- Issuer
- First Trust
- Inception Date
- Apr 9, 2013
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- First Trust Emerging Markets AlphaDEX UCITS ETF Class A Accumulation
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
FEMU.L Performance Chart
First Trust Emerging Markets AlphaDEX UCITS ETF Class A Accumulation (FEMU.L) is up 15.8% since the beginning of the year. FEMU.L is currently trading at $49 per share. Investors who bought $1,000 worth of FEMU.L shares 5 years ago would now be looking at an investment worth $1,410.
Loading charts...
Returns By Period
First Trust Emerging Markets AlphaDEX UCITS ETF Class A Accumulation (FEMU.L) has returned 15.81% so far this year and 31.69% over the past 12 months. Over the last ten years, FEMU.L has returned 8.14% per year, falling short of the S&P 500 Index benchmark, which averaged 13.36% annually.
First Trust Emerging Markets AlphaDEX UCITS ETF Class A Accumulation
- 1D
- 0.66%
- 1M
- -3.00%
- 6M
- 10.14%
- YTD
- 15.81%
- 1Y
- 31.69%
- 3Y*
- 16.05%
- 5Y*
- 7.12%
- 10Y*
- 8.14%
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
FEMU.L Monthly Returns History
Based on dividend-adjusted daily data since Apr 9, 2013, FEMU.L's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.
Historically, 52% of months were positive and 48% were negative. The best month was Nov 2022 with a return of +14.0%, while the worst month was Mar 2020 at -21.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.
On a daily basis, FEMU.L closed higher 50% of trading days. The best single day was Jul 14, 2016 with a return of +11.4%, while the worst single day was Mar 12, 2020 at -14.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.31% | 6.09% | -6.20% | 11.67% | -0.93% | -1.98% | -0.00% | 15.81% | |||||
| 2025 | 0.45% | 0.18% | 2.54% | -1.46% | 4.26% | 5.48% | 1.02% | 6.85% | 2.77% | -0.41% | 0.54% | 2.71% | 27.57% |
| 2024 | 1.28% | 2.68% | -0.81% | 3.32% | 3.13% | -0.85% | -0.94% | -1.90% | 4.80% | -6.82% | 0.27% | -0.18% | 3.49% |
| 2023 | 4.13% | -3.94% | -0.05% | 1.97% | -6.48% | 6.44% | 9.70% | -5.55% | -1.53% | -6.16% | 6.81% | 6.12% | 10.14% |
| 2022 | -2.13% | 0.60% | -1.37% | -4.40% | 0.03% | -11.00% | 0.29% | 0.25% | -8.88% | -0.92% | 14.01% | 0.76% | -13.81% |
| 2021 | -0.51% | 2.61% | 1.72% | 4.66% | 1.78% | 0.34% | -2.55% | 3.57% | -1.10% | -3.86% | -5.01% | 5.80% | 7.06% |
Benchmark Metrics
First Trust Emerging Markets AlphaDEX UCITS ETF Class A Accumulation has an annualized alpha of -0.18%, beta of 0.55, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since April 09, 2013.
- This ETF participated in 97.35% of S&P 500 Index downside but only 69.45% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.55 may look defensive, but with R2 of 0.21 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.21 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.18%
- Beta
- 0.55
- R²
- 0.21
- Upside Capture
- 69.45%
- Downside Capture
- 97.35%
Return for Risk
Risk / Return Rank
FEMU.L ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Emerging Markets AlphaDEX UCITS ETF Class A Accumulation (FEMU.L) 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.
| FEMU.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.31 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 2.35 | +1.78 |
| Martin ratioReturn relative to average drawdown | 10.36 | 10.19 | +0.17 |
Dividends
Dividend History
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Emerging Markets AlphaDEX UCITS ETF Class A Accumulation. 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 Emerging Markets AlphaDEX UCITS ETF Class A Accumulation was 45.58%, occurring on Mar 19, 2020. Recovery took 285 trading sessions.
The current First Trust Emerging Markets AlphaDEX UCITS ETF Class A Accumulation drawdown is 4.88%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-45.58%Mar 2020 | 2y 1mo | 1y 1mo | 3y 3moJan 2018 - May 2021 | COVID crash2020 |
-36.96%Jan 2016 | 1y 4mo | 1y 5mo | 2y 10moSep 2014 - Jul 2017 | — |
-31.08%Sep 2022 | 1y 15d | 2y 8mo | 3y 9moSep 2021 - Jun 2025 | Bear market2022 |
-16.46%Jun 2013 | 1mo 16d | 1y 22d | 1y 2moMay 2013 - Jul 2014 | — |
-8.28%Aug 2021 | 2mo 18d | 14d | 3mo 2dJun 2021 - Sep 2021 | — |
Drawdown Indicators
| FEMU.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.58% | -56.78% | +11.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -9.10% | +1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -18.90% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -31.08% | -25.43% | -5.65% |
Max Drawdown (10Y)Largest decline over 10 years | -45.58% | -33.92% | -11.66% |
Current DrawdownCurrent decline from peak | -4.88% | -0.49% | -4.39% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -10.70% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.09% | +0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with FEMU.L
Add First Trust Emerging Markets AlphaDEX UCITS ETF Class A Accumulation to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with FEMU.L