FTGU.DE vs. USUE.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while USUE.DE tracks the MSCI USA Select Factor Mix. Both are passively managed. Over the past 5 years, FTGU.DE returned 11.49%/yr vs 11.33%/yr for USUE.DE. Their correlation of 0.87 suggests significant overlap in exposure. FTGU.DE charges 0.65%/yr vs 0.25%/yr for USUE.DE.
Performance
FTGU.DE vs. USUE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FTGU.DE having a 16.48% return and USUE.DE slightly lower at 16.18%.
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
USUE.DE
- 1D
- -1.04%
- 1M
- 0.80%
- 6M
- 13.01%
- YTD
- 16.18%
- 1Y
- 24.25%
- 3Y*
- 16.85%
- 5Y*
- 11.33%
- 10Y*
- —
FTGU.DE vs. USUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -9.76% |
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 16.18% | 0.99% | 25.07% | 12.96% | -8.61% | 35.62% | -6.54% | 32.71% | -12.55% |
Correlation
The correlation between FTGU.DE and USUE.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2018 | 0.87 |
The correlation between FTGU.DE and USUE.DE has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
FTGU.DE vs. USUE.DE — Risk / Return Rank
FTGU.DE
USUE.DE
FTGU.DE vs. USUE.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) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 7.52 | 4.94 | +2.58 |
| Martin ratioReturn relative to average drawdown | 19.59 | 16.68 | +2.91 |
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Drawdowns
FTGU.DE vs. USUE.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than USUE.DE's maximum drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and USUE.DE.
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Drawdown Indicators
| FTGU.DE | USUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -39.26% | -60.72% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -4.89% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -20.79% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -20.79% | -3.59% |
Current DrawdownCurrent decline from peak | -3.21% | -1.75% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -5.59% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 1.45% | -0.03% |
Volatility
FTGU.DE vs. USUE.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 UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) at 3.21%. This indicates that FTGU.DE's price experiences larger fluctuations and is considered to be riskier than USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 3.21% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 7.97% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 11.36% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 14.46% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,531.53% | 16.88% | +132,514.65% |
FTGU.DE vs. USUE.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than USUE.DE's 0.25% expense ratio.
Dividends
FTGU.DE vs. USUE.DE - Dividend Comparison
Neither FTGU.DE nor USUE.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGU.DE and USUE.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USUE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USUE.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for FTGU.DE.
FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while USUE.DE tracks MSCI USA Select Factor Mix. They also come from different issuers: First Trust and UBS. Their fees differ too: 0.65% for FTGU.DE and 0.25% for USUE.DE.
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