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OP2E.DE vs. FTGE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OP2E.DE vs. FTGE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Bloomberg Eurozone PAB NR UCITS ETF (EUR) (OP2E.DE) and First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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, OP2E.DE achieves a 6.95% return, which is significantly lower than FTGE.DE's 13.73% return.


OP2E.DE

1D
0.77%
1M
3.64%
YTD
6.95%
6M
8.04%
1Y
12.68%
3Y*
11.48%
5Y*
10Y*

FTGE.DE

1D
0.51%
1M
0.87%
YTD
13.73%
6M
16.65%
1Y
29.62%
3Y*
22.56%
5Y*
11.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OP2E.DE vs. FTGE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
OP2E.DE
Ossiam Bloomberg Eurozone PAB NR UCITS ETF (EUR)
6.95%15.46%7.37%19.25%0.85%
FTGE.DE
First Trust Eurozone AlphaDEX UCITS ETF Acc
13.73%39.79%9.52%12.43%2.54%

Correlation

The correlation between OP2E.DE and FTGE.DE is 0.81, 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

0.81

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

0.80

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2022

0.82

The correlation between OP2E.DE and FTGE.DE has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

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Return for Risk

OP2E.DE vs. FTGE.DE — Risk / Return Rank

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

OP2E.DE
OP2E.DE Risk / Return Rank: 2525
Overall Rank
OP2E.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
OP2E.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
OP2E.DE Omega Ratio Rank: 2525
Omega Ratio Rank
OP2E.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
OP2E.DE Martin Ratio Rank: 2727
Martin Ratio Rank

FTGE.DE
FTGE.DE Risk / Return Rank: 6666
Overall Rank
FTGE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FTGE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
FTGE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
FTGE.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
FTGE.DE Martin Ratio Rank: 6767
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.

OP2E.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Bloomberg Eurozone PAB NR UCITS ETF (EUR) (OP2E.DE) and First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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.


OP2E.DEFTGE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

1.16

1.40

-0.24

Calmar ratioReturn relative to maximum drawdown

1.08

3.27

-2.20

Martin ratioReturn relative to average drawdown

3.64

12.30

-8.66

OP2E.DE vs. FTGE.DE - Sharpe Ratio Comparison

The current OP2E.DE Sharpe Ratio is 0.86, which is lower than the FTGE.DE Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of OP2E.DE and FTGE.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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Sharpe Ratios by Period


OP2E.DEFTGE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.16

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.88

-0.03

Drawdowns

OP2E.DE vs. FTGE.DE - Drawdown Comparison

The maximum OP2E.DE drawdown since its inception was -16.56%, smaller than the maximum FTGE.DE drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for OP2E.DE and FTGE.DE.


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Drawdown Indicators


OP2E.DEFTGE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.56%

-26.63%

+10.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-9.38%

-2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-16.12%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.85%

-5.40%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.50%

+1.03%

Volatility

OP2E.DE vs. FTGE.DE - Volatility Comparison

Ossiam Bloomberg Eurozone PAB NR UCITS ETF (EUR) (OP2E.DE) has a higher volatility of 4.94% compared to First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) at 3.83%. This indicates that OP2E.DE's price experiences larger fluctuations and is considered to be riskier than FTGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OP2E.DEFTGE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

3.83%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

11.63%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

14.23%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

17.58%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.18%

18.41%

-3.23%

OP2E.DE vs. FTGE.DE - Expense Ratio Comparison

OP2E.DE has a 0.17% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.


Dividends

OP2E.DE vs. FTGE.DE - Dividend Comparison

Neither OP2E.DE nor FTGE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OP2E.DE and FTGE.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OP2E.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OP2E.DE is cheaper with a 0.17% expense ratio, compared with 0.65% for FTGE.DE.

OP2E.DE tracks Bloomberg PAB Eurozone DM Large & Mid Cap, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. They also come from different issuers: Natixis and First Trust. Their fees differ too: 0.17% for OP2E.DE and 0.65% for FTGE.DE.

Portfolio Optimizer

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