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FKU.L vs. BLOK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKU.L vs. BLOK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust United Kingdom AlphaDEX UCITS ETF Acc (FKU.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L). The values are adjusted to include any dividend payments, if applicable.

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FKU.L vs. BLOK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FKU.L
First Trust United Kingdom AlphaDEX UCITS ETF Acc
1.72%27.64%10.44%13.48%-13.53%20.41%-8.60%28.00%-9.21%
BLOK.L
First Trust Indxx Innovative Transaction & Process UCITS ETF
-0.94%22.34%18.56%14.77%-8.98%19.08%15.05%22.59%-0.00%

Returns By Period

In the year-to-date period, FKU.L achieves a 1.72% return, which is significantly higher than BLOK.L's -0.94% return.


FKU.L

1D
2.09%
1M
-5.93%
YTD
1.72%
6M
7.72%
1Y
27.07%
3Y*
15.94%
5Y*
8.98%
10Y*
7.76%

BLOK.L

1D
1.82%
1M
-2.65%
YTD
-0.94%
6M
5.70%
1Y
18.56%
3Y*
16.31%
5Y*
10.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKU.L vs. BLOK.L - Expense Ratio Comparison

Both FKU.L and BLOK.L have an expense ratio of 0.65%.


Return for Risk

FKU.L vs. BLOK.L — Risk / Return Rank

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

FKU.L
FKU.L Risk / Return Rank: 8080
Overall Rank
FKU.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FKU.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
FKU.L Omega Ratio Rank: 8585
Omega Ratio Rank
FKU.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
FKU.L Martin Ratio Rank: 7171
Martin Ratio Rank

BLOK.L
BLOK.L Risk / Return Rank: 7171
Overall Rank
BLOK.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BLOK.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
BLOK.L Omega Ratio Rank: 6363
Omega Ratio Rank
BLOK.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
BLOK.L Martin Ratio Rank: 7777
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.

FKU.L vs. BLOK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust United Kingdom AlphaDEX UCITS ETF Acc (FKU.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.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.


FKU.LBLOK.LDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.24

+0.55

Sortino ratio

Return per unit of downside risk

2.39

1.68

+0.71

Omega ratio

Gain probability vs. loss probability

1.35

1.24

+0.11

Calmar ratio

Return relative to maximum drawdown

2.15

2.57

-0.42

Martin ratio

Return relative to average drawdown

8.32

8.75

-0.43

FKU.L vs. BLOK.L - Sharpe Ratio Comparison

The current FKU.L Sharpe Ratio is 1.79, which is higher than the BLOK.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FKU.L and BLOK.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


FKU.LBLOK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.24

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.79

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.76

-0.26

Correlation

The correlation between FKU.L and BLOK.L is 0.63, 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

FKU.L vs. BLOK.L - Dividend Comparison

Neither FKU.L nor BLOK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FKU.L vs. BLOK.L - Drawdown Comparison

The maximum FKU.L drawdown since its inception was -45.62%, which is greater than BLOK.L's maximum drawdown of -26.23%. Use the drawdown chart below to compare losses from any high point for FKU.L and BLOK.L.


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Drawdown Indicators


FKU.LBLOK.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.62%

-26.23%

-19.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-10.77%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

-16.43%

-10.61%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

Current Drawdown

Current decline from peak

-7.78%

-4.36%

-3.42%

Average Drawdown

Average peak-to-trough decline

-6.72%

-4.34%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.18%

+0.85%

Volatility

FKU.L vs. BLOK.L - Volatility Comparison

First Trust United Kingdom AlphaDEX UCITS ETF Acc (FKU.L) has a higher volatility of 5.91% compared to First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L) at 4.53%. This indicates that FKU.L's price experiences larger fluctuations and is considered to be riskier than BLOK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKU.LBLOK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

4.53%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

9.86%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

14.97%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

13.82%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

16.20%

+2.36%