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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXU or UTES.
Performance
FXU vs. UTES - Performance Comparison
Returns By Period
In the year-to-date period, FXU achieves a 29.97% return, which is significantly lower than UTES's 58.21% return.
FXU
29.97%
3.80%
19.34%
37.76%
9.99%
8.42%
UTES
58.21%
7.45%
30.26%
61.35%
14.20%
N/A
Key characteristics
| FXU | UTES | |
|---|---|---|
| Sharpe Ratio | 2.49 | 3.34 |
| Sortino Ratio | 3.45 | 4.40 |
| Omega Ratio | 1.44 | 1.56 |
| Calmar Ratio | 2.55 | 4.29 |
| Martin Ratio | 12.31 | 20.57 |
| Ulcer Index | 3.07% | 3.04% |
| Daily Std Dev | 15.20% | 18.71% |
| Max Drawdown | -48.25% | -35.39% |
| Current Drawdown | 0.00% | 0.00% |
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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.
Correlation
The correlation between FXU and UTES is 0.79, 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.
Risk-Adjusted Performance
FXU vs. UTES - Risk-Adjusted Performance 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.
Dividends
FXU vs. UTES - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.23%, more than UTES's 1.46% 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% |
UTES Virtus Reaves Utilities ETF | 1.46% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.16% | 2.81% | 3.28% | 0.61% | 0.00% | 0.00% |
Drawdowns
FXU vs. UTES - Drawdown Comparison
The maximum FXU drawdown since its inception was -48.25%, 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. For additional features, visit the drawdowns tool.
Volatility
FXU vs. UTES - Volatility Comparison
The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 5.05%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 7.57%. 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.