FTGU.DE vs. SC0H.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and SC0H.DE (Invesco MSCI USA UCITS ETF) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while SC0H.DE tracks the MSCI USA. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 13.48%/yr for SC0H.DE. Their correlation of 0.88 suggests significant overlap in exposure. FTGU.DE charges 0.65%/yr vs 0.05%/yr for SC0H.DE.
Performance
FTGU.DE vs. SC0H.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 SC0H.DE's 13.12% 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*
- —
SC0H.DE
- 1D
- 0.28%
- 1M
- 1.63%
- 6M
- 12.11%
- YTD
- 13.12%
- 1Y
- 23.38%
- 3Y*
- 19.55%
- 5Y*
- 13.48%
- 10Y*
- 14.66%
FTGU.DE vs. SC0H.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% |
SC0H.DE Invesco MSCI USA UCITS ETF | 13.12% | 4.77% | 32.56% | 23.59% | -15.54% | 38.99% | 9.76% | 35.07% | -1.12% | 4.58% |
Correlation
The correlation between FTGU.DE and SC0H.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 17, 2017 | 0.88 |
The correlation between FTGU.DE and SC0H.DE shifts across timeframes, from 0.77 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTGU.DE vs. SC0H.DE — Risk / Return Rank
FTGU.DE
SC0H.DE
FTGU.DE vs. SC0H.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 Invesco MSCI USA UCITS ETF (SC0H.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 | SC0H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 7.52 | 3.18 | +4.33 |
| Martin ratioReturn relative to average drawdown | 19.59 | 10.91 | +8.68 |
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Drawdowns
FTGU.DE vs. SC0H.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than SC0H.DE's maximum drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and SC0H.DE.
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Drawdown Indicators
| FTGU.DE | SC0H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -41.34% | -58.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -7.32% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -23.65% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -23.65% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -3.21% | -0.11% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -8.50% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.14% | -0.72% |
Volatility
FTGU.DE vs. SC0H.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 Invesco MSCI USA UCITS ETF (SC0H.DE) at 2.84%. This indicates that FTGU.DE's price experiences larger fluctuations and is considered to be riskier than SC0H.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 | SC0H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 2.84% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 8.01% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 12.03% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 15.45% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,531.53% | 16.22% | +132,515.31% |
FTGU.DE vs. SC0H.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than SC0H.DE's 0.05% expense ratio.
Dividends
FTGU.DE vs. SC0H.DE - Dividend Comparison
Neither FTGU.DE nor SC0H.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGU.DE and SC0H.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.65% for FTGU.DE.
FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while SC0H.DE tracks MSCI USA. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.65% for FTGU.DE and 0.05% for SC0H.DE.
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