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CU1.L vs. FEXD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU1.L vs. FEXD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.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, CU1.L achieves a 10.47% return, which is significantly lower than FEXD.L's 14.18% return. Over the past 10 years, CU1.L has outperformed FEXD.L with an annualized return of 16.03%, while FEXD.L has yielded a comparatively lower 12.54% annualized return.


CU1.L

1D
-0.20%
1M
6.10%
YTD
10.47%
6M
10.38%
1Y
28.76%
3Y*
19.44%
5Y*
14.49%
10Y*
16.03%

FEXD.L

1D
0.54%
1M
5.91%
YTD
14.18%
6M
14.70%
1Y
29.51%
3Y*
16.52%
5Y*
10.84%
10Y*
12.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU1.L vs. FEXD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CU1.L
iShares MSCI USA UCITS ETF USD (Acc)
10.47%9.22%27.38%20.66%-10.62%28.72%16.30%26.24%-0.40%10.55%
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B
14.18%6.55%17.43%7.00%-3.00%26.00%9.31%21.74%-6.95%9.63%

Correlation

The correlation between CU1.L and FEXD.L is 0.58, 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

0.58

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

0.66

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

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2015

0.69

The correlation between CU1.L and FEXD.L shifts across timeframes, from 0.58 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CU1.L vs. FEXD.L — Risk / Return Rank

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

CU1.L
CU1.L Risk / Return Rank: 7878
Overall Rank
CU1.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CU1.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
CU1.L Omega Ratio Rank: 8484
Omega Ratio Rank
CU1.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
CU1.L Martin Ratio Rank: 7070
Martin Ratio Rank

FEXD.L
FEXD.L Risk / Return Rank: 9393
Overall Rank
FEXD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FEXD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
FEXD.L Omega Ratio Rank: 9090
Omega Ratio Rank
FEXD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
FEXD.L Martin Ratio Rank: 9494
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.

CU1.L vs. FEXD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.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.


CU1.LFEXD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.50

1.58

-0.07

Calmar ratioReturn relative to maximum drawdown

3.73

8.89

-5.17

Martin ratioReturn relative to average drawdown

12.95

28.76

-15.81

CU1.L vs. FEXD.L - Sharpe Ratio Comparison

The current CU1.L Sharpe Ratio is 2.70, which is comparable to the FEXD.L Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of CU1.L and FEXD.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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Sharpe Ratios by Period


CU1.LFEXD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

3.26

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.85

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.89

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.80

+0.31

Drawdowns

CU1.L vs. FEXD.L - Drawdown Comparison

The maximum CU1.L drawdown since its inception was -25.87%, smaller than the maximum FEXD.L drawdown of -31.91%. Use the drawdown chart below to compare losses from any high point for CU1.L and FEXD.L.


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Drawdown Indicators


CU1.LFEXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.87%

-31.91%

+6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

-4.52%

-3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

-21.63%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-21.63%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-25.87%

-31.91%

+6.04%

Current Drawdown

Current decline from peak

-0.20%

0.00%

-0.20%

Average Drawdown

Average peak-to-trough decline

-3.43%

-4.35%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

4.88%

-2.66%

Volatility

CU1.L vs. FEXD.L - Volatility Comparison

The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) is 2.63%, while First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) has a volatility of 3.72%. This indicates that CU1.L experiences smaller price fluctuations and is considered to be less risky than FEXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU1.LFEXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.72%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

9.20%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.67%

12.39%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

16.34%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

18.76%

-3.00%

CU1.L vs. FEXD.L - Expense Ratio Comparison

CU1.L has a 0.33% expense ratio, which is lower than FEXD.L's 0.75% expense ratio.


Dividends

CU1.L vs. FEXD.L - Dividend Comparison

CU1.L has not paid dividends to shareholders, while FEXD.L's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM2025202420232022202120202019201820172016
CU1.L
iShares MSCI USA UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B
0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%

Frequently Asked Questions


CU1.L and FEXD.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CU1.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CU1.L is cheaper with a 0.33% expense ratio, compared with 0.75% for FEXD.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.33% for CU1.L and 0.75% for FEXD.L.

Portfolio Optimizer

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