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ISIN
US33734X7883
CUSIP
33734X788
Inception Date
Oct 4, 2018
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
IPOX 100 Europe Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$5M

Share Price Chart


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Performance

FPXE Performance Chart

First Trust IPOX Europe Equity Opportunities ETF (FPXE) is up 15.4% since the beginning of the year. FPXE is currently trading at $36 per share. Investors who bought $1,000 worth of FPXE shares 5 years ago would now be looking at an investment worth $1,314.


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S&P 500 Index

Returns By Period

First Trust IPOX Europe Equity Opportunities ETF (FPXE) has returned 15.39% so far this year and 22.10% over the past 12 months.


First Trust IPOX Europe Equity Opportunities ETF

1D
-0.38%
1M
2.31%
YTD
15.39%
6M
15.40%
1Y
22.10%
3Y*
22.51%
5Y*
5.61%
10Y*

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)

FPXE Monthly Returns History

Based on dividend-adjusted daily data since Oct 5, 2018, FPXE's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +13.6%, while the worst month was Jan 2022 at -14.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FPXE closed higher 47% of trading days. The best single day was Mar 25, 2020 with a return of +10.2%, while the worst single day was Mar 11, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.12%3.21%-6.65%8.83%6.01%0.66%15.39%
20257.57%-1.58%-5.17%7.37%8.73%5.15%-0.11%2.26%1.17%-3.14%-1.47%2.40%24.46%
20240.27%9.67%2.89%-4.76%7.75%-0.58%0.94%3.42%0.08%-2.29%3.00%-4.19%16.31%
20236.81%-0.54%2.30%1.56%-4.93%4.18%3.23%-3.31%-3.87%-4.53%8.19%5.65%14.45%
2022-14.75%-7.16%0.65%-12.15%1.75%-12.44%8.31%-6.94%-12.57%6.44%13.61%-2.36%-35.13%
2021-1.03%1.42%-3.88%7.10%0.38%0.30%6.50%3.97%-8.23%5.51%-2.90%0.64%9.00%

Benchmark Metrics

First Trust IPOX Europe Equity Opportunities ETF has an annualized alpha of 0.82%, beta of 0.75, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since October 05, 2018.

  • This ETF participated in 106.99% of S&P 500 Index downside but only 92.93% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.45 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
0.82%
Beta
0.75
0.45
Upside Capture
92.93%
Downside Capture
106.99%

Expense Ratio

FPXE has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FPXE ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FPXE Risk / Return Rank: 3636
Overall Rank
FPXE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FPXE Sortino Ratio Rank: 3434
Sortino Ratio Rank
FPXE Omega Ratio Rank: 3232
Omega Ratio Rank
FPXE Calmar Ratio Rank: 4040
Calmar Ratio Rank
FPXE Martin Ratio Rank: 3939
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 IPOX Europe Equity Opportunities ETF (FPXE) 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.


FPXEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.96

2.78

-0.83

Martin ratioReturn relative to average drawdown

6.03

12.44

-6.41

Dividends

Dividend History

First Trust IPOX Europe Equity Opportunities ETF provided a 1.00% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.36$0.36$0.54$0.45$0.36$0.15$0.39$0.45

Dividend yield

1.00%1.15%2.10%2.03%1.81%0.47%1.35%2.06%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust IPOX Europe Equity Opportunities 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.10$0.36
2024$0.00$0.00$0.06$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.13$0.54
2023$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.06$0.00$0.00$0.18$0.45
2022$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.09$0.00$0.00$0.03$0.36
2021$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.05$0.15

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 IPOX Europe Equity Opportunities 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 IPOX Europe Equity Opportunities ETF was 49.55%, occurring on Oct 12, 2022. Recovery took 685 trading sessions.

The current First Trust IPOX Europe Equity Opportunities ETF drawdown is 0.38%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-49.55%Oct 2022
1y 1mo2y 9mo
3y 10moSep 2021 - Jul 2025
COVID crash2020
-30.64%Mar 2020
25d2mo 17d
3mo 12dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-15.65%Dec 2018
2mo 14d2mo 29d
5mo 13dOct 2018 - Mar 2019
2021 correction2021
-13.76%Mar 2021
19d4mo 16d
5mo 5dFeb 2021 - Jul 2021
2026 correction2026
-11.33%Mar 2026
22d24d
1mo 16dFeb 2026 - Apr 2026

Drawdown Indicators


FPXEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.55%

-56.78%

+7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-9.10%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.28%

-18.90%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-49.55%

-25.43%

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.38%

-1.80%

+1.42%

Average Drawdown

Average peak-to-trough decline

-14.61%

-10.71%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.03%

+1.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FPXE

Add First Trust IPOX Europe Equity Opportunities ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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