XDUK.DE vs. FTGE.DE
XDUK.DE (Xtrackers FTSE 100 UCITS ETF 1C) and FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) are both Europe Equities funds - XDUK.DE tracks the FTSE AllSh TR GBP while FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone. Both are passively managed. Over the past 5 years, XDUK.DE returned 11.55%/yr vs 11.59%/yr for FTGE.DE. A 0.72 correlation means they provide meaningful diversification when combined. XDUK.DE charges 0.09%/yr vs 0.65%/yr for FTGE.DE.
Performance
XDUK.DE vs. FTGE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDUK.DE achieves a 6.84% return, which is significantly lower than FTGE.DE's 13.73% return.
XDUK.DE
- 1D
- 0.16%
- 1M
- -0.51%
- YTD
- 6.84%
- 6M
- 9.86%
- 1Y
- 17.54%
- 3Y*
- 14.66%
- 5Y*
- 11.55%
- 10Y*
- 7.99%
FTGE.DE
- 1D
- 0.51%
- 1M
- 0.87%
- YTD
- 13.73%
- 6M
- 16.65%
- 1Y
- 29.62%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
XDUK.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDUK.DE Xtrackers FTSE 100 UCITS ETF 1C | 6.84% | 20.16% | 14.10% | 9.87% | -1.71% | 25.10% | 9.67% |
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.73% | 39.79% | 9.52% | 12.43% | -14.37% | 20.47% | 24.16% |
Correlation
The correlation between XDUK.DE and FTGE.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 (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since May 19, 2020 | 0.72 |
The correlation between XDUK.DE and FTGE.DE shifts across timeframes, from 0.62 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDUK.DE vs. FTGE.DE — Risk / Return Rank
XDUK.DE
FTGE.DE
XDUK.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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.
| XDUK.DE | FTGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.27 | -1.03 |
| Martin ratioReturn relative to average drawdown | 7.89 | 12.30 | -4.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDUK.DE | FTGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 2.16 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.65 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.88 | -0.45 |
Drawdowns
XDUK.DE vs. FTGE.DE - Drawdown Comparison
The maximum XDUK.DE drawdown since its inception was -39.87%, 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 XDUK.DE and FTGE.DE.
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Drawdown Indicators
| XDUK.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -26.63% | -13.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -9.38% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -17.05% | -16.12% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -17.05% | -26.63% | +9.58% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | — | — |
Current DrawdownCurrent decline from peak | -2.86% | 0.00% | -2.86% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -5.40% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.50% | -0.28% |
Volatility
XDUK.DE vs. FTGE.DE - Volatility Comparison
Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) has a higher volatility of 4.93% compared to First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) at 3.83%. This indicates that XDUK.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
| XDUK.DE | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.83% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 11.63% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 14.23% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 17.58% | -3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 18.41% | -1.63% |
XDUK.DE vs. FTGE.DE - Expense Ratio Comparison
XDUK.DE has a 0.09% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.
Dividends
XDUK.DE vs. FTGE.DE - Dividend Comparison
Neither XDUK.DE nor FTGE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDUK.DE and FTGE.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, XDUK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for FTGE.DE.
XDUK.DE tracks FTSE AllSh TR GBP, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.09% for XDUK.DE and 0.65% for FTGE.DE.
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