SXRU.DE vs. FTGU.DE
SXRU.DE (iShares Dow Jones Industrial Average 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 - SXRU.DE tracks the Dow Jones Industrial Average while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, SXRU.DE returned 10.73%/yr vs 11.58%/yr for FTGU.DE. Their correlation of 0.86 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.65%/yr for FTGU.DE.
Performance
SXRU.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 12.48% return, which is significantly lower than FTGU.DE's 16.92% return.
SXRU.DE
- 1D
- 0.16%
- 1M
- 2.73%
- 6M
- 8.55%
- YTD
- 12.48%
- 1Y
- 24.39%
- 3Y*
- 15.80%
- 5Y*
- 10.73%
- 10Y*
- 12.32%
FTGU.DE
- 1D
- 0.14%
- 1M
- -0.47%
- 6M
- 11.61%
- YTD
- 16.92%
- 1Y
- 28.40%
- 3Y*
- 16.95%
- 5Y*
- 11.58%
- 10Y*
- —
SXRU.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 12.48% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 10.79% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.92% | 2.82% | 23.34% | 10.92% | -7.47% | 38.46% | 2.87% | 29.47% | -6.78% | 7.36% |
Correlation
The correlation between SXRU.DE and FTGU.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
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 | 0.86 |
The correlation between SXRU.DE and FTGU.DE has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. FTGU.DE — Risk / Return Rank
SXRU.DE
FTGU.DE
SXRU.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
| SXRU.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.42 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 7.64 | -4.32 |
| Martin ratioReturn relative to average drawdown | 11.13 | 19.97 | -8.83 |
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Drawdowns
SXRU.DE vs. FTGU.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and FTGU.DE.
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Drawdown Indicators
| SXRU.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -99.98% | +63.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -3.70% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -24.38% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -24.38% | +3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | -0.34% | -2.85% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.12% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.42% | +0.76% |
Volatility
SXRU.DE vs. FTGU.DE - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 2.35%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.76%. This indicates that SXRU.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
| SXRU.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 3.76% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 8.21% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.92% | 12.21% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 15.48% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 132,531.53% | -132,515.54% |
SXRU.DE vs. FTGU.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
SXRU.DE vs. FTGU.DE - Dividend Comparison
Neither SXRU.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and FTGU.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRU.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRU.DE is cheaper with a 0.33% expense ratio, compared with 0.65% for FTGU.DE.
SXRU.DE tracks Dow Jones Industrial Average, 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: 0.33% for SXRU.DE and 0.65% for FTGU.DE.
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