sharpe Ratio is 2.31, which is higher than the MVEA.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FTGU.DE and MVEA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DEMVEA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.21%

-8.70%

+5.49%

Average Drawdown

Average peak-to-trough decline

-5.12%

-5.47%

+0.35%

Ulcer Index

Depth 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.DEMVEA.DEDifference

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.


Tickers have no history of dividend payments

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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