FEXU.L vs. FRUE.L
Compare and contrast key facts about First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) and Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L).
FEXU.L and FRUE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEXU.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 9, 2013. FRUE.L is a passively managed fund by Franklin Templeton that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 6, 2017. Both FEXU.L and FRUE.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
FEXU.L vs. FRUE.L - Performance Comparison
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FEXU.L vs. FRUE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 26.06% | -11.02% | 11.03% |
FRUE.L Franklin LibertyQ U.S. Equity UCITS ETF | -1.66% | 21.39% | 10.18% | 15.31% | -8.72% | 26.85% | 9.50% | 28.21% | -3.22% | 11.10% |
Returns By Period
In the year-to-date period, FEXU.L achieves a 3.05% return, which is significantly higher than FRUE.L's -1.66% 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%
FRUE.L
- 1D
- 2.86%
- 1M
- -3.19%
- YTD
- -1.66%
- 6M
- 0.79%
- 1Y
- 22.18%
- 3Y*
- 13.80%
- 5Y*
- 10.31%
- 10Y*
- —
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FEXU.L vs. FRUE.L - Expense Ratio Comparison
FEXU.L has a 0.75% expense ratio, which is higher than FRUE.L's 0.25% expense ratio.
Return for Risk
FEXU.L vs. FRUE.L — Risk / Return Rank
FEXU.L
FRUE.L
FEXU.L vs. FRUE.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 Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.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.L | FRUE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.34 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.92 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.49 | -0.37 |
Martin ratioReturn relative to average drawdown | 10.21 | 10.63 | -0.42 |
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
| FEXU.L | FRUE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.34 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.72 | -0.11 |
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 | 0.77 | -0.13 |
Correlation
The correlation between FEXU.L and FRUE.L is 0.91, 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. FRUE.L - Dividend Comparison
Neither FEXU.L nor FRUE.L has paid dividends to shareholders.
Drawdowns
FEXU.L vs. FRUE.L - Drawdown Comparison
The maximum FEXU.L drawdown since its inception was -39.38%, which is greater than FRUE.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for FEXU.L and FRUE.L.
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Drawdown Indicators
| FEXU.L | FRUE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -33.46% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.14% | -12.21% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -20.80% | -19.23% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | — | — |
Current DrawdownCurrent decline from peak | -3.60% | -4.81% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -3.86% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.02% | -0.07% |
Volatility
FEXU.L vs. FRUE.L - Volatility Comparison
The current volatility for First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) is 4.21%, while Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) has a volatility of 5.43%. This indicates that FEXU.L experiences smaller price fluctuations and is considered to be less risky than FRUE.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.L | FRUE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 5.43% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 9.58% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 16.56% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 14.31% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 15.75% | +1.58% |