FTGU.DE vs. SXRU.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 10.58%/yr for SXRU.DE. Their correlation of 0.86 suggests significant overlap in exposure. FTGU.DE charges 0.65%/yr vs 0.33%/yr for SXRU.DE.
Performance
FTGU.DE vs. SXRU.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 SXRU.DE's 11.73% return.
FTGU.DE
- 1D
- -0.37%
- 1M
- -1.11%
- 6M
- 11.47%
- YTD
- 16.48%
- 1Y
- 24.72%
- 3Y*
- 16.45%
- 5Y*
- 11.49%
- 10Y*
- —
SXRU.DE
- 1D
- -0.66%
- 1M
- 1.64%
- 6M
- 7.98%
- YTD
- 11.73%
- 1Y
- 20.81%
- 3Y*
- 15.14%
- 5Y*
- 10.58%
- 10Y*
- 12.18%
FTGU.DE vs. SXRU.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% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 11.73% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 10.79% |
Correlation
The correlation between FTGU.DE and SXRU.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
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 | 0.86 |
The correlation between FTGU.DE and SXRU.DE has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
FTGU.DE vs. SXRU.DE — Risk / Return Rank
FTGU.DE
SXRU.DE
FTGU.DE vs. SXRU.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 Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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 | SXRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 6.66 | 2.84 | +3.82 |
| Martin ratioReturn relative to average drawdown | 17.21 | 9.51 | +7.71 |
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Drawdowns
FTGU.DE vs. SXRU.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than SXRU.DE's maximum drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and SXRU.DE.
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Drawdown Indicators
| FTGU.DE | SXRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -36.09% | -63.89% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -7.30% | +3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -21.13% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -21.13% | -3.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.09% | — |
Current DrawdownCurrent decline from peak | -3.21% | -0.99% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -5.36% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 2.18% | -0.75% |
Volatility
FTGU.DE vs. SXRU.DE - Volatility Comparison
First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a higher volatility of 3.74% compared to iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) at 2.46%. This indicates that FTGU.DE's price experiences larger fluctuations and is considered to be riskier than SXRU.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 | SXRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 2.46% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 8.35% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 11.81% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 14.04% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,503.00% | 15.99% | +132,487.01% |
FTGU.DE vs. SXRU.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than SXRU.DE's 0.33% expense ratio.
Dividends
FTGU.DE vs. SXRU.DE - Dividend Comparison
Neither FTGU.DE nor SXRU.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGU.DE and SXRU.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRU.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRU.DE is cheaper with a 0.33% expense ratio, compared with 0.65% for FTGU.DE.
FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while SXRU.DE tracks Dow Jones Industrial Average. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FTGU.DE and 0.33% for SXRU.DE.
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