PortfoliosLab logoPortfoliosLab logo
ISIN
US33737J5056
CUSIP
33737J505
Inception Date
Oct 22, 2014
Region
Developed Europe (Broad)
Leveraged
1x (No leverage)
Index Tracked
NASDAQ AlphaDEX Eurozone Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$140M

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

FEUZ Performance Chart

First Trust Eurozone AlphaDEX ETF (FEUZ) is up 10.7% since the beginning of the year. FEUZ is currently trading at $68 per share. Investors who bought $1,000 worth of FEUZ shares 5 years ago would now be looking at an investment worth $1,664.


Loading charts...

S&P 500 Index

Returns By Period

First Trust Eurozone AlphaDEX ETF (FEUZ) has returned 10.69% so far this year and 31.38% over the past 12 months. Over the last ten years, FEUZ has returned 11.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


First Trust Eurozone AlphaDEX ETF

1D
-0.19%
1M
0.35%
YTD
10.69%
6M
11.17%
1Y
31.38%
3Y*
23.79%
5Y*
10.72%
10Y*
11.24%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUZ Monthly Returns History

Based on dividend-adjusted daily data since Oct 27, 2014, FEUZ's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +19.2%, while the worst month was Mar 2020 at -21.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FEUZ closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +13.9%, while the worst single day was Mar 12, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.83%4.23%-8.04%7.92%2.38%-1.24%10.69%
20255.06%5.00%4.27%5.51%8.97%5.17%0.38%3.56%2.70%-0.56%1.60%4.22%56.34%
2024-2.26%2.16%4.60%-1.22%6.06%-5.97%3.56%2.26%0.21%-3.64%-2.18%-1.25%1.64%
202311.14%-1.11%-0.40%1.35%-5.32%7.38%3.58%-3.38%-5.25%-5.26%11.40%3.87%17.24%
2022-2.25%-7.59%-0.72%-6.83%4.73%-14.10%3.36%-6.21%-10.75%10.51%11.25%0.28%-19.83%
2021-0.82%2.93%3.16%3.28%5.49%-2.61%0.23%3.91%-4.59%3.25%-6.04%3.92%11.93%

Benchmark Metrics

First Trust Eurozone AlphaDEX ETF has an annualized alpha of 0.63%, beta of 0.81, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since October 27, 2014.

  • This ETF participated in 97.55% of S&P 500 Index downside but only 86.35% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.44 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
0.63%
Beta
0.81
0.44
Upside Capture
86.35%
Downside Capture
97.55%

Expense Ratio

FEUZ has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FEUZ ranks 53 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FEUZ Risk / Return Rank: 5353
Overall Rank
FEUZ Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FEUZ Sortino Ratio Rank: 5252
Sortino Ratio Rank
FEUZ Omega Ratio Rank: 5252
Omega Ratio Rank
FEUZ Calmar Ratio Rank: 5252
Calmar Ratio Rank
FEUZ Martin Ratio Rank: 5656
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 Eurozone AlphaDEX ETF (FEUZ) 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.


FEUZBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.52

2.78

-0.26

Martin ratioReturn relative to average drawdown

9.52

12.44

-2.92

Dividends

Dividend History

First Trust Eurozone AlphaDEX ETF provided a 2.39% dividend yield over the last twelve months, with an annual payout of $1.62 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.62$1.73$0.81$1.20$1.12$1.16$0.62$0.79$0.84$0.56$0.69$0.34

Dividend yield

2.39%2.81%2.01%2.95%3.14%2.52%1.46%1.93%2.46%1.29%2.12%1.09%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Eurozone AlphaDEX ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.01$0.00$0.00$0.00$0.01
2025$0.00$0.00$0.12$0.00$0.00$0.91$0.00$0.00$0.21$0.00$0.00$0.48$1.73
2024$0.00$0.00$0.02$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.20$0.81
2023$0.00$0.00$0.00$0.00$0.00$0.91$0.00$0.00$0.10$0.00$0.00$0.19$1.20
2022$0.00$0.00$0.02$0.00$0.00$0.96$0.00$0.00$0.11$0.00$0.00$0.04$1.12
2021$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.21$0.00$0.00$0.28$1.16

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 Eurozone AlphaDEX ETF. 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 Eurozone AlphaDEX ETF was 48.08%, occurring on Mar 18, 2020. Recovery took 263 trading sessions.

The current First Trust Eurozone AlphaDEX ETF drawdown is 1.92%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-48.08%Mar 2020
2y 1mo1y 18d
3y 2moJan 2018 - Apr 2021
Bear market2022
-38.64%Oct 2022
10mo 23d2y 4mo
3y 2moNov 2021 - Feb 2025
2016 bear market2016
-20.17%Feb 2016
9mo11mo 17d
1y 8moMay 2015 - Jan 2017
2025 selloff2025
-18.02%Apr 2025
20d21d
1mo 11dMar 2025 - Apr 2025
2026 correction2026
-12.49%Mar 2026
21d1mo 17d
2mo 8dFeb 2026 - May 2026

Drawdown Indicators


FEUZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-56.78%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-9.10%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-18.90%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-38.64%

-25.43%

-13.21%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

-33.92%

-14.16%

Current Drawdown

Current decline from peak

-1.92%

-1.80%

-0.12%

Average Drawdown

Average peak-to-trough decline

-10.45%

-10.71%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.03%

+1.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FEUZ

Add First Trust Eurozone AlphaDEX ETF 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 FEUZ