PortfoliosLab logoPortfoliosLab logo
FEXU.L vs. FTFX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEXU.L vs. FTFX.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 First Trust FactorFX UCITS ETF Class A USD (FTFX.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FEXU.L achieves a 13.98% return, which is significantly higher than FTFX.L's 6.72% return.


FEXU.L

1D
-0.66%
1M
-2.13%
6M
10.97%
YTD
13.98%
1Y
23.64%
3Y*
17.77%
5Y*
10.86%
10Y*
12.38%

FTFX.L

1D
0.81%
1M
2.12%
6M
6.59%
YTD
6.72%
1Y
10.31%
3Y*
6.78%
5Y*
5.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
FEXU.L
First Trust US Large Cap Core AlphaDEX UCITS ETF
13.98%15.23%16.68%14.66%-12.27%26.82%13.52%26.07%-11.03%9.36%
FTFX.L
First Trust FactorFX UCITS ETF Class A USD
6.72%8.14%7.93%9.97%-1.13%-3.43%0.33%4.18%0.10%0.45%

Correlation

The correlation between FEXU.L and FTFX.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.05

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2017

0.23

Over the past year, the correlation between FEXU.L and FTFX.L has dropped to 0.01 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

FEXU.L vs. FTFX.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: 7979
Overall Rank
FEXU.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FEXU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
FEXU.L Omega Ratio Rank: 6868
Omega Ratio Rank
FEXU.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
FEXU.L Martin Ratio Rank: 8585
Martin Ratio Rank

FTFX.L
FTFX.L Risk / Return Rank: 6565
Overall Rank
FTFX.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTFX.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
FTFX.L Omega Ratio Rank: 6565
Omega Ratio Rank
FTFX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTFX.L Martin Ratio Rank: 6969
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. FTFX.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 First Trust FactorFX UCITS ETF Class A USD (FTFX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FEXU.LFTFX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

4.23

3.30

+0.93

Martin ratioReturn relative to average drawdown

13.80

10.01

+3.79

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

The current FEXU.L Sharpe Ratio is 1.88, which is comparable to the FTFX.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FEXU.L and FTFX.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.


Loading charts...

Drawdowns

FEXU.L vs. FTFX.L - Drawdown Comparison

The maximum FEXU.L drawdown since its inception was -39.38%, which is greater than FTFX.L's maximum drawdown of -8.13%. Use the drawdown chart below to compare losses from any high point for FEXU.L and FTFX.L.


Loading charts...

Drawdown Indicators


FEXU.LFTFX.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

-8.13%

-31.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-2.97%

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

-6.92%

-13.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.80%

-6.92%

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-39.38%

Current Drawdown

Current decline from peak

-2.73%

0.00%

-2.73%

Average Drawdown

Average peak-to-trough decline

-4.37%

-2.08%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

0.98%

+0.73%

Volatility

FEXU.L vs. FTFX.L - Volatility Comparison

First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) has a higher volatility of 3.96% compared to First Trust FactorFX UCITS ETF Class A USD (FTFX.L) at 1.26%. This indicates that FEXU.L's price experiences larger fluctuations and is considered to be riskier than FTFX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FEXU.LFTFX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

1.26%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

4.37%

+5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

6.34%

+6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

7.33%

+9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

6.18%

+11.13%

Dividends

FEXU.L vs. FTFX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FEXU.L and FTFX.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEXU.L is categorized as Large Cap Blend Equities, while FTFX.L is Global Equities. FEXU.L tracks Russell 1000 TR USD, while FTFX.L tracks First Trust FactorFX UCITS ETF Class A USD.

Portfolio Optimizer

Find the right allocation for FEXU.L and FTFX.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer