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FEM.L vs. FPX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEM.L vs. FPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L) and First Trust US IPO Index UCITS ETF (FPX.L). The values are adjusted to include any dividend payments, if applicable.

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FEM.L vs. FPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEM.L
First Trust Emerging Markets AlphaDEX UCITS ETF Acc
11.44%18.46%5.12%4.21%-3.80%8.72%-3.95%15.10%-11.29%27.59%
FPX.L
First Trust US IPO Index UCITS ETF
-0.74%26.94%27.09%16.75%-27.92%3.98%43.83%25.95%-4.71%15.65%

Returns By Period

In the year-to-date period, FEM.L achieves a 11.44% return, which is significantly higher than FPX.L's -0.74% return.


FEM.L

1D
2.05%
1M
-2.65%
YTD
11.44%
6M
14.12%
1Y
30.88%
3Y*
14.03%
5Y*
7.63%
10Y*
9.02%

FPX.L

1D
3.85%
1M
-1.99%
YTD
-0.74%
6M
-0.84%
1Y
39.63%
3Y*
21.50%
5Y*
7.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEM.L vs. FPX.L - Expense Ratio Comparison

FEM.L has a 0.80% expense ratio, which is higher than FPX.L's 0.65% expense ratio.


Return for Risk

FEM.L vs. FPX.L — Risk / Return Rank

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

FEM.L
FEM.L Risk / Return Rank: 8787
Overall Rank
FEM.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FEM.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
FEM.L Omega Ratio Rank: 8484
Omega Ratio Rank
FEM.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FEM.L Martin Ratio Rank: 8989
Martin Ratio Rank

FPX.L
FPX.L Risk / Return Rank: 7777
Overall Rank
FPX.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FPX.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
FPX.L Omega Ratio Rank: 6767
Omega Ratio Rank
FPX.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
FPX.L Martin Ratio Rank: 8080
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.

FEM.L vs. FPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L) and First Trust US IPO Index UCITS ETF (FPX.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.


FEM.LFPX.LDifference

Sharpe ratio

Return per unit of total volatility

1.85

1.44

+0.41

Sortino ratio

Return per unit of downside risk

2.31

2.06

+0.25

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

3.45

3.06

+0.39

Martin ratio

Return relative to average drawdown

12.64

9.67

+2.97

FEM.L vs. FPX.L - Sharpe Ratio Comparison

The current FEM.L Sharpe Ratio is 1.85, which is comparable to the FPX.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FEM.L and FPX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEM.LFPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.44

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.30

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.73

-0.41

Correlation

The correlation between FEM.L and FPX.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FEM.L vs. FPX.L - Dividend Comparison

Neither FEM.L nor FPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FEM.L vs. FPX.L - Drawdown Comparison

The maximum FEM.L drawdown since its inception was -35.42%, roughly equal to the maximum FPX.L drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for FEM.L and FPX.L.


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Drawdown Indicators


FEM.LFPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.42%

-36.97%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-13.42%

+2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.83%

-36.97%

+19.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.42%

Current Drawdown

Current decline from peak

-2.65%

-5.31%

+2.66%

Average Drawdown

Average peak-to-trough decline

-9.09%

-12.23%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.85%

-1.35%

Volatility

FEM.L vs. FPX.L - Volatility Comparison

The current volatility for First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L) is 5.83%, while First Trust US IPO Index UCITS ETF (FPX.L) has a volatility of 6.77%. This indicates that FEM.L experiences smaller price fluctuations and is considered to be less risky than FPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEM.LFPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

6.77%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

17.91%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

27.39%

-10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

25.79%

-9.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

25.67%

-6.96%