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SC0H.DE vs. FTGU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0H.DE vs. FTGU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF (SC0H.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, SC0H.DE achieves a 13.12% return, which is significantly lower than FTGU.DE's 16.48% return.


SC0H.DE

1D
0.28%
1M
1.63%
6M
12.11%
YTD
13.12%
1Y
23.38%
3Y*
19.55%
5Y*
13.48%
10Y*
14.66%

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)

SC0H.DE vs. FTGU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0H.DE
Invesco MSCI USA UCITS ETF
13.12%4.77%32.56%23.59%-15.54%38.99%9.76%35.07%-1.12%4.58%
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%29.47%-6.78%7.36%

Correlation

The correlation between SC0H.DE and FTGU.DE is 0.77, 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

0.77

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

0.80

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

0.86

Correlation (All Time)
Calculated using the full available price history since May 17, 2017

0.88

The correlation between SC0H.DE and FTGU.DE shifts across timeframes, from 0.77 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SC0H.DE vs. FTGU.DE — Risk / Return Rank

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

SC0H.DE
SC0H.DE Risk / Return Rank: 7575
Overall Rank
SC0H.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 7474
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.

SC0H.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.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.


SC0H.DEFTGU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

3.18

7.52

-4.33

Martin ratioReturn relative to average drawdown

10.91

19.59

-8.68

SC0H.DE vs. FTGU.DE - Sharpe Ratio Comparison

The current SC0H.DE Sharpe Ratio is 1.94, which is comparable to the FTGU.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of SC0H.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

SC0H.DE vs. FTGU.DE - Drawdown Comparison

The maximum SC0H.DE drawdown since its inception was -41.34%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and FTGU.DE.


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Drawdown Indicators


SC0H.DEFTGU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.34%

-99.98%

+58.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-3.70%

-3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-23.65%

-24.38%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-23.65%

-24.38%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-0.11%

-3.21%

+3.10%

Average Drawdown

Average peak-to-trough decline

-8.50%

-5.12%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.42%

+0.72%

Volatility

SC0H.DE vs. FTGU.DE - Volatility Comparison

The current volatility for Invesco MSCI USA UCITS ETF (SC0H.DE) is 2.84%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.76%. This indicates that SC0H.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


SC0H.DEFTGU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

3.76%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

8.22%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

12.21%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

15.48%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

132,531.53%

-132,515.31%

SC0H.DE vs. FTGU.DE - Expense Ratio Comparison

SC0H.DE has a 0.05% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.


Dividends

SC0H.DE vs. FTGU.DE - Dividend Comparison

Neither SC0H.DE nor FTGU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC0H.DE and FTGU.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.65% for FTGU.DE.

SC0H.DE tracks MSCI USA, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.05% for SC0H.DE and 0.65% for FTGU.DE.

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