FEXD.L vs. DJEU.L
FEXD.L (First Trust US Large Cap Core AlphaDEX UCITS Class B) and DJEU.L (Lyxor UCITS Dow Jones Industrial Average D-EUR) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from First Trust and Amundi respectively. Both are passively managed. Over the past 10 years, FEXD.L returned 12.39%/yr vs 13.76%/yr for DJEU.L. At a 0.41 correlation, their price movements are largely independent. FEXD.L charges 0.75%/yr vs 0.50%/yr for DJEU.L.
Performance
FEXD.L vs. DJEU.L - Performance Comparison
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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%
FEXD.L vs. DJEU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
FEXD.L
DJEU.L
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.L | DJEU.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEXD.L | DJEU.L | Difference | |
|---|---|---|---|
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.L | DJEU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.11% | 0.00% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -3.91% | -0.44% |
Ulcer IndexDepth 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.L | DJEU.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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