FXU vs. UTES
Compare and contrast key facts about First Trust Utilities AlphaDEX Fund (FXU) and Virtus Reaves Utilities ETF (UTES).
FXU and UTES 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. UTES is an actively managed fund by Virtus Investment Partners. It was launched on Sep 23, 2015.
Performance
FXU vs. UTES - Performance Comparison
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FXU vs. UTES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 10.69% | 21.86% | 22.50% | -2.12% | 3.68% | 17.67% | 1.53% | 11.67% | 5.43% | 0.98% |
UTES Virtus Reaves Utilities ETF | 1.60% | 25.71% | 45.35% | -2.46% | 0.80% | 20.74% | -0.30% | 25.48% | 5.14% | 14.21% |
Returns By Period
In the year-to-date period, FXU achieves a 10.69% return, which is significantly higher than UTES's 1.60% return. Over the past 10 years, FXU has underperformed UTES with an annualized return of 9.57%, while UTES has yielded a comparatively higher 12.83% annualized return.
FXU
- 1D
- 0.28%
- 1M
- -2.31%
- YTD
- 10.69%
- 6M
- 10.47%
- 1Y
- 23.77%
- 3Y*
- 17.66%
- 5Y*
- 13.39%
- 10Y*
- 9.57%
UTES
- 1D
- 0.11%
- 1M
- -6.27%
- YTD
- 1.60%
- 6M
- -3.38%
- 1Y
- 25.54%
- 3Y*
- 22.73%
- 5Y*
- 16.38%
- 10Y*
- 12.83%
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FXU vs. UTES - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is higher than UTES's 0.49% expense ratio.
Return for Risk
FXU vs. UTES — Risk / Return Rank
FXU
UTES
FXU vs. UTES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and Virtus Reaves Utilities ETF (UTES). 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 | UTES | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.13 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.56 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.88 | +0.99 |
Martin ratioReturn relative to average drawdown | 9.49 | 4.68 | +4.82 |
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 | UTES | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.13 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.81 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.64 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.72 | -0.29 |
Correlation
The correlation between FXU and UTES is 0.77, 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. UTES - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.11%, more than UTES's 1.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 2.11% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
UTES Virtus Reaves Utilities ETF | 1.47% | 1.42% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.09% | 3.44% | 3.53% | 0.61% |
Drawdowns
FXU vs. UTES - Drawdown Comparison
The maximum FXU drawdown since its inception was -49.00%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for FXU and UTES.
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Drawdown Indicators
| FXU | UTES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.00% | -35.39% | -13.61% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -13.88% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -20.40% | -1.47% |
Max Drawdown (10Y)Largest decline over 10 years | -34.81% | -35.39% | +0.58% |
Current DrawdownCurrent decline from peak | -2.31% | -7.89% | +5.58% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -5.51% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 5.59% | -3.00% |
Volatility
FXU vs. UTES - Volatility Comparison
The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 4.52%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 8.04%. This indicates that FXU experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXU | UTES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 8.04% | -3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 16.26% | -7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 22.79% | -7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 20.28% | -3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 20.03% | -1.74% |