SXR4.DE vs. FTGU.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - SXR4.DE tracks the MSCI USA while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, SXR4.DE returned 12.96%/yr vs 11.49%/yr for FTGU.DE. Their correlation of 0.88 suggests significant overlap in exposure. SXR4.DE charges 0.07%/yr vs 0.65%/yr for FTGU.DE.
Performance
SXR4.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR4.DE achieves a 11.74% return, which is significantly lower than FTGU.DE's 16.48% return.
SXR4.DE
- 1D
- -1.21%
- 1M
- 0.88%
- 6M
- 9.43%
- YTD
- 11.74%
- 1Y
- 21.27%
- 3Y*
- 18.69%
- 5Y*
- 12.96%
- 10Y*
- 14.15%
FTGU.DE
- 1D
- -0.37%
- 1M
- -1.11%
- 6M
- 11.47%
- YTD
- 16.48%
- 1Y
- 24.72%
- 3Y*
- 16.45%
- 5Y*
- 11.49%
- 10Y*
- —
SXR4.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.74% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | 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 SXR4.DE and FTGU.DE is 0.76, 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 | 0.76 |
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 SXR4.DE and FTGU.DE shifts across timeframes, from 0.76 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR4.DE vs. FTGU.DE — Risk / Return Rank
SXR4.DE
FTGU.DE
SXR4.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.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.
| SXR4.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 6.66 | -3.78 |
| Martin ratioReturn relative to average drawdown | 9.92 | 17.21 | -7.29 |
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Drawdowns
SXR4.DE vs. FTGU.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and FTGU.DE.
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Drawdown Indicators
| SXR4.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -99.98% | +65.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -3.70% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -24.38% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -24.38% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | — | — |
Current DrawdownCurrent decline from peak | -1.32% | -3.21% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -5.12% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.43% | +0.71% |
Volatility
SXR4.DE vs. FTGU.DE - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 3.03%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.74%. This indicates that SXR4.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
| SXR4.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.74% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 8.07% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.94% | 12.01% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 15.48% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 132,503.00% | -132,486.78% |
SXR4.DE vs. FTGU.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
SXR4.DE vs. FTGU.DE - Dividend Comparison
Neither SXR4.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR4.DE and FTGU.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.65% for FTGU.DE.
SXR4.DE tracks MSCI USA, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.07% for SXR4.DE and 0.65% for FTGU.DE.
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