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First Trust Eurozone AlphaDEX® UCITS ETF Class A S...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B8X9NY41

Issuer

First Trust

Inception Date

Oct 21, 2014

Leveraged

1x

Index Tracked

MSCI EMU NR EUR

Asset Class

Equity

Expense Ratio

FEUZ.L features an expense ratio of 0.80%, falling within the medium range.


Expense ratio chart for FEUZ.L: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FEUZ.L vs. VEUR.L
Popular comparisons:
FEUZ.L vs. VEUR.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
10.86%
12.96%
FEUZ.L (First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares)
Benchmark (^GSPC)

Returns By Period

First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares had a return of 11.08% year-to-date (YTD) and 16.90% in the last 12 months. Over the past 10 years, First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares had an annualized return of 7.82%, while the S&P 500 had an annualized return of 11.26%, indicating that First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares did not perform as well as the benchmark.


FEUZ.L

YTD

11.08%

1M

5.06%

6M

10.19%

1Y

16.90%

5Y*

5.30%

10Y*

7.82%

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of FEUZ.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.06%11.08%
2024-0.78%1.46%5.06%0.12%3.84%-5.34%2.77%-0.88%-0.67%-0.23%-0.89%0.49%4.65%
20237.49%1.57%-3.18%-0.13%-4.73%5.28%3.29%-2.47%-1.92%-4.67%7.23%2.86%10.01%
2022-3.31%-4.61%0.40%-2.90%2.90%-9.95%1.69%-0.19%-5.93%5.92%6.00%1.24%-9.57%
2021-0.75%0.41%5.39%3.33%2.44%-1.28%1.62%3.44%-2.50%0.71%-2.06%2.43%13.66%
2020-2.76%-5.29%-17.92%4.93%9.24%3.22%-1.33%4.41%0.43%-6.29%15.12%1.71%1.55%
20194.38%1.79%0.92%3.95%-4.05%6.90%2.18%-3.05%2.22%-0.87%1.63%0.29%16.96%
20182.37%-2.44%-1.82%4.05%-0.97%-1.41%4.40%-1.39%-1.33%-9.44%-2.79%-4.57%-15.00%
20170.90%1.28%4.50%0.48%6.50%-1.54%3.35%3.58%-0.31%2.44%-0.41%0.80%23.49%
2016-2.62%0.64%4.98%-0.07%-0.00%2.39%7.79%2.90%2.38%5.28%-6.14%8.30%27.92%
20153.63%3.28%2.66%-0.23%0.34%-5.06%2.81%-3.82%-4.59%6.00%2.18%1.05%7.82%
20142.95%5.98%-3.66%5.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FEUZ.L is 48, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FEUZ.L is 4848
Overall Rank
The Sharpe Ratio Rank of FEUZ.L is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FEUZ.L is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FEUZ.L is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FEUZ.L is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FEUZ.L is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FEUZ.L, currently valued at 1.32, compared to the broader market0.002.004.001.321.83
The chart of Sortino ratio for FEUZ.L, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.0012.001.822.47
The chart of Omega ratio for FEUZ.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.33
The chart of Calmar ratio for FEUZ.L, currently valued at 1.65, compared to the broader market0.005.0010.0015.001.652.76
The chart of Martin ratio for FEUZ.L, currently valued at 3.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.6311.27
FEUZ.L
^GSPC

The current First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares Sharpe ratio is 1.32. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.32
1.66
FEUZ.L (First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares provided a 0.00% dividend yield over the last twelve months, with an annual payout of £0.00 per share.


0.00%0.01%0.02%0.03%0.04%0.05%0.06%0.07%£0.00£0.00£0.00£0.01£0.01£0.01£0.0120142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.01

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025£0.00£0.00£0.00
2024£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2023£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2022£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2021£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2020£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2019£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2018£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2017£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2016£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2015£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2014£0.01£0.01

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.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-2.05%
FEUZ.L (First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares. 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® UCITS ETF Class A Shares was 36.68%, occurring on Mar 18, 2020. Recovery took 255 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.68%Aug 29, 2018395Mar 18, 2020255Mar 30, 2021650
-23.55%Nov 12, 2021219Sep 29, 2022373Mar 21, 2024592
-15.55%Apr 14, 2015113Sep 22, 2015196Jul 1, 2016309
-10.33%May 21, 202454Aug 5, 2024119Jan 23, 2025173
-8.65%Jan 22, 201846Mar 26, 2018106Aug 28, 2018152

Volatility

Volatility Chart

The current First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares volatility is 4.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.00%
3.78%
FEUZ.L (First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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