- ISIN
- US33735T1097
- CUSIP
- 33735T109
- Issuer
- First Trust
- Inception Date
- Aug 27, 2007
- Region
- Developed Europe (Broad)
- Category
- Europe Equities, Dividend
- 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
- Assets Under Management
- $887M
Highlights
- Avg. Volume (1M)
- 120K
- Avg. Volume Value (1M)
- $2.30M
Share Price Chart
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Performance
FDD Performance Chart
First Trust STOXX European Select Dividend Index Fund (FDD) is up 18.9% since the beginning of the year. FDD is currently trading at $20 per share. Investors who bought $1,000 worth of FDD shares 5 years ago would now be looking at an investment worth $1,854.
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Returns By Period
First Trust STOXX European Select Dividend Index Fund (FDD) has returned 18.92% so far this year and 39.43% over the past 12 months. Over the last ten years, FDD has returned 11.01% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
First Trust STOXX European Select Dividend Index Fund
- 1D
- 0.50%
- 1M
- 7.25%
- 6M
- 13.35%
- YTD
- 18.92%
- 1Y
- 39.43%
- 3Y*
- 27.25%
- 5Y*
- 13.14%
- 10Y*
- 11.01%
- ALL TIME*
- 2.89%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FDD Monthly Returns History
Based on dividend-adjusted daily data since Aug 30, 2007, FDD's average daily return is +0.03%, while the average monthly return is +0.41%. At this rate, an investment would double in approximately 14.1 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.91% | 2.07% | -4.63% | 6.79% | 3.21% | -2.55% | 8.41% | 18.92% | |||||
| 2025 | 6.07% | 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% |
| 2023 | 9.51% | -1.85% | -4.16% | 3.64% | -5.38% | 3.38% | 4.32% | -4.31% | -2.61% | -3.82% | 9.50% | 6.77% | 14.16% |
| 2022 | 1.11% | -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 -2.06%, beta of 0.79, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since August 30, 2007.
- This ETF participated in 103.26% of S&P 500 Index downside but only 77.02% 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
- -2.06%
- Beta
- 0.79
- R²
- 0.36
- Upside Capture
- 77.02%
- Downside Capture
- 103.26%
Expense Ratio
FDD has an expense ratio of 0.58%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FDD ranks 91 for risk / return — above 91% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FDD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.16 | 2.00 | +2.16 |
| Martin ratioReturn relative to average drawdown | 13.77 | 8.49 | +5.28 |
Dividends
Dividend History
First Trust STOXX European Select Dividend Index Fund provided a 5.01% dividend yield over the last twelve months, with an annual payout of $1.01 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.01 | $0.70 | $0.86 | $0.83 | $0.69 | $0.50 | $0.52 | $0.66 | $0.60 | $0.38 | $0.58 | $0.53 |
Dividend yield | 5.01% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.58 | $0.00 | $0.64 | |||||
| 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.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-74.77%Mar 2009 | 1y 4mo | 16y 13d | 17y 4moNov 2007 - Mar 2025 | Financial crisis2007–2009 |
-12.90%Apr 2025 | 20d | 14d | 1mo 4dMar 2025 - Apr 2025 | 2025 selloff2025 |
-9.39%Mar 2026 | 28d | 17d | 1mo 15dFeb 2026 - Apr 2026 | — |
-5.39%Aug 2025 | 8d | 11d | 19dJul 2025 - Aug 2025 | — |
-5.18%Sep 2007 | 12d | 10d | 22dSep 2007 - Sep 2007 | — |
Drawdown Indicators
| FDD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.77% | -56.78% | -17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.10% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -12.90% | -18.90% | +6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -25.43% | -9.41% |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | -33.92% | -7.51% |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -35.18% | -10.70% | -24.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.14% | +0.69% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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