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First Trust STOXX European Select Dividend Index F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33735T1097

CUSIP

33735T109

Inception Date

Aug 27, 2007

Region

Developed Europe (Broad)

Leveraged

1x

Index Tracked

STOXX Europe Select Dividend 30

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

FDD has an expense ratio of 0.58%, placing it in the medium range.


Expense ratio chart for FDD: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDD: 0.58%

Share Price Chart


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Compare to other instruments

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


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%100.00%200.00%300.00%December2025FebruaryMarchAprilMay
13.85%
290.13%
FDD (First Trust STOXX European Select Dividend Index Fund)
Benchmark (^GSPC)

Returns By Period

First Trust STOXX European Select Dividend Index Fund (FDD) returned 29.65% year-to-date (YTD) and 29.17% over the past 12 months. Over the past 10 years, FDD returned 6.02% annually, underperforming the S&P 500 benchmark at 10.57%.


FDD

YTD

29.65%

1M

17.57%

6M

25.86%

1Y

29.17%

5Y*

15.89%

10Y*

6.02%

^GSPC (Benchmark)

YTD

-3.31%

1M

12.07%

6M

-0.74%

1Y

10.90%

5Y*

14.73%

10Y*

10.57%

*Annualized

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
20256.07%7.20%6.56%5.60%1.33%29.65%
2024-4.31%-3.02%5.97%0.37%6.57%-4.17%4.78%1.91%0.66%-4.86%-1.31%-1.42%0.29%
20239.51%-1.85%-4.16%3.64%-5.38%3.38%4.32%-4.31%-2.60%-3.82%9.50%6.77%14.17%
20221.11%-6.52%-1.81%-6.08%3.61%-13.26%2.71%-5.91%-9.10%8.44%11.92%0.40%-16.15%
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%1.46%3.28%5.83%2.01%4.88%-6.42%-3.36%25.37%4.07%-3.81%
20196.45%1.10%0.31%3.20%-5.97%4.15%-2.08%-0.33%5.08%5.18%-0.22%5.43%23.81%
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%19.07%
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%-1.87%-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%-2.49%-1.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, FDD is among the top 10% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FDD is 9090
Overall Rank
The Sharpe Ratio Rank of FDD is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of FDD is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FDD is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FDD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FDD is 8989
Martin 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.


The chart of Sharpe ratio for FDD, currently valued at 1.68, compared to the broader market-1.000.001.002.003.004.00
FDD: 1.68
^GSPC: 0.67
The chart of Sortino ratio for FDD, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.00
FDD: 2.25
^GSPC: 1.05
The chart of Omega ratio for FDD, currently valued at 1.33, compared to the broader market0.501.001.502.002.50
FDD: 1.33
^GSPC: 1.16
The chart of Calmar ratio for FDD, currently valued at 1.58, compared to the broader market0.002.004.006.008.0010.0012.00
FDD: 1.58
^GSPC: 0.68
The chart of Martin ratio for FDD, currently valued at 7.31, compared to the broader market0.0020.0040.0060.00
FDD: 7.31
^GSPC: 2.70

The current First Trust STOXX European Select Dividend Index Fund Sharpe ratio is 1.68. 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.68
0.67
FDD (First Trust STOXX European Select Dividend Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust STOXX European Select Dividend Index Fund provided a 6.12% dividend yield over the last twelve months, with an annual payout of $0.89 per share. The fund has been increasing its distributions for 3 consecutive years.


3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.8020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.89$0.86$0.83$0.69$0.50$0.52$0.66$0.60$0.38$0.58$0.53$0.56

Dividend yield

6.12%7.65%6.85%6.07%3.44%4.00%4.70%5.05%2.77%4.88%4.36%4.31%

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
2025$0.00$0.00$0.07$0.00$0.00$0.07
2024$0.00$0.00$0.04$0.00$0.00$0.41$0.00$0.00$0.13$0.00$0.00$0.28$0.86
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$0.06$0.00$0.00$0.41$0.00$0.00$0.09$0.00$0.00$0.06$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$0.05$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$0.06$0.53
2014$0.06$0.00$0.00$0.33$0.00$0.00$0.10$0.00$0.00$0.07$0.56

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%December2025FebruaryMarchAprilMay0
-7.45%
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. Recovery took 3985 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.76%Nov 1, 2007301Mar 9, 20093985Mar 18, 20254286
-12.9%Mar 19, 202515Apr 8, 20259Apr 22, 202524
-5.18%Sep 5, 20079Sep 17, 20078Sep 27, 200717
-4.7%Oct 10, 20079Oct 22, 20075Oct 29, 200714
-1.88%Oct 8, 20071Oct 8, 20071Oct 9, 20072

Volatility

Volatility Chart

The current First Trust STOXX European Select Dividend Index Fund volatility is 12.62%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.62%
14.17%
FDD (First Trust STOXX European Select Dividend Index Fund)
Benchmark (^GSPC)