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XZMD.L vs. FEXD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XZMD.L vs. FEXD.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) and First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L).

XZMD.L and FEXD.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. FEXD.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 TR USD. It was launched on May 28, 2015. Both XZMD.L and FEXD.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. FEXD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) and First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L). The values are adjusted to include any dividend payments, if applicable.

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XZMD.L vs. FEXD.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
XZMD.L
Xtrackers MSCI USA ESG UCITS ETF 1D		-5.97%15.91%26.20%29.82%-9.60%
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B		2.59%14.59%15.47%12.65%-5.07%
Different Trading Currencies

XZMD.L is traded in USD, while FEXD.L is traded in GBp. To make them comparable, the FEXD.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 FEXD.L's 2.59% return.

XZMD.L

1D
2.87%
1M
-4.26%
YTD
-5.97%
6M
-0.33%
1Y
20.34%
3Y*
19.38%
5Y*
—
10Y*
—

FEXD.L

1D
1.73%
1M
-3.60%
YTD
2.59%
6M
5.13%
1Y
19.63%
3Y*
15.39%
5Y*
8.72%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Xtrackers MSCI USA ESG UCITS ETF 1D

First Trust US Large Cap Core AlphaDEX UCITS Class B

Often compared with XZMD.L:
XZMD.L vs. XZMU.DEXZMD.L vs. XDUS.LXZMD.L vs. FEX.LXZMD.L vs. CAPS.LXZMD.L vs. FRUE.LXZMD.L vs. MVEA.LXZMD.L vs. FEXU.L
Often compared with FEXD.L:
FEXD.L vs. COWGFEXD.L vs. NASL.LFEXD.L vs. FEX.LFEXD.L vs. HIUS.LFEXD.L vs. ISDU.LFEXD.L vs. BBUS.LFEXD.L vs. DGRA.L

XZMD.L vs. FEXD.L - Expense Ratio Comparison

XZMD.L has a 0.15% expense ratio, which is lower than FEXD.L's 0.75% expense ratio.

FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B
XZMD.L
Xtrackers MSCI USA ESG UCITS ETF 1D

Return for Risk

XZMD.L vs. FEXD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XZMD.L
XZMD.L Risk / Return Rank: 7171
Overall Rank
XZMD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XZMD.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
XZMD.L Omega Ratio Rank: 8585
Omega Ratio Rank
XZMD.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
XZMD.L Martin Ratio Rank: 4444
Martin Ratio Rank
FEXD.L
FEXD.L Risk / Return Rank: 4747
Overall Rank
FEXD.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FEXD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
FEXD.L Omega Ratio Rank: 6666
Omega Ratio Rank
FEXD.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
FEXD.L Martin Ratio Rank: 1717
Martin Ratio Rank
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.

XZMD.L vs. FEXD.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 Class B (FEXD.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.LFEXD.LDifference

Sharpe ratio

Return per unit of total volatility

2.02

1.52

+0.50

Sortino ratio

Return per unit of downside risk

2.88

2.04

+0.84

Omega ratio

Gain probability vs. loss probability

1.36

1.30

+0.05

Calmar ratio

Return relative to maximum drawdown

1.29

0.68

+0.60

Martin ratio

Return relative to average drawdown

4.73

2.85

+1.88

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XZMD.L vs. FEXD.L - Sharpe Ratio Comparison

The current XZMD.L Sharpe Ratio is 2.02, which is higher than the FEXD.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of XZMD.L and FEXD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XZMD.LFEXD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.52

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.61

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.72

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.62

+0.49

Correlation

The correlation between XZMD.L and FEXD.L is 0.41, 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. FEXD.L - Dividend Comparison

XZMD.L's dividend yield for the trailing twelve months is around 0.76%, more than FEXD.L's 0.01% yield.

TTM2025202420232022202120202019201820172016
XZMD.L
Xtrackers MSCI USA ESG UCITS ETF 1D		0.76%0.79%0.95%0.95%0.54%0.00%0.00%0.00%0.00%0.00%0.00%
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B		0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%

Drawdowns

XZMD.L vs. FEXD.L - Drawdown Comparison

The maximum XZMD.L drawdown since its inception was -20.62%, smaller than the maximum FEXD.L drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for XZMD.L and FEXD.L.

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Drawdown Indicators

XZMD.LFEXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-31.91%

+11.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-11.85%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

—

-21.63%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.91%

—

Current Drawdown

Current decline from peak

-8.24%

-2.88%

-5.36%

Average Drawdown

Average peak-to-trough decline

-5.05%

-4.42%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

7.57%

-1.97%

Volatility

XZMD.L vs. FEXD.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 Class B (FEXD.L) at 4.10%. This indicates that XZMD.L's price experiences larger fluctuations and is considered to be riskier than FEXD.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.LFEXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

4.10%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

—

9.23%

—

Volatility (1Y)

Calculated over the trailing 1-year period

23.60%

17.89%

+5.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.81%

18.27%

+5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.81%

19.68%

+4.13%