FTGU.DE vs. WTEF.DE
FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) and WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) are both Large Cap Blend Equities funds - FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index while WTEF.DE tracks the WisdomTree US Efficient Core UCITS. Both are passively managed. Over the past year, FTGU.DE returned 24.72% vs 20.33% for WTEF.DE. A 0.67 correlation means they provide meaningful diversification when combined. FTGU.DE charges 0.65%/yr vs 0.20%/yr for WTEF.DE.
Performance
FTGU.DE vs. WTEF.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 WTEF.DE's 11.10% 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*
- —
WTEF.DE
- 1D
- 0.00%
- 1M
- 1.93%
- 6M
- 9.31%
- YTD
- 11.10%
- 1Y
- 20.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTGU.DE vs. WTEF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.88% |
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 11.10% | 3.44% | 28.84% | 12.65% |
Correlation
The correlation between FTGU.DE and WTEF.DE is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.67 |
The correlation between FTGU.DE and WTEF.DE has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.
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Return for Risk
FTGU.DE vs. WTEF.DE — Risk / Return Rank
FTGU.DE
WTEF.DE
FTGU.DE vs. WTEF.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 WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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 | WTEF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 6.66 | 1.03 | +5.63 |
| Martin ratioReturn relative to average drawdown | 17.21 | 1.82 | +15.40 |
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Drawdowns
FTGU.DE vs. WTEF.DE - Drawdown Comparison
The maximum FTGU.DE drawdown since its inception was -99.98%, which is greater than WTEF.DE's maximum drawdown of -22.39%. Use the drawdown chart below to compare losses from any high point for FTGU.DE and WTEF.DE.
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Drawdown Indicators
| FTGU.DE | WTEF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -22.39% | -77.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -19.77% | +16.07% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | — | — |
Current DrawdownCurrent decline from peak | -3.21% | -5.19% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -6.10% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 11.18% | -9.75% |
Volatility
FTGU.DE vs. WTEF.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 WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) at 2.85%. This indicates that FTGU.DE's price experiences larger fluctuations and is considered to be riskier than WTEF.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 | WTEF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 2.85% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 9.44% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 25.56% | -13.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 19.80% | -4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132,503.00% | 19.80% | +132,483.20% |
FTGU.DE vs. WTEF.DE - Expense Ratio Comparison
FTGU.DE has a 0.65% expense ratio, which is higher than WTEF.DE's 0.20% expense ratio.
Dividends
FTGU.DE vs. WTEF.DE - Dividend Comparison
Neither FTGU.DE nor WTEF.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGU.DE and WTEF.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEF.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for FTGU.DE.
FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index, while WTEF.DE tracks WisdomTree US Efficient Core UCITS. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.65% for FTGU.DE and 0.20% for WTEF.DE.
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