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

Performance

FEXD.L vs. DJEU.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 Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEU.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 DJEU.L is traded in USD. To make them comparable, the DJEU.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 higher than DJEU.L's 7.60% return. Over the past 10 years, FEXD.L has underperformed DJEU.L with an annualized return of 12.39%, while DJEU.L has yielded a comparatively higher 13.76% 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%

DJEU.L

1D
1.28%
1M
5.93%
YTD
7.60%
6M
7.58%
1Y
25.17%
3Y*
13.87%
5Y*
11.13%
10Y*
13.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEXD.L vs. DJEU.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%
DJEU.L
Lyxor UCITS Dow Jones Industrial Average D-EUR
7.60%6.16%17.01%9.32%4.13%21.84%7.94%19.74%-1.59%19.99%

Correlation

The correlation between FEXD.L and DJEU.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.45

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

0.54

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

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2015

0.41

The correlation between FEXD.L and DJEU.L shifts across timeframes, from 0.38 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FEXD.L vs. DJEU.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

DJEU.L
DJEU.L Risk / Return Rank: 7575
Overall Rank
DJEU.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DJEU.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
DJEU.L Omega Ratio Rank: 7777
Omega Ratio Rank
DJEU.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
DJEU.L Martin Ratio Rank: 6666
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. DJEU.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 Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEU.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.LDJEU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.57

1.45

+0.12

Calmar ratioReturn relative to maximum drawdown

8.72

5.00

+3.72

Martin ratioReturn relative to average drawdown

28.19

15.43

+12.76

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

The current FEXD.L Sharpe Ratio is 3.19, which is comparable to the DJEU.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of FEXD.L and DJEU.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.LDJEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

2.52

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

1.00

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

1.28

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

1.37

-0.58

Drawdowns

FEXD.L vs. DJEU.L - Drawdown Comparison

The maximum FEXD.L drawdown since its inception was -31.91%, which is greater than DJEU.L's maximum drawdown of -28.93%. Use the drawdown chart below to compare losses from any high point for FEXD.L and DJEU.L.


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Drawdown Indicators


FEXD.LDJEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.91%

-28.93%

-2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-7.44%

+2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-21.63%

-18.91%

-2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-18.91%

-2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

-28.93%

-2.98%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.35%

-3.91%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

7.54%

-2.66%

Volatility

FEXD.L vs. DJEU.L - Volatility Comparison

First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) and Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEU.L) have volatilities of 3.73% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEXD.LDJEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

3.58%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

9.53%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

14.80%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

16.97%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

23.12%

-4.36%

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

FEXD.L has a 0.75% expense ratio, which is higher than DJEU.L's 0.50% expense ratio.


Dividends

FEXD.L vs. DJEU.L - Dividend Comparison

FEXD.L's dividend yield for the trailing twelve months is around 0.01%, less than DJEU.L's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
DJEU.L
Lyxor UCITS Dow Jones Industrial Average D-EUR
0.73%0.78%1.18%1.04%1.74%1.14%1.55%1.28%1.98%1.65%2.33%2.41%
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 DJEU.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DJEU.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJEU.L is cheaper with a 0.50% expense ratio, compared with 0.75% for FEXD.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: First Trust and Amundi. Their fees differ too: 0.75% for FEXD.L and 0.50% for DJEU.L.

Portfolio Optimizer

Find the right allocation for FEXD.L and DJEU.L

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