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First Trust STOXX European Select Dividend Index F...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US33735T1097
CUSIP
33735T109
Inception Date
Aug 27, 2007
Region
Developed Europe (Broad)
Leveraged
1x (No leverage)
Index Tracked
STOXX Europe Select Dividend 30
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Value

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

First Trust STOXX European Select Dividend Index Fund (FDD) has returned 2.13% so far this year and 36.97% over the past 12 months. Over the last ten years, FDD has returned 9.42% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


First Trust STOXX European Select Dividend Index Fund

1D
3.55%
1M
-4.63%
YTD
2.13%
6M
11.69%
1Y
36.97%
3Y*
22.64%
5Y*
10.69%
10Y*
9.42%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 30, 2007, FDD's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, your investment would double in approximately 17.0 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +25.4%, while the worst month was Mar 2020 at -24.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 9 months.

On a daily basis, FDD closed higher 51% of trading days. The best single day was Sep 19, 2008 with a return of +17.7%, while the worst single day was Nov 20, 2008 at -15.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.91%2.07%-4.63%2.13%
20256.07%7.20%6.55%5.60%6.07%4.00%-1.42%4.50%2.18%-0.19%2.79%6.59%62.50%
2024-4.31%-3.02%5.97%0.37%6.57%-4.17%4.78%1.91%0.66%-4.86%-1.31%-1.43%0.28%
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%

Benchmark Metrics

First Trust STOXX European Select Dividend Index Fund has an annualized alpha of -2.41%, beta of 0.79, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since August 31, 2007.

  • This ETF participated in 104.83% of S&P 500 Index downside but only 77.29% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.36 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-2.41%
Beta
0.79
0.36
Upside Capture
77.29%
Downside Capture
104.83%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FDD ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FDD Risk / Return Rank: 9090
Overall Rank
FDD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 9090
Sortino Ratio Rank
FDD Omega Ratio Rank: 9191
Omega Ratio Rank
FDD Calmar Ratio Rank: 9090
Calmar Ratio Rank
FDD Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) and compare them to a chosen benchmark (S&P 500 Index).


FDDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.90

+1.10

Sortino ratio

Return per unit of downside risk

2.65

1.39

+1.26

Omega ratio

Gain probability vs. loss probability

1.40

1.21

+0.19

Calmar ratio

Return relative to maximum drawdown

3.15

1.40

+1.75

Martin ratio

Return relative to average drawdown

12.09

6.61

+5.49

Explore FDD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

First Trust STOXX European Select Dividend Index Fund provided a 3.87% dividend yield over the last twelve months, with an annual payout of $0.69 per share.


3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.69$0.70$0.86$0.83$0.69$0.50$0.52$0.66$0.60$0.38$0.58$0.53

Dividend yield

3.87%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%

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
2026$0.00$0.00$0.06$0.06
2025$0.00$0.00$0.07$0.00$0.00$0.26$0.00$0.00$0.21$0.00$0.00$0.16$0.70
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

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.


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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 74.77%, occurring on Mar 9, 2009. Recovery took 4032 trading sessions.

The current First Trust STOXX European Select Dividend Index Fund drawdown is 5.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.77%Nov 1, 2007339Mar 9, 20094032Mar 18, 20254371
-12.9%Mar 19, 202515Apr 8, 20259Apr 22, 202524
-9.39%Feb 27, 202621Mar 27, 2026
-5.39%Jul 24, 20257Aug 1, 20257Aug 12, 202514
-5.18%Sep 5, 20079Sep 17, 20078Sep 27, 200717

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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