OEFA vs. FTGC
OEFA (ALPS O'Shares International Developed Quality Dividend ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - OEFA is a International Equity fund tracking the O’Shares International Developed Quality Dividend Index, while FTGC is a Commodities fund actively managed by First Trust. OEFA is passively managed, while FTGC is actively managed. At a correlation of -0.05, they often move in opposite directions. OEFA charges 0.48%/yr vs 0.95%/yr for FTGC.
Performance
OEFA vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, OEFA achieves a 2.69% return, which is significantly lower than FTGC's 16.89% return.
OEFA
- 1D
- 0.30%
- 1M
- 1.18%
- YTD
- 2.69%
- 6M
- 2.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTGC
- 1D
- -1.65%
- 1M
- -8.90%
- YTD
- 16.89%
- 6M
- 15.85%
- 1Y
- 28.35%
- 3Y*
- 13.63%
- 5Y*
- 11.70%
- 10Y*
- 6.98%
OEFA vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OEFA ALPS O'Shares International Developed Quality Dividend ETF | 2.69% | 0.73% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 16.89% | 4.00% |
Correlation
The correlation between OEFA and FTGC is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | -0.05 |
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Return for Risk
OEFA vs. FTGC — Risk / Return Rank
OEFA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FTGC
OEFA vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS O'Shares International Developed Quality Dividend ETF (OEFA) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.
| OEFA | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.31 | — |
| Martin ratioReturn relative to average drawdown | — | 9.40 | — |
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Drawdowns
OEFA vs. FTGC - Drawdown Comparison
The maximum OEFA drawdown since its inception was -13.54%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for OEFA and FTGC.
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Drawdown Indicators
| OEFA | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.54% | -59.47% | +45.93% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.34% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.91% | — |
Current DrawdownCurrent decline from peak | -3.54% | -12.34% | +8.80% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -27.33% | +23.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.02% | — |
Volatility
OEFA vs. FTGC - Volatility Comparison
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Volatility by Period
| OEFA | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.33% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.32% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 15.64% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 15.89% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 14.72% | +2.93% |
OEFA vs. FTGC - Expense Ratio Comparison
OEFA has a 0.48% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
OEFA vs. FTGC - Dividend Comparison
OEFA's dividend yield for the trailing twelve months is around 1.45%, less than FTGC's 16.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 16.40% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
OEFA ALPS O'Shares International Developed Quality Dividend ETF | 1.45% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OEFA and FTGC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OEFA is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OEFA is cheaper with a 0.48% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 16.40%, compared with 1.45% for OEFA.
OEFA is categorized as International Equity, while FTGC is Commodities. They also come from different issuers: ALPS and First Trust. Their fees differ too: 0.48% for OEFA and 0.95% for FTGC.
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