- ISIN
- US33734X1845
- CUSIP
- 33734X184
- Issuer
- First Trust
- Inception Date
- May 8, 2007
- Region
- North America (U.S.)
- Category
- Utilities Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- StrataQuant Utilities Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
- Assets Under Management
- $831M
Highlights
- Avg. Volume (1M)
- 236K
- Avg. Volume Value (1M)
- $11.71M
Share Price Chart
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Performance
FXU Performance Chart
First Trust Utilities AlphaDEX Fund (FXU) is up 8.7% since the beginning of the year. FXU is currently trading at $48 per share. Investors who bought $1,000 worth of FXU shares 5 years ago would now be looking at an investment worth $1,770.
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Compare this symbol against anything
Returns By Period
First Trust Utilities AlphaDEX Fund (FXU) has returned 8.69% so far this year and 10.99% over the past 12 months. Over the last ten years, FXU has returned 8.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
First Trust Utilities AlphaDEX Fund
- 1D
- -0.76%
- 1M
- -2.96%
- 6M
- 4.96%
- YTD
- 8.69%
- 1Y
- 10.99%
- 3Y*
- 17.51%
- 5Y*
- 12.10%
- 10Y*
- 8.91%
- ALL TIME*
- 7.72%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FXU Monthly Returns History
Based on dividend-adjusted daily data since May 10, 2007, FXU's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Mar 2021 with a return of +11.9%, while the worst month was Oct 2008 at -15.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FXU closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.55% | 9.42% | -2.31% | 0.34% | -3.76% | 3.48% | -1.74% | 8.69% | |||||
| 2025 | 2.84% | 4.70% | 1.21% | 0.37% | 3.84% | -0.36% | 4.93% | -0.47% | 3.32% | 0.88% | 3.71% | -4.61% | 21.86% |
| 2024 | -4.80% | 1.23% | 6.91% | 0.54% | 7.15% | -4.82% | 5.39% | 4.36% | 6.51% | -0.38% | 7.14% | -7.27% | 22.50% |
| 2023 | 0.93% | -5.01% | 3.58% | 1.45% | -6.04% | 2.05% | 2.39% | -6.39% | -5.46% | 0.18% | 5.94% | 5.37% | -2.12% |
| 2022 | -1.63% | -2.61% | 9.01% | -3.00% | 5.73% | -7.05% | 6.25% | 0.84% | -11.33% | 4.94% | 7.30% | -2.66% | 3.68% |
| 2021 | -1.97% | -3.99% | 11.86% | 3.62% | -1.23% | -1.36% | 2.97% | 2.82% | -6.03% | 4.05% | -2.09% | 9.22% | 17.67% |
Benchmark Metrics
First Trust Utilities AlphaDEX Fund has an annualized alpha of 2.48%, beta of 0.65, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since May 10, 2007.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (60.98%) than losses (59.73%) - typical of diversified or defensive assets.
- Beta of 0.65 may look defensive, but with R2 of 0.49 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.48%
- Beta
- 0.65
- R²
- 0.49
- Upside Capture
- 60.98%
- Downside Capture
- 59.73%
Expense Ratio
FXU has an expense ratio of 0.61%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FXU ranks 34 for risk / return — above 34% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and compare them to S&P 500 Index.
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.
| FXU | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.00 | -0.66 |
| Martin ratioReturn relative to average drawdown | 3.34 | 8.49 | -5.15 |
Dividends
Dividend History
First Trust Utilities AlphaDEX Fund provided a 2.19% dividend yield over the last twelve months, with an annual payout of $1.06 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.06 | $1.03 | $0.91 | $0.80 | $0.67 | $0.65 | $1.13 | $0.68 | $0.64 | $0.99 | $0.70 | $0.87 |
Dividend yield | 2.19% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Utilities AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.22 | $0.00 | $0.45 | |||||
| 2025 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.34 | $1.03 |
| 2024 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.26 | $0.91 |
| 2023 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.25 | $0.80 |
| 2022 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.28 | $0.67 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.24 | $0.65 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Utilities AlphaDEX Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Utilities AlphaDEX Fund was 49.00%, occurring on Mar 9, 2009. Recovery took 548 trading sessions.
The current First Trust Utilities AlphaDEX Fund drawdown is 5.14%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-49.00%Mar 2009 | 1y 9mo | 2y 2mo | 3y 11moMay 2007 - May 2011 | Financial crisis2007–2009 |
-34.81%Mar 2020 | 1mo 3d | 1y 22d | 1y 1moFeb 2020 - Apr 2021 | COVID crash2020 |
-21.87%Oct 2023 | 1y 19d | 7mo 10d | 1y 7moSep 2022 - May 2024 | — |
-17.01%Aug 2011 | 1mo 1d | 11mo 15d | 1y 11dJul 2011 - Jul 2012 | — |
-14.71%Feb 2018 | 7mo 24d | 6mo 2d | 1y 1moJun 2017 - Aug 2018 | — |
Drawdown Indicators
| FXU | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.00% | -56.78% | +7.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -9.10% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -12.46% | -18.90% | +6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -25.43% | +3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -34.81% | -33.92% | -0.89% |
Current DrawdownCurrent decline from peak | -5.14% | -1.58% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -10.70% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.14% | +1.32% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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