JUHE.DE vs. FTGU.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds. JUHE.DE is actively managed, while FTGU.DE is passively managed. Over the past 3 years, JUHE.DE returned 17.13%/yr vs 16.81%/yr for FTGU.DE. A 0.69 correlation means they provide meaningful diversification when combined. JUHE.DE charges 0.20%/yr vs 0.65%/yr for FTGU.DE.
Performance
JUHE.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JUHE.DE achieves a 7.89% return, which is significantly lower than FTGU.DE's 16.48% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 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*
- —
JUHE.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 7.89% | 14.34% | 23.03% | 25.17% | -19.09% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.92% | -6.28% |
Correlation
The correlation between JUHE.DE and FTGU.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2022 | 0.69 |
The correlation between JUHE.DE and FTGU.DE has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.
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Return for Risk
JUHE.DE vs. FTGU.DE — Risk / Return Rank
JUHE.DE
FTGU.DE
JUHE.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.
| JUHE.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 7.52 | -5.31 |
| Martin ratioReturn relative to average drawdown | 8.94 | 19.59 | -10.65 |
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Drawdowns
JUHE.DE vs. FTGU.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for JUHE.DE and FTGU.DE.
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Drawdown Indicators
| JUHE.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -99.98% | +76.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -3.70% | -4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -24.38% | +5.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.38% | — |
Current DrawdownCurrent decline from peak | -0.72% | -3.21% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -5.12% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.42% | +0.69% |
Volatility
JUHE.DE vs. FTGU.DE - Volatility Comparison
The current volatility for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) is 2.70%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.76%. This indicates that JUHE.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
| JUHE.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.76% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 8.22% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 12.21% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.48% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 132,531.53% | -132,515.44% |
JUHE.DE vs. FTGU.DE - Expense Ratio Comparison
JUHE.DE has a 0.20% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
JUHE.DE vs. FTGU.DE - Dividend Comparison
Neither JUHE.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
JUHE.DE and FTGU.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JUHE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JUHE.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for FTGU.DE.
They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.20% for JUHE.DE and 0.65% for FTGU.DE.
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