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

Performance

GACA.DE vs. FTGU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) and First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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, GACA.DE achieves a 12.91% return, which is significantly lower than FTGU.DE's 16.48% return.


GACA.DE

1D
-0.17%
1M
1.01%
6M
11.74%
YTD
12.91%
1Y
20.60%
3Y*
18.22%
5Y*
12.60%
10Y*

FTGU.DE

1D
-0.23%
1M
-1.01%
6M
12.79%
YTD
16.48%
1Y
25.18%
3Y*
16.81%
5Y*
11.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
GACA.DE
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)
12.91%3.94%29.59%21.02%-14.66%38.65%7.34%-3.28%
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%4.30%

Correlation

The correlation between GACA.DE and FTGU.DE is 0.80, 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2019

0.88

The correlation between GACA.DE and FTGU.DE has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

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Return for Risk

GACA.DE vs. FTGU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GACA.DE
GACA.DE Risk / Return Rank: 5656
Overall Rank
GACA.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GACA.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
GACA.DE Omega Ratio Rank: 5454
Omega Ratio Rank
GACA.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
GACA.DE Martin Ratio Rank: 5858
Martin Ratio Rank

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
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.

GACA.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) and First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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.


GACA.DEFTGU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.28

1.41

-0.13

Calmar ratioReturn relative to maximum drawdown

2.35

7.52

-5.17

Martin ratioReturn relative to average drawdown

8.25

19.59

-11.34

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

The current GACA.DE Sharpe Ratio is 1.54, which is lower than the FTGU.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of GACA.DE and FTGU.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

GACA.DE vs. FTGU.DE - Drawdown Comparison

The maximum GACA.DE drawdown since its inception was -33.49%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for GACA.DE and FTGU.DE.


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Drawdown Indicators


GACA.DEFTGU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-99.98%

+66.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-3.70%

-5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-23.68%

-24.38%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

-24.38%

+0.70%

Current Drawdown

Current decline from peak

-1.24%

-3.21%

+1.97%

Average Drawdown

Average peak-to-trough decline

-5.19%

-5.12%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.42%

+1.07%

Volatility

GACA.DE vs. FTGU.DE - Volatility Comparison

The current volatility for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) is 3.53%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.76%. This indicates that GACA.DE experiences smaller price fluctuations and is considered to be less risky than FTGU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GACA.DEFTGU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.76%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

8.22%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.34%

12.21%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

15.48%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

132,531.53%

-132,513.97%

GACA.DE vs. FTGU.DE - Expense Ratio Comparison

GACA.DE has a 0.14% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.


Dividends

GACA.DE vs. FTGU.DE - Dividend Comparison

Neither GACA.DE nor FTGU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GACA.DE and FTGU.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GACA.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GACA.DE is cheaper with a 0.14% expense ratio, compared with 0.65% for FTGU.DE.

GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: Goldman Sachs and First Trust. Their fees differ too: 0.14% for GACA.DE and 0.65% for FTGU.DE.

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