UBUT.DE vs. FTGU.DE
UBUT.DE (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - UBUT.DE tracks the MSCI USA Quality while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, UBUT.DE returned 13.25%/yr vs 11.49%/yr for FTGU.DE. Their correlation of 0.82 suggests significant overlap in exposure. UBUT.DE charges 0.25%/yr vs 0.65%/yr for FTGU.DE.
Performance
UBUT.DE vs. FTGU.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UBUT.DE achieves a 13.85% return, which is significantly lower than FTGU.DE's 16.48% return.
UBUT.DE
- 1D
- -0.10%
- 1M
- 2.06%
- 6M
- 13.11%
- YTD
- 13.85%
- 1Y
- 26.75%
- 3Y*
- 18.99%
- 5Y*
- 13.25%
- 10Y*
- 15.76%
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
UBUT.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 13.85% | 4.94% | 28.23% | 31.58% | -19.43% | 39.75% | 10.58% | 41.48% | 1.10% | 6.13% |
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 UBUT.DE and FTGU.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 17, 2017 | 0.82 |
The correlation between UBUT.DE and FTGU.DE has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UBUT.DE vs. FTGU.DE — Risk / Return Rank
UBUT.DE
FTGU.DE
UBUT.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.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.
| UBUT.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 7.52 | -4.62 |
| Martin ratioReturn relative to average drawdown | 10.28 | 19.59 | -9.31 |
Loading charts...
Drawdowns
UBUT.DE vs. FTGU.DE - Drawdown Comparison
The maximum UBUT.DE drawdown since its inception was -30.49%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for UBUT.DE and FTGU.DE.
Loading charts...
Drawdown Indicators
| UBUT.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.49% | -99.98% | +69.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -3.70% | -5.50% |
Max Drawdown (3Y)Largest decline over 3 years | -24.78% | -24.38% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -24.38% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -30.49% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -3.21% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -5.12% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.42% | +1.18% |
Volatility
UBUT.DE vs. FTGU.DE - Volatility Comparison
The current volatility for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) is 3.31%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.76%. This indicates that UBUT.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.
Loading charts...
Volatility by Period
| UBUT.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.76% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 8.22% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 12.21% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 15.48% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 132,531.53% | -132,514.51% |
UBUT.DE vs. FTGU.DE - Expense Ratio Comparison
UBUT.DE has a 0.25% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
UBUT.DE vs. FTGU.DE - Dividend Comparison
UBUT.DE's dividend yield for the trailing twelve months is around 0.40%, while FTGU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.40% | 0.47% | 0.65% | 0.84% | 0.84% | 0.74% | 1.00% | 0.74% | 1.28% | 0.95% | 1.06% |
Frequently Asked Questions
UBUT.DE and FTGU.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUT.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for FTGU.DE.
UBUT.DE tracks MSCI USA Quality, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: UBS and First Trust. Their fees differ too: 0.25% for UBUT.DE and 0.65% for FTGU.DE.
Find the right allocation for UBUT.DE and FTGU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer