GACA.DE vs. FTGU.DE
GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - GACA.DE tracks the Goldman Sachs ActiveBeta US Large Cap Equity while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, GACA.DE returned 12.60%/yr vs 11.49%/yr for FTGU.DE. Their correlation of 0.88 suggests significant overlap in exposure. GACA.DE charges 0.14%/yr vs 0.65%/yr for FTGU.DE.
Performance
GACA.DE vs. FTGU.DE - Performance Comparison
Loading charts...
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*
- —
GACA.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GACA.DE vs. FTGU.DE — Risk / Return Rank
GACA.DE
FTGU.DE
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.DE | FTGU.DE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| GACA.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.24% | -3.21% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -5.12% | -0.07% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| GACA.DE | FTGU.DE | Difference | |
|---|---|---|---|
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.
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.
Find the right allocation for GACA.DE and FTGU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer