FDT vs. LRCU

Last updated Jun 14, 2026

FDT (First Trust Developed Markets ex-US AlphaDEX Fund) and LRCU (Tradr 2X Long LRCX Daily ETF) are both exchange-traded funds - FDT is a Foreign Large Cap Equities fund tracking the NASDAQ AlphaDEX DM Ex-US Index, while LRCU is a Leveraged Equities fund actively managed by Tradr. FDT is passively managed, while LRCU is actively managed. A 0.64 correlation means they provide meaningful diversification when combined. FDT charges 0.80%/yr vs 1.30%/yr for LRCU.

Performance

FDT vs. LRCU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and Tradr 2X Long LRCX Daily ETF (LRCU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FDT achieves a 23.23% return, which is significantly lower than LRCU's 268.21% return.

FDT

• 1D: 0.21%
• 1M: 0.87%
• YTD: 23.23%
• 6M: 24.33%
• 1Y: 50.01%
• 3Y*: 27.84%
• 5Y*: 12.16%
• 10Y*: 11.17%

LRCU

• 1D: 1.75%
• 1M: 57.23%
• YTD: 268.21%
• 6M: 315.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDT vs. LRCU - Yearly Performance Comparison

	2026 (YTD)	2025
FDT First Trust Developed Markets ex-US AlphaDEX Fund	23.23%	10.13%
LRCU Tradr 2X Long LRCX Daily ETF	268.21%	172.36%

Correlation

The correlation between FDT and LRCU 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 (All Time) Calculated using the full available price history since Aug 19, 2025	0.64

Return for Risk

FDT vs. LRCU — Risk / Return Rank

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

FDT

FDT Risk / Return Rank: 84
FDT Sharpe Ratio Rank: 88
FDT Sortino Ratio Rank: 84
FDT Omega Ratio Rank: 86
FDT Calmar Ratio Rank: 80
FDT Martin Ratio Rank: 82

LRCU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FDT vs. LRCU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and Tradr 2X Long LRCX Daily ETF (LRCU). 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.

	FDT	LRCU	Difference
Sharpe ratio: Return per unit of total volatility	2.54	—	—
Sortino ratio: Return per unit of downside risk	3.27	—	—
Omega ratio: Gain probability vs. loss probability	1.46	—	—
Calmar ratio: Return relative to maximum drawdown	3.70	—	—
Martin ratio: Return relative to average drawdown	14.01	—	—

Drawdowns

FDT vs. LRCU - Drawdown Comparison

The maximum FDT drawdown since its inception was -46.10%, which is greater than LRCU's maximum drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for FDT and LRCU.

Drawdown Indicators

	FDT	LRCU	Difference
Max Drawdown Largest peak-to-trough decline	-46.10%	-40.09%	-6.01%
Max Drawdown (1Y) Largest decline over 1 year	-13.41%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.29%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.80%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-46.10%	—	—
Current Drawdown Current decline from peak	-3.37%	0.00%	-3.37%
Average Drawdown Average peak-to-trough decline	-10.76%	-9.34%	-1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	—	—

Volatility

Volatility by Period

	FDT	LRCU	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.59%	113.97%	-94.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.46%	113.97%	-95.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.62%	113.97%	-95.35%

FDT vs. LRCU - Expense Ratio Comparison

FDT has a 0.80% expense ratio, which is lower than LRCU's 1.30% expense ratio.

Dividends

FDT vs. LRCU - Dividend Comparison

FDT's dividend yield for the trailing twelve months is around 2.89%, while LRCU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDT First Trust Developed Markets ex-US AlphaDEX Fund	2.89%	3.27%	3.89%	4.36%	2.29%	3.80%	2.42%	2.78%	2.13%	1.57%	1.76%	1.83%
LRCU Tradr 2X Long LRCX Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FDT and LRCU in my portfolio?

FDT and LRCU 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.

Which ETF is better, FDT or LRCU?

On fees, FDT is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FDT or LRCU?

FDT is cheaper with a 0.80% expense ratio, compared with 1.30% for LRCU.

Which ETF pays a higher dividend yield, FDT or LRCU?

FDT has the higher dividend yield at 2.89%, compared with 0.00% for LRCU.

What is the main difference between FDT and LRCU?

FDT is categorized as Foreign Large Cap Equities, while LRCU is Leveraged Equities. They also come from different issuers: First Trust and Tradr. Their fees differ too: 0.80% for FDT and 1.30% for LRCU.