- ISIN
- US33737J5056
- CUSIP
- 33737J505
- Issuer
- First Trust
- Inception Date
- Oct 22, 2014
- Region
- Developed Europe (Broad)
- Category
- Europe Equities
- 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
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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.
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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.83% | 4.23% | -8.04% | 7.92% | 2.38% | -1.24% | 10.69% | ||||||
| 2025 | 5.06% | 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% |
| 2023 | 11.14% | -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
- R²
- 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.
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.
| FEUZ | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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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 1mo | 1y 18d | 3y 2moJan 2018 - Apr 2021 |
Bear market2022 | -38.64%Oct 2022 | 10mo 23d | 2y 4mo | 3y 2moNov 2021 - Feb 2025 |
2016 bear market2016 | -20.17%Feb 2016 | 9mo | 11mo 17d | 1y 8moMay 2015 - Jan 2017 |
2025 selloff2025 | -18.02%Apr 2025 | 20d | 21d | 1mo 11dMar 2025 - Apr 2025 |
2026 correction2026 | -12.49%Mar 2026 | 21d | 1mo 17d | 2mo 8dFeb 2026 - May 2026 |
Drawdown Indicators
| FEUZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.92% | -1.80% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -10.45% | -10.71% | +0.26% |
Ulcer IndexDepth 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.
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