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ETFs

First Trust Utilities AlphaDEX Fund

FXU
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
May 8, 2007
Expense Ratio
0.64%
Type
US Equities
Fund Owner
First Trust
Volume (1m avg. daily)
$3,274,361
AUM
$237,148,560
Associated Index
StrataQuant Utilities Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

VST
Vistra Corp
5.53%
NFG
National Fuel Gas Co.
4.44%
ED
Consolidated Edison, Inc.
4.39%
OGE
Oge Energy Corp.
4.27%
EVRG
Evergy Inc
4.01%
AGR
Avangrid Inc
3.88%
BEPC
Brookfield Renewable Corporation - Ordinary Shares - Class A (Sub Voting)
3.8%
DUK
Duke Energy Corp.
3.64%
CWEN
Clearway Energy Inc - Ordinary Shares - Class C
3.63%
ETR
Entergy Corp.
3.47%
Invest with FXU
Trade FXU Options

What is FXU?

The First Trust Utilities AlphaDEX Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before fees and expenses of an equity index called the StrataQuant Utilities Index.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

FXU
Performance Measures**

for the time period May 10, 2007 to Dec 4, 2025

Returns

1M Trailing Return: -0.6%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 4.6%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -49.0%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 18.6%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.49

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.16

The annualized return divided by the max drawdown for the selected time period.

ETFs related toFXU

ETFs correlated to FXU include RSPU, IDU, FUTY

FXU
First Trust Exchange-Traded Fund III - First Trust Utilities AlphaDEX Fund
RSPU
Invesco Capital Management LLC - Invesco S&P 500 Equal Weight Utilities ETF
IDU
BlackRock Institutional Trust Company N.A. - iShares U.S. Utilities ETF
FUTY
Fidelity Covington Trust - Fidelity MSCI Utilities Index ETF
VPU
Vanguard Group, Inc. - Vanguard Utilities ETF
XLU
SSgA Active Trust - Utilities Select Sector SPDR ETF
UTSL
Direxion Shares ETF Trust - Direxion Daily Utilities Bull 3X Shares
SPLV
Invesco Capital Management LLC - Invesco S&P 500 Low Volatility ETF
LVHD
Legg Mason ETF Investment Trust - Franklin U.S. Low Volatility High Dividend Index ETF
FVD
First Trust Exchange-Traded Fund III - First Trust Value Line Dividend Index Fund
LGLV
SPDR Series Trust - SPDR SSGA US Large Cap Low Volatility Index ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toFXU

Simon | KMLM switcher | Simon Shorts Ed. + MbM | (single pops)| BT 4/13/22

Category

Trend-following, RSI momentum, volatility hedging, leveraged ETFs, inverse ETFs, managed futures (KMLM), bonds/cash, tech/semis/small-cap/biotech, risk-on/off

OOS Cumulative Return

94.76%

AutoSignals | (TQQQ or SH? Edition)

Category

Trend-following, risk-on/off, RSI and moving-average filters, cross-asset signals, TQQQ vs SH toggle, high turnover, leveraged ETF

OOS Cumulative Return

0.92%

Create your own algorithmic trading strategy with FXU using Composer

FAQ

FXU is a US Equities ETF. The First Trust Utilities AlphaDEX Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before fees and expenses of an equity index called the StrataQuant Utilities Index.

FXU tracks the StrataQuant Utilities Index.

No, FXU is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, FXU is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on FXU is 0.0049%. This is the percent change in the value of FXU over the most recent 1-month period. The 3-month return on FXU is -0.0396%. This is the percent change in the value of FXU over the most recent 3-month period.

The standard deviation of FXU for the past year is 0.1849%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to FXU include XLI, XLY, and XLV.

ETFs correlated to FXU include RSPU, IDU, and FUTY.

ETFs that are inversely correlated to FXU include DRV, SRS, and SDOW.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.