FXU vs. PUI
Compare and contrast key facts about First Trust Utilities AlphaDEX Fund (FXU) and Invesco DWA Utilities Momentum ETF (PUI).
FXU and PUI 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. PUI is a passively managed fund by Invesco that tracks the performance of the DWA Utilities Technical Leaders Index. It was launched on Oct 26, 2005. Both FXU and PUI 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
FXU vs. PUI - Performance Comparison
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FXU vs. PUI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 11.27% | 21.86% | 22.50% | -2.12% | 3.68% | 17.67% | 1.53% | 11.67% | 5.43% | 0.98% |
PUI Invesco DWA Utilities Momentum ETF | 9.10% | 15.25% | 23.91% | -4.47% | -2.17% | 15.02% | -5.05% | 20.95% | 6.12% | 11.85% |
Returns By Period
In the year-to-date period, FXU achieves a 11.27% return, which is significantly higher than PUI's 9.10% return. Over the past 10 years, FXU has outperformed PUI with an annualized return of 9.62%, while PUI has yielded a comparatively lower 9.01% annualized return.
FXU
- 1D
- 0.52%
- 1M
- -1.21%
- YTD
- 11.27%
- 6M
- 10.34%
- 1Y
- 23.84%
- 3Y*
- 17.86%
- 5Y*
- 13.51%
- 10Y*
- 9.62%
PUI
- 1D
- 0.58%
- 1M
- -1.24%
- YTD
- 9.10%
- 6M
- 3.61%
- 1Y
- 17.79%
- 3Y*
- 15.18%
- 5Y*
- 9.79%
- 10Y*
- 9.01%
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FXU vs. PUI - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is higher than PUI's 0.60% expense ratio.
Return for Risk
FXU vs. PUI — Risk / Return Rank
FXU
PUI
FXU vs. PUI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and Invesco DWA Utilities Momentum ETF (PUI). 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.
| FXU | PUI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.11 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.51 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | 1.63 | +1.21 |
Martin ratioReturn relative to average drawdown | 9.41 | 3.79 | +5.61 |
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
| FXU | PUI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.11 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.60 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.47 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.46 | -0.03 |
Correlation
The correlation between FXU and PUI is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FXU vs. PUI - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.10%, more than PUI's 2.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 2.10% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
PUI Invesco DWA Utilities Momentum ETF | 2.05% | 2.22% | 2.06% | 2.36% | 2.16% | 2.03% | 2.42% | 2.02% | 1.87% | 2.98% | 3.35% | 2.82% |
Drawdowns
FXU vs. PUI - Drawdown Comparison
The maximum FXU drawdown since its inception was -49.00%, which is greater than PUI's maximum drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for FXU and PUI.
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Drawdown Indicators
| FXU | PUI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.00% | -43.20% | -5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -11.07% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -23.47% | +1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.81% | -35.61% | +0.80% |
Current DrawdownCurrent decline from peak | -1.80% | -2.03% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -8.51% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 4.77% | -2.17% |
Volatility
FXU vs. PUI - Volatility Comparison
First Trust Utilities AlphaDEX Fund (FXU) and Invesco DWA Utilities Momentum ETF (PUI) have volatilities of 4.53% and 4.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXU | PUI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 4.71% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 10.91% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 16.10% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 16.52% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 19.04% | -0.75% |