FXU vs. IYG
Compare and contrast key facts about First Trust Utilities AlphaDEX Fund (FXU) and iShares U.S. Financial Services ETF (IYG).
FXU and IYG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXU is a passively managed fund by First Trust that tracks the performance of the StrataQuant Utilities Index. It was launched on May 8, 2007. IYG is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Financial Services TR. It was launched on Jun 12, 2000. Both FXU and IYG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXU or IYG.
Performance
FXU vs. IYG - Performance Comparison
Returns By Period
In the year-to-date period, FXU achieves a 29.97% return, which is significantly lower than IYG's 37.69% return. Over the past 10 years, FXU has underperformed IYG with an annualized return of 8.42%, while IYG has yielded a comparatively higher 12.31% annualized return.
FXU
29.97%
3.80%
19.34%
37.76%
9.99%
8.42%
IYG
37.69%
9.67%
24.32%
51.22%
12.72%
12.31%
Key characteristics
| FXU | IYG | |
|---|---|---|
| Sharpe Ratio | 2.49 | 3.32 |
| Sortino Ratio | 3.45 | 4.72 |
| Omega Ratio | 1.44 | 1.62 |
| Calmar Ratio | 2.55 | 3.14 |
| Martin Ratio | 12.31 | 24.81 |
| Ulcer Index | 3.07% | 2.06% |
| Daily Std Dev | 15.20% | 15.45% |
| Max Drawdown | -48.25% | -81.84% |
| Current Drawdown | 0.00% | 0.00% |
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FXU vs. IYG - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is higher than IYG's 0.42% expense ratio.
Correlation
The correlation between FXU and IYG is 0.48, 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.
Risk-Adjusted Performance
FXU vs. IYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and iShares U.S. Financial Services ETF (IYG). 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.
Dividends
FXU vs. IYG - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.23%, more than IYG's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 2.23% | 2.53% | 2.03% | 1.99% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% | 2.13% | 4.13% |
IYG iShares U.S. Financial Services ETF | 1.13% | 1.77% | 2.07% | 1.25% | 1.71% | 1.59% | 1.81% | 1.24% | 1.28% | 1.33% | 1.14% | 1.04% |
Drawdowns
FXU vs. IYG - Drawdown Comparison
The maximum FXU drawdown since its inception was -48.25%, smaller than the maximum IYG drawdown of -81.84%. Use the drawdown chart below to compare losses from any high point for FXU and IYG. For additional features, visit the drawdowns tool.
Volatility
FXU vs. IYG - Volatility Comparison
The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 5.05%, while iShares U.S. Financial Services ETF (IYG) has a volatility of 8.34%. This indicates that FXU experiences smaller price fluctuations and is considered to be less risky than IYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.