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FEXU.L vs. BBUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEXU.L vs. BBUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) and BetaBuilders US Equity UCITS USD Acc (BBUS.L). The values are adjusted to include any dividend payments, if applicable.

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FEXU.L vs. BBUS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FEXU.L
First Trust US Large Cap Core AlphaDEX UCITS ETF
3.05%15.23%16.68%14.64%-12.27%26.82%13.54%8.32%
BBUS.L
BetaBuilders US Equity UCITS USD Acc
-4.45%17.54%24.99%27.63%-19.96%27.64%20.13%12.83%

Returns By Period

In the year-to-date period, FEXU.L achieves a 3.05% return, which is significantly higher than BBUS.L's -4.45% return.


FEXU.L

1D
1.97%
1M
-2.96%
YTD
3.05%
6M
5.58%
1Y
20.87%
3Y*
16.41%
5Y*
9.87%
10Y*
11.76%

BBUS.L

1D
2.46%
1M
-3.62%
YTD
-4.45%
6M
-1.50%
1Y
17.98%
3Y*
18.69%
5Y*
11.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEXU.L vs. BBUS.L - Expense Ratio Comparison

FEXU.L has a 0.75% expense ratio, which is higher than BBUS.L's 0.04% expense ratio.


Return for Risk

FEXU.L vs. BBUS.L — Risk / Return Rank

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

FEXU.L
FEXU.L Risk / Return Rank: 7272
Overall Rank
FEXU.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FEXU.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
FEXU.L Omega Ratio Rank: 6868
Omega Ratio Rank
FEXU.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
FEXU.L Martin Ratio Rank: 8282
Martin Ratio Rank

BBUS.L
BBUS.L Risk / Return Rank: 6464
Overall Rank
BBUS.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BBUS.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
BBUS.L Omega Ratio Rank: 6161
Omega Ratio Rank
BBUS.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
BBUS.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.

FEXU.L vs. BBUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) and BetaBuilders US Equity UCITS USD Acc (BBUS.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.


FEXU.LBBUS.LDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.11

+0.20

Sortino ratio

Return per unit of downside risk

1.83

1.61

+0.22

Omega ratio

Gain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratio

Return relative to maximum drawdown

2.12

1.95

+0.17

Martin ratio

Return relative to average drawdown

10.21

8.16

+2.06

FEXU.L vs. BBUS.L - Sharpe Ratio Comparison

The current FEXU.L Sharpe Ratio is 1.31, which is comparable to the BBUS.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FEXU.L and BBUS.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


FEXU.LBBUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.11

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.70

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.78

-0.14

Correlation

The correlation between FEXU.L and BBUS.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FEXU.L vs. BBUS.L - Dividend Comparison

Neither FEXU.L nor BBUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FEXU.L vs. BBUS.L - Drawdown Comparison

The maximum FEXU.L drawdown since its inception was -39.38%, which is greater than BBUS.L's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for FEXU.L and BBUS.L.


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Drawdown Indicators


FEXU.LBBUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

-34.26%

-5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-12.43%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-20.80%

-25.33%

+4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.38%

Current Drawdown

Current decline from peak

-3.60%

-5.74%

+2.14%

Average Drawdown

Average peak-to-trough decline

-4.60%

-5.51%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.13%

-0.18%

Volatility

FEXU.L vs. BBUS.L - Volatility Comparison

The current volatility for First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) is 4.21%, while BetaBuilders US Equity UCITS USD Acc (BBUS.L) has a volatility of 4.72%. This indicates that FEXU.L experiences smaller price fluctuations and is considered to be less risky than BBUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEXU.LBBUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

4.72%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

8.75%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

16.23%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

16.08%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

17.96%

-0.63%