XEL vs. FDTS

Last updated Jun 13, 2026

XEL (Xcel Energy Inc.) is a stock, while FDTS (First Trust Developed Markets ex-US Small Cap AlphaDEX Fund) is Foreign Small & Mid Cap Equities fund tracking the NASDAQ AlphaDEX DM Ex-US Small Cap Index. Over the past 10 years, XEL returned 9.59%/yr vs 10.96%/yr for FDTS. At a 0.11 correlation, their price movements are largely independent.

Performance

XEL vs. FDTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xcel Energy Inc. (XEL) and First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XEL achieves a 8.05% return, which is significantly lower than FDTS's 18.78% return. Over the past 10 years, XEL has underperformed FDTS with an annualized return of 9.59%, while FDTS has yielded a comparatively higher 10.96% annualized return.

XEL

• 1D: 1.21%
• 1M: -1.01%
• YTD: 8.05%
• 6M: 7.01%
• 1Y: 19.86%
• 3Y*: 11.62%
• 5Y*: 5.95%
• 10Y*: 9.59%

FDTS

• 1D: -0.17%
• 1M: -3.79%
• YTD: 18.78%
• 6M: 20.77%
• 1Y: 44.72%
• 3Y*: 24.70%
• 5Y*: 10.78%
• 10Y*: 10.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XEL vs. FDTS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XEL Xcel Energy Inc.	8.05%	13.89%	12.32%	-8.67%	6.44%	4.40%	7.77%	32.37%	5.88%	21.91%
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund	18.78%	51.17%	2.44%	10.96%	-15.34%	11.79%	12.90%	18.71%	-23.71%	36.01%

Correlation

The correlation between XEL and FDTS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Feb 16, 2012	0.11

Return for Risk

XEL vs. FDTS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XEL

XEL Risk / Return Rank: 70
XEL Sharpe Ratio Rank: 73
XEL Sortino Ratio Rank: 68
XEL Omega Ratio Rank: 66
XEL Calmar Ratio Rank: 72
XEL Martin Ratio Rank: 74

FDTS

FDTS Risk / Return Rank: 79
FDTS Sharpe Ratio Rank: 84
FDTS Sortino Ratio Rank: 81
FDTS Omega Ratio Rank: 81
FDTS Calmar Ratio Rank: 76
FDTS Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XEL vs. FDTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xcel Energy Inc. (XEL) and First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XEL	FDTS	Difference
Sharpe ratio: Return per unit of total volatility	0.96	2.37	-1.41
Sortino ratio: Return per unit of downside risk	1.53	3.15	-1.61
Omega ratio: Gain probability vs. loss probability	1.19	1.42	-0.23
Calmar ratio: Return relative to maximum drawdown	1.60	3.43	-1.82
Martin ratio: Return relative to average drawdown	4.14	11.78	-7.64

XEL vs. FDTS - Sharpe Ratio Comparison

The current XEL Sharpe Ratio is 0.96, which is lower than the FDTS Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of XEL and FDTS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XEL vs. FDTS - Drawdown Comparison

The maximum XEL drawdown since its inception was -80.64%, which is greater than FDTS's maximum drawdown of -51.26%. Use the drawdown chart below to compare losses from any high point for XEL and FDTS.

Drawdown Indicators

	XEL	FDTS	Difference
Max Drawdown Largest peak-to-trough decline	-80.64%	-51.26%	-29.38%
Max Drawdown (1Y) Largest decline over 1 year	-11.50%	-12.61%	+1.11%
Max Drawdown (3Y) Largest decline over 3 years	-24.42%	-13.19%	-11.23%
Max Drawdown (5Y) Largest decline over 5 years	-34.41%	-33.11%	-1.30%
Max Drawdown (10Y) Largest decline over 10 years	-34.41%	-51.26%	+16.85%
Current Drawdown Current decline from peak	-4.89%	-4.77%	-0.12%
Average Drawdown Average peak-to-trough decline	-11.32%	-10.64%	-0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.45%	3.66%	+0.79%

Volatility

XEL vs. FDTS - Volatility Comparison

The current volatility for Xcel Energy Inc. (XEL) is 6.90%, while First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) has a volatility of 8.44%. This indicates that XEL experiences smaller price fluctuations and is considered to be less risky than FDTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XEL	FDTS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.90%	8.44%	-1.54%
Volatility (6M) Calculated over the trailing 6-month period	14.38%	15.54%	-1.16%
Volatility (1Y) Calculated over the trailing 1-year period	19.13%	18.27%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.80%	29.42%	-8.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.69%	24.92%	-3.23%

Dividends

XEL vs. FDTS - Dividend Comparison

XEL's dividend yield for the trailing twelve months is around 2.91%, more than FDTS's 2.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund	2.53%	2.94%	3.94%	2.90%	3.71%	3.01%	2.02%	2.30%	1.96%	2.08%	1.78%	1.73%
XEL Xcel Energy Inc.	2.19%	3.83%	2.43%	3.36%	2.78%	2.70%	2.58%	2.55%	3.09%	2.99%	3.34%	3.56%

Frequently Asked Questions

Can I hold both XEL and FDTS in my portfolio?

XEL and FDTS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XEL or FDTS?

FDTS has higher volatility (8.44%) compared to XEL (6.90%). In terms of maximum drawdown, XEL dropped -80.64% vs FDTS's -51.26%.

Which has better risk-adjusted returns?

FDTS currently has the higher Sharpe Ratio (2.37 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.