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

Performance

FEXD.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FEXD.L is traded in GBp, while CNDX.L is traded in USD. To make them comparable, the CNDX.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FEXD.L achieves a 14.06% return, which is significantly lower than CNDX.L's 20.90% return. Over the past 10 years, FEXD.L has underperformed CNDX.L with an annualized return of 12.39%, while CNDX.L has yielded a comparatively higher 22.61% annualized return.


FEXD.L

1D
-0.11%
1M
5.28%
YTD
14.06%
6M
14.03%
1Y
28.95%
3Y*
16.32%
5Y*
10.82%
10Y*
12.39%

CNDX.L

1D
0.00%
1M
10.21%
YTD
20.90%
6M
19.02%
1Y
42.53%
3Y*
25.03%
5Y*
19.03%
10Y*
22.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B
14.06%6.55%17.43%7.00%-3.00%26.00%9.31%21.74%-6.95%9.63%
CNDX.L
iShares NASDAQ 100 UCITS ETF
20.14%11.22%28.66%48.50%-25.54%29.17%43.97%32.82%4.84%20.91%

Correlation

The correlation between FEXD.L and CNDX.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.50

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

0.55

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

0.53

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

0.54

The correlation between FEXD.L and CNDX.L has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

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Return for Risk

FEXD.L vs. CNDX.L — Risk / Return Rank

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

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: 9595
Martin Ratio Rank

CNDX.L
CNDX.L Risk / Return Rank: 7575
Overall Rank
CNDX.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 7474
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) and iShares NASDAQ 100 UCITS ETF (CNDX.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.


FEXD.LCNDX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.57

1.47

+0.09

Calmar ratioReturn relative to maximum drawdown

8.72

3.77

+4.94

Martin ratioReturn relative to average drawdown

28.19

10.74

+17.45

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

The current FEXD.L Sharpe Ratio is 3.19, which is comparable to the CNDX.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of FEXD.L and CNDX.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


FEXD.LCNDX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

2.66

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.94

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

1.12

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

1.17

-0.38

Drawdowns

FEXD.L vs. CNDX.L - Drawdown Comparison

The maximum FEXD.L drawdown since its inception was -31.91%, which is greater than CNDX.L's maximum drawdown of -27.74%. Use the drawdown chart below to compare losses from any high point for FEXD.L and CNDX.L.


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Drawdown Indicators


FEXD.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.91%

-27.74%

-4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-11.11%

+6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-21.63%

-24.37%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-27.74%

+6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

-27.74%

-4.17%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.35%

-4.72%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

3.93%

+0.95%

Volatility

FEXD.L vs. CNDX.L - Volatility Comparison

The current volatility for First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) is 3.73%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 4.87%. This indicates that FEXD.L experiences smaller price fluctuations and is considered to be less risky than CNDX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEXD.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

4.87%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

11.61%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

15.74%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

20.08%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

20.20%

-1.44%

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

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


Dividends

FEXD.L vs. CNDX.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.00%0.00%0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%
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%0.00%

Frequently Asked Questions


FEXD.L and CNDX.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

FEXD.L is categorized as Large Cap Blend Equities, while CNDX.L is Nasdaq-100. FEXD.L tracks Russell 1000 TR USD, while CNDX.L tracks NASDAQ-100 Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.75% for FEXD.L and 0.33% for CNDX.L.

Portfolio Optimizer

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