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

Performance

FTGU.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

UBUR.DE
UBUR.DE Risk / Return Rank: 2222
Overall Rank
UBUR.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 2020
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 2222
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. 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.DEUBUR.DEDifference
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

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

The current FTGU.DE Sharpe Ratio is 2.31, which is higher than the UBUR.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FTGU.DE and UBUR.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. 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.DEUBUR.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.21%

-5.57%

+2.36%

Average Drawdown

Average peak-to-trough decline

-5.12%

-5.83%

+0.71%

Ulcer Index

Depth 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.DEUBUR.DEDifference

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%.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

Find the right allocation for FTGU.DE and UBUR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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