PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FEXD.L vs. NASL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FEXD.L vs. NASL.L

Last updated Apr 2, 2026

Compare and contrast key facts about First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) and Lyxor UCITS Nasdaq-100 D-EUR (NASL.L).

FEXD.L and NASL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEXD.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 TR USD. It was launched on May 28, 2015. NASL.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Jan 17, 2019. Both FEXD.L and NASL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FEXD.L vs. NASL.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 Nasdaq-100 D-EUR (NASL.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)20252024202320222021202020192018
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B		3.76%6.55%17.43%7.00%-3.00%26.00%9.31%21.74%-7.73%
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR		-4.26%11.71%28.78%47.95%-25.38%29.78%43.43%33.70%-2.99%

Returns By Period

In the year-to-date period, FEXD.L achieves a 3.76% return, which is significantly higher than NASL.L's -4.26% return.

FEXD.L

1D
1.06%
1M
-2.88%
YTD
3.76%
6M
6.48%
1Y
16.19%
3Y*
12.50%
5Y*
9.57%
10Y*
11.46%

NASL.L

1D
2.37%
1M
-2.62%
YTD
-4.26%
6M
-1.40%
1Y
20.97%
3Y*
20.22%
5Y*
14.06%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust US Large Cap Core AlphaDEX UCITS Class B

Lyxor UCITS Nasdaq-100 D-EUR

Often compared with FEXD.L:
FEXD.L vs. COWGFEXD.L vs. HIUS.LFEXD.L vs. FEX.LFEXD.L vs. XZMD.LFEXD.L vs. BBUS.LFEXD.L vs. DGRA.LFEXD.L vs. ISDU.L
Often compared with NASL.L:
NASL.L vs. LQQ.PANASL.L vs. VEUA.LNASL.L vs. VEUR.LNASL.L vs. IUSA.DENASL.L vs. I500.LNASL.L vs. XDEV.LNASL.L vs. UC96.L

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

FEXD.L has a 0.75% expense ratio, which is higher than NASL.L's 0.30% expense ratio.

FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR

Return for Risk

FEXD.L vs. NASL.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: 4747
Overall Rank
FEXD.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FEXD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
FEXD.L Omega Ratio Rank: 6666
Omega Ratio Rank
FEXD.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
FEXD.L Martin Ratio Rank: 1717
Martin Ratio Rank
NASL.L
NASL.L Risk / Return Rank: 6060
Overall Rank
NASL.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
NASL.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
NASL.L Omega Ratio Rank: 5656
Omega Ratio Rank
NASL.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
NASL.L Martin Ratio Rank: 5353
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. NASL.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 Nasdaq-100 D-EUR (NASL.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.LNASL.LDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.10

+0.18

Sortino ratio

Return per unit of downside risk

1.77

1.61

+0.16

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

0.34

1.85

-1.52

Martin ratio

Return relative to average drawdown

0.94

5.53

-4.59

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FEXD.L Sharpe Ratio is 1.28, which is comparable to the NASL.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FEXD.L and NASL.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.

Loading graphics...

Sharpe Ratios by Period

FEXD.LNASL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.10

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.73

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.90

-0.15

Correlation

The correlation between FEXD.L and NASL.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FEXD.L vs. NASL.L - Dividend Comparison

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

TTM2025202420232022202120202019201820172016
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%
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.69%0.68%0.00%0.00%

Drawdowns

FEXD.L vs. NASL.L - Drawdown Comparison

The maximum FEXD.L drawdown since its inception was -31.91%, which is greater than NASL.L's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for FEXD.L and NASL.L.

Loading graphics...

Drawdown Indicators

FEXD.LNASL.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.91%

-27.49%

-4.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-11.08%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-27.49%

+5.86%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

—

—

Current Drawdown

Current decline from peak

-2.88%

-8.35%

+5.47%

Average Drawdown

Average peak-to-trough decline

-4.42%

-6.24%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.57%

3.72%

+3.85%

Volatility

FEXD.L vs. NASL.L - Volatility Comparison

The current volatility for First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) is 4.31%, while Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) has a volatility of 4.80%. This indicates that FEXD.L experiences smaller price fluctuations and is considered to be less risky than NASL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

FEXD.LNASL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.80%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

11.57%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

19.05%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

19.12%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

19.98%

-1.18%