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FXU vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

FXU vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Utilities AlphaDEX Fund (FXU) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.64%
10.71%
FXU
XLU

Key characteristics

Sharpe Ratio

FXU:

1.68

XLU:

1.66

Sortino Ratio

FXU:

2.33

XLU:

2.28

Omega Ratio

FXU:

1.29

XLU:

1.29

Calmar Ratio

FXU:

1.66

XLU:

1.32

Martin Ratio

FXU:

7.30

XLU:

7.50

Ulcer Index

FXU:

3.37%

XLU:

3.43%

Daily Std Dev

FXU:

14.70%

XLU:

15.51%

Max Drawdown

FXU:

-48.25%

XLU:

-52.27%

Current Drawdown

FXU:

-7.05%

XLU:

-7.52%

Returns By Period

The year-to-date returns for both investments are quite close, with FXU having a 22.93% return and XLU slightly higher at 23.91%. Over the past 10 years, FXU has underperformed XLU with an annualized return of 7.17%, while XLU has yielded a comparatively higher 8.09% annualized return.


FXU

YTD

22.93%

1M

-5.42%

6M

14.65%

1Y

24.14%

5Y*

8.48%

10Y*

7.17%

XLU

YTD

23.91%

1M

-5.84%

6M

10.71%

1Y

25.32%

5Y*

6.86%

10Y*

8.09%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FXU vs. XLU - Expense Ratio Comparison

FXU has a 0.62% expense ratio, which is higher than XLU's 0.13% expense ratio.


FXU
First Trust Utilities AlphaDEX Fund
Expense ratio chart for FXU: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for XLU: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

FXU vs. XLU - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FXU, currently valued at 1.68, compared to the broader market0.002.004.001.681.66
The chart of Sortino ratio for FXU, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.002.332.28
The chart of Omega ratio for FXU, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.29
The chart of Calmar ratio for FXU, currently valued at 1.66, compared to the broader market0.005.0010.0015.001.661.32
The chart of Martin ratio for FXU, currently valued at 7.30, compared to the broader market0.0020.0040.0060.0080.00100.007.307.50
FXU
XLU

The current FXU Sharpe Ratio is 1.68, which is comparable to the XLU Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FXU and XLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.68
1.66
FXU
XLU

Dividends

FXU vs. XLU - Dividend Comparison

FXU's dividend yield for the trailing twelve months is around 2.41%, less than XLU's 2.95% yield.


TTM20232022202120202019201820172016201520142013
FXU
First Trust Utilities AlphaDEX Fund
2.41%2.53%2.03%1.99%3.97%2.34%2.40%3.81%2.62%3.90%2.13%4.13%
XLU
Utilities Select Sector SPDR Fund
2.95%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%3.86%

Drawdowns

FXU vs. XLU - Drawdown Comparison

The maximum FXU drawdown since its inception was -48.25%, smaller than the maximum XLU drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for FXU and XLU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.05%
-7.52%
FXU
XLU

Volatility

FXU vs. XLU - Volatility Comparison

The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 4.17%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 4.55%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.17%
4.55%
FXU
XLU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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