FEXU.L vs. XZMD.L
Compare and contrast key facts about First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L).
FEXU.L and XZMD.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. XZMD.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2022. Both FEXU.L and XZMD.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. XZMD.L - Performance Comparison
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FEXU.L vs. XZMD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FEXU.L First Trust US Large Cap Core AlphaDEX UCITS ETF | 3.05% | 15.23% | 16.68% | 14.64% | -4.58% |
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | -5.97% | 15.91% | 26.20% | 29.82% | -9.60% |
Returns By Period
In the year-to-date period, FEXU.L achieves a 3.05% return, which is significantly higher than XZMD.L's -5.97% 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%
XZMD.L
- 1D
- 2.87%
- 1M
- -4.26%
- YTD
- -5.97%
- 6M
- -0.33%
- 1Y
- 20.34%
- 3Y*
- 19.38%
- 5Y*
- —
- 10Y*
- —
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FEXU.L vs. XZMD.L - Expense Ratio Comparison
FEXU.L has a 0.75% expense ratio, which is higher than XZMD.L's 0.15% expense ratio.
Return for Risk
FEXU.L vs. XZMD.L — Risk / Return Rank
FEXU.L
XZMD.L
FEXU.L vs. XZMD.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 Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.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 | XZMD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 2.02 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.83 | 2.88 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.29 | +0.83 |
Martin ratioReturn relative to average drawdown | 10.21 | 4.73 | +5.48 |
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 | XZMD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.02 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
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 | 1.11 | -0.48 |
Correlation
The correlation between FEXU.L and XZMD.L is 0.51, 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
FEXU.L vs. XZMD.L - Dividend Comparison
FEXU.L has not paid dividends to shareholders, while XZMD.L's dividend yield for the trailing twelve months is around 0.76%.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FEXU.L First Trust US Large Cap Core AlphaDEX UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | 0.76% | 0.79% | 0.95% | 0.95% | 0.54% |
Drawdowns
FEXU.L vs. XZMD.L - Drawdown Comparison
The maximum FEXU.L drawdown since its inception was -39.38%, which is greater than XZMD.L's maximum drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for FEXU.L and XZMD.L.
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Drawdown Indicators
| FEXU.L | XZMD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -20.62% | -18.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.14% | -11.61% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -20.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | — | — |
Current DrawdownCurrent decline from peak | -3.60% | -8.24% | +4.64% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -5.05% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 5.60% | -3.65% |
Volatility
FEXU.L vs. XZMD.L - Volatility Comparison
The current volatility for First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) is 4.21%, while Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) has a volatility of 5.17%. This indicates that FEXU.L experiences smaller price fluctuations and is considered to be less risky than XZMD.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 | XZMD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 5.17% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 23.60% | -7.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 23.81% | -7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 23.81% | -6.48% |