WTEF.DE vs. FTGU.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - WTEF.DE tracks the WisdomTree US Efficient Core UCITS while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past year, WTEF.DE returned 20.91% vs 25.18% for FTGU.DE. A 0.67 correlation means they provide meaningful diversification when combined. WTEF.DE charges 0.20%/yr vs 0.65%/yr for FTGU.DE.
Performance
WTEF.DE vs. FTGU.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTEF.DE achieves a 11.76% return, which is significantly lower than FTGU.DE's 16.48% return.
WTEF.DE
- 1D
- 0.00%
- 1M
- 1.97%
- 6M
- 11.04%
- YTD
- 11.76%
- 1Y
- 20.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
WTEF.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 11.76% | 3.44% | 28.84% | 12.65% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.88% |
Correlation
The correlation between WTEF.DE and FTGU.DE is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.67 |
The correlation between WTEF.DE and FTGU.DE has been stable across timeframes, ranging from 0.64 to 0.67 - 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
WTEF.DE vs. FTGU.DE — Risk / Return Rank
WTEF.DE
FTGU.DE
WTEF.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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.
| WTEF.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 7.52 | -6.46 |
| Martin ratioReturn relative to average drawdown | 1.87 | 19.59 | -17.71 |
Loading charts...
Drawdowns
WTEF.DE vs. FTGU.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and FTGU.DE.
Loading charts...
Drawdown Indicators
| WTEF.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -99.98% | +77.59% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -3.70% | -16.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.38% | — |
Current DrawdownCurrent decline from peak | -4.62% | -3.21% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -5.12% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.17% | 1.42% | +9.75% |
Volatility
WTEF.DE vs. FTGU.DE - Volatility Comparison
The current volatility for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) is 2.92%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.76%. This indicates that WTEF.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
| WTEF.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 3.76% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 8.22% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.67% | 12.21% | +13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 15.48% | +4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 132,531.53% | -132,511.71% |
WTEF.DE vs. FTGU.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
WTEF.DE vs. FTGU.DE - Dividend Comparison
Neither WTEF.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and FTGU.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEF.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for FTGU.DE.
WTEF.DE tracks WisdomTree US Efficient Core UCITS, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.20% for WTEF.DE and 0.65% for FTGU.DE.
Find the right allocation for WTEF.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