FTGU.DE vs. USCP.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 9.73%/yr for USCP.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.65% expense ratio.
Performance
FTGU.DE vs. USCP.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 USCP.DE's 5.88% 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*
- —
USCP.DE
- 1D
- 0.00%
- 1M
- 3.42%
- 6M
- 4.15%
- YTD
- 5.88%
- 1Y
- 9.99%
- 3Y*
- 10.84%
- 5Y*
- 9.73%
- 10Y*
- 13.01%
FTGU.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 5.88% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 1.54% |
Correlation
The correlation between FTGU.DE and USCP.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 17, 2017 | 0.86 |
Over the past year, the correlation between FTGU.DE and USCP.DE has dropped to 0.58 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
FTGU.DE vs. USCP.DE — Risk / Return Rank
FTGU.DE
USCP.DE
FTGU.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.17 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 7.52 | 1.41 | +6.10 |
| Martin ratioReturn relative to average drawdown | 19.59 | 4.20 | +15.38 |
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Drawdowns
FTGU.DE vs. USCP.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than USCP.DE's maximum drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and USCP.DE.
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Drawdown Indicators
| FTGU.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -34.80% | -65.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -7.04% | +3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -19.22% | -5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -19.22% | -5.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -3.21% | -3.07% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -4.88% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.37% | -0.95% |
Volatility
FTGU.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 2.89%. This indicates that FTGU.DE's price experiences larger fluctuations and is considered to be riskier than USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 2.89% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 7.52% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 10.17% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 14.48% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,531.53% | 16.10% | +132,515.43% |
FTGU.DE vs. USCP.DE - Expense Ratio Comparison
Both FTGU.DE and USCP.DE have an expense ratio of 0.65%.
Dividends
FTGU.DE vs. USCP.DE - Dividend Comparison
Neither FTGU.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGU.DE and USCP.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FTGU.DE and USCP.DE have the same expense ratio: 0.65% per year.
FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: First Trust and Natixis.
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