XDDX.DE vs. FTGE.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) are both Europe Equities funds - XDDX.DE tracks the FSE DAX TR EUR while FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone. Both are passively managed. Over the past 5 years, XDDX.DE returned 8.66%/yr vs 12.07%/yr for FTGE.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDDX.DE charges 0.09%/yr vs 0.65%/yr for FTGE.DE.
Performance
XDDX.DE vs. FTGE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than FTGE.DE's 13.39% return.
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
FTGE.DE
- 1D
- 0.00%
- 1M
- -1.23%
- 6M
- 8.98%
- YTD
- 13.39%
- 1Y
- 26.52%
- 3Y*
- 20.82%
- 5Y*
- 12.07%
- 10Y*
- —
XDDX.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 15.21% | 30.89% |
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.39% | 39.79% | 9.52% | 12.43% | -14.37% | 20.47% | 26.65% |
Correlation
The correlation between XDDX.DE and FTGE.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 18, 2020 | 0.87 |
The correlation between XDDX.DE and FTGE.DE has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
XDDX.DE vs. FTGE.DE — Risk / Return Rank
XDDX.DE
FTGE.DE
XDDX.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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.
| XDDX.DE | FTGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 2.84 | -2.33 |
| Martin ratioReturn relative to average drawdown | 1.44 | 10.81 | -9.37 |
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Drawdowns
XDDX.DE vs. FTGE.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, which is greater than FTGE.DE's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and FTGE.DE.
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Drawdown Indicators
| XDDX.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -26.63% | -12.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -9.38% | -2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -16.12% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -26.63% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | — | — |
Current DrawdownCurrent decline from peak | -2.10% | -1.56% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -5.33% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 2.46% | +1.77% |
Volatility
XDDX.DE vs. FTGE.DE - Volatility Comparison
Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) has a higher volatility of 3.88% compared to First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) at 3.69%. This indicates that XDDX.DE's price experiences larger fluctuations and is considered to be riskier than FTGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDDX.DE | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.69% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 12.29% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 14.48% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 17.50% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 18.33% | -0.26% |
XDDX.DE vs. FTGE.DE - Expense Ratio Comparison
XDDX.DE has a 0.09% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.
Dividends
XDDX.DE vs. FTGE.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while FTGE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
Frequently Asked Questions
XDDX.DE and FTGE.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for FTGE.DE.
XDDX.DE tracks FSE DAX TR EUR, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.09% for XDDX.DE and 0.65% for FTGE.DE.
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