FXU vs. XLU
Compare and contrast key facts about First Trust Utilities AlphaDEX Fund (FXU) and Utilities Select Sector SPDR Fund (XLU).
FXU and XLU 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. XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998. Both FXU and XLU 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. XLU - Performance Comparison
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FXU vs. XLU - 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% |
XLU Utilities Select Sector SPDR Fund | 8.77% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Returns By Period
In the year-to-date period, FXU achieves a 11.27% return, which is significantly higher than XLU's 8.77% return. Both investments have delivered pretty close results over the past 10 years, with FXU having a 9.62% annualized return and XLU not far ahead at 9.79%.
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%
XLU
- 1D
- 0.48%
- 1M
- -1.98%
- YTD
- 8.77%
- 6M
- 6.26%
- 1Y
- 19.98%
- 3Y*
- 14.30%
- 5Y*
- 10.90%
- 10Y*
- 9.79%
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FXU vs. XLU - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is higher than XLU's 0.13% expense ratio.
Return for Risk
FXU vs. XLU — Risk / Return Rank
FXU
XLU
FXU vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and Utilities Select Sector SPDR Fund (XLU). 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 | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.27 | +0.33 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.73 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.21 | +0.64 |
Martin ratioReturn relative to average drawdown | 9.41 | 5.31 | +4.10 |
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 | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.27 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.64 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.51 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.41 | +0.02 |
Correlation
The correlation between FXU and XLU is 0.86, 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. XLU - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.10%, less than XLU's 2.58% 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% |
XLU Utilities Select Sector SPDR Fund | 2.58% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Drawdowns
FXU vs. XLU - Drawdown Comparison
The maximum FXU drawdown since its inception was -49.00%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for FXU and XLU.
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Drawdown Indicators
| FXU | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.00% | -51.98% | +2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -9.18% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -25.26% | +3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -34.81% | -36.07% | +1.26% |
Current DrawdownCurrent decline from peak | -1.80% | -2.72% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -10.26% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.82% | -1.22% |
Volatility
FXU vs. XLU - Volatility Comparison
The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 4.53%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.09%. This indicates that FXU experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXU | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 5.09% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 10.36% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 15.79% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 17.18% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 19.21% | -0.92% |