diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 8e57606da..de167671f 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -68,7 +68,7 @@ def start_create_userdir(args: Dict[str, Any]) -> int:
         create_userdata_dir(args["user_data_dir"], create_dir=True)
     else:
         logger.warning("`create-userdir` requires --userdir to be set.")
-        return 1
+        sys.exit(1)
 
 
 def start_download_data(args: Dict[str, Any]) -> None:
diff --git a/tests/test_utils.py b/tests/test_utils.py
index c99044610..7922bb624 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -13,7 +13,7 @@ from tests.conftest import get_args, log_has, patch_exchange
 
 def test_setup_utils_configuration():
     args = [
-        '--config', 'config.json.example',
+        'list-exchanges', '--config', 'config.json.example',
     ]
 
     config = setup_utils_configuration(get_args(args), RunMode.OTHER)