PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
First Trust STOXX European Select Dividend Index F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33735T1097
CUSIP33735T109
IssuerFirst Trust
Inception DateAug 27, 2007
RegionDeveloped Europe (Broad)
CategoryEurope Equities, Dividend
Leveraged1x
Index TrackedSTOXX Europe Select Dividend 30
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

FDD features an expense ratio of 0.58%, falling within the medium range.


Expense ratio chart for FDD: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: FDD vs. EUFN, FDD vs. RFEU, FDD vs. FLAX, FDD vs. VTI, FDD vs. DVY, FDD vs. NOBL, FDD vs. IEUR, FDD vs. BBEU, FDD vs. VUAA.L, FDD vs. SPLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust STOXX European Select Dividend Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.94%
10.12%
FDD (First Trust STOXX European Select Dividend Index Fund)
Benchmark (^GSPC)

Returns By Period

First Trust STOXX European Select Dividend Index Fund had a return of 4.52% year-to-date (YTD) and 18.28% in the last 12 months. Over the past 10 years, First Trust STOXX European Select Dividend Index Fund had an annualized return of 3.97%, while the S&P 500 had an annualized return of 10.92%, indicating that First Trust STOXX European Select Dividend Index Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.52%19.77%
1 month-1.39%-0.67%
6 months2.61%10.27%
1 year18.28%31.07%
5 years (annualized)3.12%13.22%
10 years (annualized)3.97%10.92%

Monthly Returns

The table below presents the monthly returns of FDD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.31%-3.02%5.97%0.37%6.57%-4.17%4.78%1.91%0.66%-4.82%4.52%
20239.51%-1.85%-4.16%3.64%-5.38%3.38%4.32%-4.31%-2.61%-3.82%9.50%6.77%14.16%
20221.11%-6.52%-1.81%-6.08%3.61%-13.26%2.71%-5.91%-9.09%8.44%11.92%0.40%-16.14%
2021-0.62%5.24%5.09%2.34%5.12%-3.21%1.49%1.36%-5.36%2.81%-3.29%4.75%16.03%
2020-0.77%-8.54%-24.27%1.45%3.28%5.83%2.01%4.88%-6.42%-3.36%25.37%4.07%-3.80%
20196.45%1.10%0.31%3.20%-5.97%4.15%-2.08%-0.33%5.07%5.18%-0.22%5.42%23.79%
20186.19%-4.73%0.04%3.90%-4.24%-1.27%2.65%-3.10%0.60%-5.11%1.13%-4.65%-8.98%
20170.42%0.92%2.89%2.75%6.78%-1.58%1.68%-0.60%3.60%0.37%0.22%0.40%19.08%
2016-4.60%-1.55%6.60%3.64%-1.02%-2.75%1.19%0.10%-0.08%-2.37%-1.32%4.95%2.22%
20151.76%4.44%-4.64%2.99%-0.76%-2.23%1.79%-6.58%-1.69%5.79%-1.86%-1.13%-2.81%
2014-2.75%6.28%1.19%3.47%2.28%1.46%-5.62%1.12%-5.70%-0.59%0.15%-2.50%-1.89%
20131.62%-4.88%-0.25%4.57%-2.75%-2.89%7.13%-1.40%8.57%2.93%1.50%2.61%17.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDD is 31, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FDD is 3131
Combined Rank
The Sharpe Ratio Rank of FDD is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of FDD is 3333Sortino Ratio Rank
The Omega Ratio Rank of FDD is 3232Omega Ratio Rank
The Calmar Ratio Rank of FDD is 2525Calmar Ratio Rank
The Martin Ratio Rank of FDD is 3030Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FDD
Sharpe ratio
The chart of Sharpe ratio for FDD, currently valued at 1.35, compared to the broader market0.002.004.006.001.35
Sortino ratio
The chart of Sortino ratio for FDD, currently valued at 1.88, compared to the broader market0.005.0010.001.88
Omega ratio
The chart of Omega ratio for FDD, currently valued at 1.23, compared to the broader market1.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for FDD, currently valued at 0.63, compared to the broader market0.005.0010.0015.0020.000.63
Martin ratio
The chart of Martin ratio for FDD, currently valued at 5.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current First Trust STOXX European Select Dividend Index Fund Sharpe ratio is 1.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust STOXX European Select Dividend Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.35
2.67
FDD (First Trust STOXX European Select Dividend Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust STOXX European Select Dividend Index Fund provided a 6.26% dividend yield over the last twelve months, with an annual payout of $0.75 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.75$0.83$0.69$0.50$0.52$0.66$0.60$0.38$0.58$0.53$0.56$0.50

Dividend yield

6.26%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%4.30%3.62%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust STOXX European Select Dividend Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.04$0.00$0.00$0.41$0.00$0.00$0.13$0.00$0.00$0.58
2023$0.00$0.00$0.04$0.00$0.00$0.47$0.00$0.00$0.15$0.00$0.00$0.17$0.83
2022$0.00$0.00$0.09$0.00$0.00$0.35$0.00$0.00$0.20$0.00$0.00$0.05$0.69
2021$0.00$0.00$0.01$0.00$0.00$0.25$0.00$0.00$0.18$0.00$0.00$0.06$0.50
2020$0.00$0.00$0.03$0.00$0.00$0.22$0.00$0.00$0.20$0.00$0.00$0.08$0.52
2019$0.00$0.00$0.06$0.00$0.00$0.45$0.00$0.00$0.09$0.00$0.00$0.06$0.66
2018$0.00$0.00$0.05$0.00$0.00$0.40$0.00$0.00$0.09$0.00$0.00$0.05$0.60
2017$0.00$0.00$0.03$0.00$0.00$0.26$0.00$0.00$0.05$0.00$0.00$0.04$0.38
2016$0.00$0.00$0.03$0.00$0.00$0.41$0.00$0.00$0.06$0.00$0.00$0.08$0.58
2015$0.00$0.00$0.04$0.00$0.00$0.35$0.00$0.00$0.08$0.00$0.00$0.05$0.53
2014$0.00$0.00$0.06$0.00$0.00$0.33$0.00$0.00$0.10$0.00$0.00$0.07$0.56
2013$0.03$0.00$0.00$0.33$0.00$0.00$0.04$0.00$0.00$0.10$0.50

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.29%
-2.59%
FDD (First Trust STOXX European Select Dividend Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust STOXX European Select Dividend Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust STOXX European Select Dividend Index Fund was 74.76%, occurring on Mar 9, 2009. The portfolio has not yet recovered.

The current First Trust STOXX European Select Dividend Index Fund drawdown is 15.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.76%Nov 1, 2007301Mar 9, 2009
-5.18%Sep 5, 20079Sep 17, 20078Sep 27, 200717
-4.69%Oct 10, 20079Oct 22, 20075Oct 29, 200714
-1.88%Oct 8, 20071Oct 8, 20071Oct 9, 20072
-1.57%Oct 2, 20072Oct 3, 20072Oct 5, 20074

Volatility

Volatility Chart

The current First Trust STOXX European Select Dividend Index Fund volatility is 3.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.11%
3.11%
FDD (First Trust STOXX European Select Dividend Index Fund)
Benchmark (^GSPC)