CAPS.L vs. FEX.L
Compare and contrast key facts about First Trust Capital Strength UCITS ETF Acc (CAPS.L) and First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (FEX.L).
CAPS.L and FEX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CAPS.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 TR USD. It was launched on Dec 17, 2019. FEX.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 9, 2013. Both CAPS.L and FEX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CAPS.L vs. FEX.L - Performance Comparison
Loading graphics...
CAPS.L vs. FEX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CAPS.L First Trust Capital Strength UCITS ETF Acc | 1.07% | -0.65% | 12.99% | 2.23% | 0.10% | 19.38% |
FEX.L First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD | 2.88% | 7.34% | 18.68% | 8.36% | -1.83% | 14.02% |
Returns By Period
In the year-to-date period, CAPS.L achieves a 1.07% return, which is significantly lower than FEX.L's 2.88% return.
CAPS.L
- 1D
- 0.03%
- 1M
- -5.45%
- YTD
- 1.07%
- 6M
- 1.25%
- 1Y
- 1.25%
- 3Y*
- 7.18%
- 5Y*
- —
- 10Y*
- —
FEX.L
- 1D
- -0.03%
- 1M
- -3.70%
- YTD
- 2.88%
- 6M
- 5.65%
- 1Y
- 15.98%
- 3Y*
- 13.16%
- 5Y*
- 10.45%
- 10Y*
- 12.33%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CAPS.L vs. FEX.L - Expense Ratio Comparison
CAPS.L has a 0.60% expense ratio, which is lower than FEX.L's 0.75% expense ratio.
Return for Risk
CAPS.L vs. FEX.L — Risk / Return Rank
CAPS.L
FEX.L
CAPS.L vs. FEX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength UCITS ETF Acc (CAPS.L) and First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (FEX.L). 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.
| CAPS.L | FEX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 1.13 | -1.03 |
Sortino ratioReturn per unit of downside risk | 0.22 | 1.55 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.35 | -1.10 |
Martin ratioReturn relative to average drawdown | 0.67 | 5.78 | -5.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CAPS.L | FEX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 1.13 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.78 | -0.43 |
Correlation
The correlation between CAPS.L and FEX.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CAPS.L vs. FEX.L - Dividend Comparison
Neither CAPS.L nor FEX.L has paid dividends to shareholders.
Drawdowns
CAPS.L vs. FEX.L - Drawdown Comparison
The maximum CAPS.L drawdown since its inception was -22.86%, smaller than the maximum FEX.L drawdown of -31.58%. Use the drawdown chart below to compare losses from any high point for CAPS.L and FEX.L.
Loading graphics...
Drawdown Indicators
| CAPS.L | FEX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.86% | -31.58% | +8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.66% | -11.86% | +4.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.58% | — |
Current DrawdownCurrent decline from peak | -15.11% | -3.70% | -11.41% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -4.16% | -5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.76% | -0.37% |
Volatility
CAPS.L vs. FEX.L - Volatility Comparison
The current volatility for First Trust Capital Strength UCITS ETF Acc (CAPS.L) is 2.87%, while First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (FEX.L) has a volatility of 3.33%. This indicates that CAPS.L experiences smaller price fluctuations and is considered to be less risky than FEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CAPS.L | FEX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 3.33% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 8.14% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 14.98% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.49% | 14.56% | +4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.49% | 16.47% | +3.02% |