FXD vs. KLXY
Compare and contrast key facts about First Trust Consumer Discretionary AlphaDEX Fund (FXD) and Kraneshares Global Luxury Index ETF (KLXY).
FXD and KLXY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXD is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Discretionary Index. It was launched on May 8, 2007. KLXY is a passively managed fund by KraneShares that tracks the performance of the Solactive Global Luxury Index - Benchmark TR Net. It was launched on Sep 6, 2023. Both FXD and KLXY 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
FXD vs. KLXY - Performance Comparison
Loading graphics...
FXD vs. KLXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FXD First Trust Consumer Discretionary AlphaDEX Fund | -6.20% | 6.70% | 10.57% | 11.47% |
KLXY Kraneshares Global Luxury Index ETF | -0.86% | 13.69% | -6.39% | 2.48% |
Returns By Period
In the year-to-date period, FXD achieves a -6.20% return, which is significantly lower than KLXY's -0.86% return.
FXD
- 1D
- 3.17%
- 1M
- -7.69%
- YTD
- -6.20%
- 6M
- -5.82%
- 1Y
- 11.48%
- 3Y*
- 8.09%
- 5Y*
- 2.54%
- 10Y*
- 7.08%
KLXY
- 1D
- 0.00%
- 1M
- -0.79%
- YTD
- -0.86%
- 6M
- 3.72%
- 1Y
- 16.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FXD vs. KLXY - Expense Ratio Comparison
FXD has a 0.63% expense ratio, which is lower than KLXY's 0.69% expense ratio.
Return for Risk
FXD vs. KLXY — Risk / Return Rank
FXD
KLXY
FXD vs. KLXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Discretionary AlphaDEX Fund (FXD) and Kraneshares Global Luxury Index ETF (KLXY). 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.
| FXD | KLXY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.50 | -0.02 |
Sortino ratioReturn per unit of downside risk | 0.87 | 0.88 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.63 | +0.18 |
Martin ratioReturn relative to average drawdown | 2.50 | 2.48 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FXD | KLXY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.50 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.15 | +0.15 |
Correlation
The correlation between FXD and KLXY is 0.69, 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
FXD vs. KLXY - Dividend Comparison
FXD's dividend yield for the trailing twelve months is around 0.82%, less than KLXY's 0.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXD First Trust Consumer Discretionary AlphaDEX Fund | 0.82% | 0.80% | 0.89% | 0.70% | 1.00% | 0.62% | 0.42% | 0.92% | 1.08% | 0.93% | 1.05% | 0.90% |
KLXY Kraneshares Global Luxury Index ETF | 0.85% | 0.84% | 0.74% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FXD vs. KLXY - Drawdown Comparison
The maximum FXD drawdown since its inception was -65.27%, which is greater than KLXY's maximum drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for FXD and KLXY.
Loading graphics...
Drawdown Indicators
| FXD | KLXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.27% | -26.57% | -38.70% |
Max Drawdown (1Y)Largest decline over 1 year | -15.35% | -14.06% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -33.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.54% | — | — |
Current DrawdownCurrent decline from peak | -11.21% | -3.20% | -8.01% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -8.13% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 4.07% | +0.93% |
Volatility
FXD vs. KLXY - Volatility Comparison
First Trust Consumer Discretionary AlphaDEX Fund (FXD) has a higher volatility of 6.61% compared to Kraneshares Global Luxury Index ETF (KLXY) at 3.97%. This indicates that FXD's price experiences larger fluctuations and is considered to be riskier than KLXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FXD | KLXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 3.97% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 12.89% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.35% | 23.28% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.52% | 20.80% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.57% | 20.80% | +2.77% |