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CESG.L vs. FEXU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CESG.L vs. FEXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc (CESG.L) and First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CESG.L achieves a 2.70% return, which is significantly lower than FEXU.L's 13.98% return.


CESG.L

1D
0.11%
1M
2.28%
6M
2.77%
YTD
2.70%
1Y
5.82%
3Y*
9.53%
5Y*
5.33%
10Y*

FEXU.L

1D
-0.66%
1M
-2.13%
6M
10.97%
YTD
13.98%
1Y
23.64%
3Y*
17.77%
5Y*
10.86%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CESG.L vs. FEXU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CESG.L
First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc
2.70%11.47%9.71%12.32%-13.97%23.33%
FEXU.L
First Trust US Large Cap Core AlphaDEX UCITS ETF
13.98%15.23%16.68%14.66%-12.27%18.45%

Correlation

The correlation between CESG.L and FEXU.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

0.72

Over the past year, the correlation between CESG.L and FEXU.L has dropped to 0.44 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

CESG.L vs. FEXU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CESG.L
CESG.L Risk / Return Rank: 1717
Overall Rank
CESG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CESG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
CESG.L Omega Ratio Rank: 1717
Omega Ratio Rank
CESG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
CESG.L Martin Ratio Rank: 1818
Martin Ratio Rank

FEXU.L
FEXU.L Risk / Return Rank: 7979
Overall Rank
FEXU.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FEXU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
FEXU.L Omega Ratio Rank: 6868
Omega Ratio Rank
FEXU.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
FEXU.L Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CESG.L vs. FEXU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc (CESG.L) and First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.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.

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.


CESG.LFEXU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.09

1.33

-0.24

Calmar ratioReturn relative to maximum drawdown

0.55

4.23

-3.68

Martin ratioReturn relative to average drawdown

1.42

13.80

-12.38

CESG.L vs. FEXU.L - Sharpe Ratio Comparison

The current CESG.L Sharpe Ratio is 0.49, which is lower than the FEXU.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CESG.L and FEXU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CESG.L vs. FEXU.L - Drawdown Comparison

The maximum CESG.L drawdown since its inception was -22.69%, smaller than the maximum FEXU.L drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for CESG.L and FEXU.L.


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Drawdown Indicators


CESG.LFEXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.69%

-39.38%

+16.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-5.56%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-10.31%

-20.15%

+9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

-20.80%

-1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-39.38%

Current Drawdown

Current decline from peak

-1.54%

-2.73%

+1.19%

Average Drawdown

Average peak-to-trough decline

-5.52%

-4.37%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

1.71%

+1.70%

Volatility

CESG.L vs. FEXU.L - Volatility Comparison

The current volatility for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc (CESG.L) is 3.44%, while First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) has a volatility of 3.96%. This indicates that CESG.L experiences smaller price fluctuations and is considered to be less risky than FEXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CESG.LFEXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

3.96%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

9.47%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

12.55%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.62%

16.35%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

17.31%

-4.78%

CESG.L vs. FEXU.L - Expense Ratio Comparison

Both CESG.L and FEXU.L have an expense ratio of 0.75%.


Dividends

CESG.L vs. FEXU.L - Dividend Comparison

Neither CESG.L nor FEXU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CESG.L and FEXU.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CESG.L and FEXU.L have the same expense ratio: 0.75% per year.

CESG.L is categorized as ESG, while FEXU.L is Large Cap Blend Equities.

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