See what your fund actually adds

First Trust Utilities AlphaDEX Fund FXU

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FXU compared with its replication portfolio
MeasureFXUReplication
Annualized growth11.0%8.2%
Annualized volatility16.9%16.3%
Sharpe ratio0.700.57
Maximum drawdown19.7%20.6%
Replication fit (R²)0.94 · Tracking error 4.0%

Replication portfolio

The published portfolio below is the investable basket used to model FXU’s historical return behavior.

FXU replication basket weights
TickerBuilding blockWeight
XLUSector · Utilities81.0%
VNQSector · Real Estate9.7%
XLESector · Energy4.9%
VBRSmall-Cap · Value4.3%