FTGU.DE vs. UBUR.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 6.95%/yr for UBUR.DE. A 0.74 correlation means they provide meaningful diversification when combined. FTGU.DE charges 0.65%/yr vs 0.18%/yr for UBUR.DE.
Performance
FTGU.DE vs. UBUR.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 UBUR.DE's 6.90% 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*
- —
UBUR.DE
- 1D
- -0.16%
- 1M
- 3.27%
- 6M
- 5.01%
- YTD
- 6.90%
- 1Y
- 7.14%
- 3Y*
- 8.53%
- 5Y*
- 6.95%
- 10Y*
- 8.72%
FTGU.DE vs. UBUR.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% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 6.90% | -5.50% | 20.30% | 3.14% | -1.97% | 35.27% | -5.38% | 32.02% | 2.78% | 1.84% |
Correlation
The correlation between FTGU.DE and UBUR.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 17, 2017 | 0.74 |
Over the past year, the correlation between FTGU.DE and UBUR.DE has dropped to 0.25 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
FTGU.DE vs. UBUR.DE — Risk / Return Rank
FTGU.DE
UBUR.DE
FTGU.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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 | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.12 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 7.52 | 0.91 | +6.61 |
| Martin ratioReturn relative to average drawdown | 19.59 | 2.15 | +17.44 |
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Drawdowns
FTGU.DE vs. UBUR.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than UBUR.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and UBUR.DE.
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Drawdown Indicators
| FTGU.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -35.34% | -64.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -7.81% | +4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -14.40% | -9.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -14.40% | -9.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -3.21% | -5.57% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -5.83% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 3.31% | -1.89% |
Volatility
FTGU.DE vs. UBUR.DE - Volatility Comparison
First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) have volatilities of 3.76% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGU.DE | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 3.78% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 8.03% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 10.64% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 12.47% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,531.53% | 14.15% | +132,517.38% |
FTGU.DE vs. UBUR.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than UBUR.DE's 0.18% expense ratio.
Dividends
FTGU.DE vs. UBUR.DE - Dividend Comparison
FTGU.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.77% | 2.04% | 1.57% | 1.52% | 1.37% | 1.09% | 1.84% | 1.58% | 1.66% | 1.70% | 1.45% |
Frequently Asked Questions
FTGU.DE and UBUR.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for FTGU.DE.
FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: First Trust and UBS. Their fees differ too: 0.65% for FTGU.DE and 0.18% for UBUR.DE.
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