FXD vs SHYL

Comparison between FIRST TRUST CONSUMER DISCRETIONARY ALPHADEX FUND (FXD, ETF) and XTRACKERS SHORT DURATION HIGH YIELD BOND ETF (SHYL, ETF).

5-Year PerformanceSHYL has outperformed FXD, delivering a return of +4.9% compared to +3.4%

FXD vs SHYL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXD(ETF)	SHYL(ETF)
Net Assets	$267M	$266M
Expense Ratio	0.60%	0.20%
Max Drawdown	65.66%	21.56%
Sharpe Ratio	0.20	0.36
5Y Beta	1.01	0.21
P/E Ratio	17.08	N/A
Forward P/E	14.92	N/A
PEG Ratio	0.12	N/A
5Y Dividends CAGR	30.66%	2.40%
5Y EPS CAGR	11.92%	N/A
Debt to Equity	-6.38%	N/A
P/S Ratio	0.82	N/A
P/B Ratio	2.52	N/A

Net Assets

Winner

FXD

$267M

SHYL

$266M

Expense Ratio

FXD

0.60%

Winner

SHYL

0.20%

Max Drawdown

FXD

65.66%

Winner

SHYL

21.56%

Sharpe Ratio

FXD

0.20

Winner

SHYL

0.36

5Y Beta

FXD

1.01

Winner

SHYL

0.21

P/E Ratio

FXD

17.08

SHYL

N/A

Forward P/E

FXD

14.92

SHYL

N/A

PEG Ratio

FXD

0.12

SHYL

N/A

5Y Dividends CAGR

Winner

FXD

30.66%

SHYL

2.40%

5Y EPS CAGR

FXD

11.92%

SHYL

N/A

Debt to Equity

FXD

-6.38%

SHYL

N/A

P/S Ratio

FXD

0.82

SHYL

N/A

P/B Ratio

FXD

2.52

SHYL

N/A

FXD vs SHYL - Historical Returns

Returns include dividend reinvestment.

Period	FXD	SHYL
1 month	+0.62%	+0.30%
3 months	-3.27%	+0.60%
6 months	-3.04%	+1.27%
1 year	+6.03%	+4.77%
5 years(CAGR)	+3.43%	+4.92%
10 years(CAGR)	+7.73%	+4.79%
Max(CAGR)	+7.48%	+4.79%

Winner

FXD

+0.62%

SHYL

+0.30%

FXD

-3.27%

Winner

SHYL

+0.60%

FXD

-3.04%

Winner

SHYL

+1.27%

Winner

FXD

+6.03%

SHYL

+4.77%

5Y(CAGR)

FXD

+3.43%

Winner

SHYL

+4.92%

10Y(CAGR)

Winner

FXD

+7.73%

SHYL

+4.79%

Max(CAGR)

Winner

FXD

+7.48%

SHYL

+4.79%

FXD vs SHYL - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXD	SHYL
2026	-0.17%	+1.76%
2025	+7.10%	+7.62%
2024	+11.64%	+8.82%
2023	+23.44%	+11.25%
2022	-21.71%	-5.15%
2021	+24.97%	+4.82%
2020	+12.64%	+3.53%
2019	+23.21%	+10.13%
2018	-12.65%	-0.67%
2017	+19.03%	N/A
2016	+6.77%	N/A
2015	-3.09%	N/A
2014	+12.15%	N/A
2013	+40.52%	N/A
2012	+15.09%	N/A
2011	-0.13%	N/A
2010	+30.59%	N/A
2009	+51.69%	N/A
2008	-41.59%	N/A
2007	-15.15%	N/A

FXD vs SHYL Drawdown Comparison

The maximum drawdown for FXD was -65.27%, occurring on Mar 9, 2009. Recovery took 903 trading sessions.

The maximum drawdown for SHYL was -19.27%, occurring on Mar 23, 2020. Recovery took 184 trading sessions.

The current FXD drawdown is -4.61%. The current SHYL drawdown is -0.07%.

Rank	FXD	SHYL
#1	-65.27% Jul 9, 2007 - Feb 4, 2011	-19.27% Feb 20, 2020 - Nov 10, 2020
#2	-49.54% Feb 19, 2020 - Nov 13, 2020	-9.59% Dec 27, 2021 - Jul 13, 2023
#3	-33.74% Nov 16, 2021 - Mar 27, 2024	-4.92% Oct 1, 2018 - Jan 30, 2019
#4	-26.02% Dec 4, 2024 - Aug 22, 2025	-4.73% Feb 28, 2025 - May 12, 2025
#5	-24.03% Jul 7, 2011 - Mar 13, 2012	-2.74% Sep 14, 2023 - Nov 3, 2023
#6	-22.16% Jan 24, 2018 - Nov 18, 2019	-1.82% Jan 26, 2018 - Apr 13, 2018
#7	-20.18% Mar 20, 2015 - Dec 7, 2016	-1.79% Mar 20, 2024 - May 3, 2024
#8	-14.19% Mar 26, 2012 - Jan 2, 2013	-1.59% Jan 22, 2026 - Apr 8, 2026
#9	-13.94% Jan 13, 2026 - Mar 30, 2026	-1.57% Nov 9, 2021 - Dec 23, 2021
#10	-12.24% Mar 28, 2024 - Oct 18, 2024	-1.28% Dec 5, 2024 - Jan 15, 2025
#11	-11.01% Sep 8, 2025 - Jan 6, 2026	-1.22% Jul 29, 2019 - Aug 29, 2019
#12	-10.15% Sep 5, 2014 - Nov 12, 2014	-1.17% Dec 27, 2023 - Feb 23, 2024
#13	-8.68% Dec 31, 2013 - Feb 25, 2014	-1.15% Oct 2, 2025 - Oct 24, 2025
#14	-8.66% May 12, 2011 - Jul 1, 2011	-1.13% Apr 12, 2019 - Jun 11, 2019
#15	-7.79% Mar 7, 2014 - Jun 27, 2014	-1.11% Jul 31, 2024 - Aug 13, 2024

Correlation

Correlation between FXD and SHYL is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2007 - 2026)

FXD vs SHYL dividend yield comparison.

Year	FXD	SHYL
2026	0.31%	3.44%
2025	0.80%	7.02%
2024	0.89%	7.26%
2023	0.70%	6.60%
2022	1.00%	5.52%
2021	0.62%	4.65%
2020	0.42%	6.16%
2019	0.92%	5.93%
2018	1.08%	5.54%
2017	0.93%	0.00%
2016	1.05%	0.00%
2015	0.90%	0.00%
2014	0.52%	0.00%
2013	0.35%	0.00%
2012	1.44%	0.00%
2011	0.63%	0.00%
2010	0.44%	0.00%
2009	0.46%	0.00%
2008	0.89%	0.00%
2007	0.32%	0.00%