XZMD.L vs. FEX.L
Compare and contrast key facts about Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) and First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (FEX.L).
XZMD.L and FEX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZMD.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2022. FEX.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 9, 2013. Both XZMD.L and FEX.L 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
XZMD.L vs. FEX.L - Performance Comparison
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XZMD.L vs. FEX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | -5.97% | 15.91% | 26.20% | 29.82% | -9.60% |
FEX.L First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD | 2.87% | 15.44% | 16.70% | 14.07% | -4.33% |
Different Trading Currencies
XZMD.L is traded in USD, while FEX.L is traded in GBp. To make them comparable, the FEX.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XZMD.L achieves a -5.97% return, which is significantly lower than FEX.L's 2.87% return.
XZMD.L
- 1D
- 2.87%
- 1M
- -4.26%
- YTD
- -5.97%
- 6M
- -0.33%
- 1Y
- 20.34%
- 3Y*
- 19.38%
- 5Y*
- —
- 10Y*
- —
FEX.L
- 1D
- 1.79%
- 1M
- -3.35%
- YTD
- 2.87%
- 6M
- 5.47%
- 1Y
- 20.75%
- 3Y*
- 16.50%
- 5Y*
- 9.84%
- 10Y*
- 11.71%
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XZMD.L vs. FEX.L - Expense Ratio Comparison
XZMD.L has a 0.15% expense ratio, which is lower than FEX.L's 0.75% expense ratio.
Return for Risk
XZMD.L vs. FEX.L — Risk / Return Rank
XZMD.L
FEX.L
XZMD.L vs. FEX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) and First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (FEX.L). 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.
| XZMD.L | FEX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 1.30 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.88 | 1.82 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.17 | -0.89 |
Martin ratioReturn relative to average drawdown | 4.73 | 10.43 | -5.69 |
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
| XZMD.L | FEX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.30 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.69 | +0.42 |
Correlation
The correlation between XZMD.L and FEX.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XZMD.L vs. FEX.L - Dividend Comparison
XZMD.L's dividend yield for the trailing twelve months is around 0.76%, while FEX.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | 0.76% | 0.79% | 0.95% | 0.95% | 0.54% |
FEX.L First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XZMD.L vs. FEX.L - Drawdown Comparison
The maximum XZMD.L drawdown since its inception was -20.62%, smaller than the maximum FEX.L drawdown of -38.86%. Use the drawdown chart below to compare losses from any high point for XZMD.L and FEX.L.
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Drawdown Indicators
| XZMD.L | FEX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.62% | -31.58% | +10.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -11.86% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.58% | — |
Current DrawdownCurrent decline from peak | -8.24% | -2.62% | -5.62% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -4.16% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 1.81% | +3.79% |
Volatility
XZMD.L vs. FEX.L - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) has a higher volatility of 5.17% compared to First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (FEX.L) at 3.89%. This indicates that XZMD.L's price experiences larger fluctuations and is considered to be riskier than FEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZMD.L | FEX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 3.89% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.52% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.60% | 15.87% | +7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.81% | 15.95% | +7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.81% | 17.23% | +6.58% |