PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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

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


Expense ratio chart for FTEU.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.


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.


40.00%60.00%80.00%100.00%120.00%140.00%160.00%180.00%AugustSeptemberOctoberNovemberDecember2025
58.02%
174.74%
FTEU.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 2.86% year-to-date (YTD) and 9.45% in the last 12 months.


FTEU.L

YTD

2.86%

1M

3.99%

6M

-1.96%

1Y

9.45%

5Y*

3.16%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.96%

1M

2.21%

6M

8.93%

1Y

23.90%

5Y*

12.52%

10Y*

11.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.95%0.60%5.11%-0.83%5.52%-5.94%4.38%1.43%1.27%-4.18%-2.15%-0.83%2.77%
20239.83%-0.08%-1.29%1.53%-6.03%7.97%4.53%-3.88%-4.84%-5.95%11.86%3.78%16.49%
2022-3.86%-4.66%-1.61%-7.28%3.28%-13.12%1.84%-4.56%-9.95%9.28%10.00%2.31%-19.23%
2021-0.29%1.92%4.25%3.62%5.16%-3.86%2.28%2.38%-4.32%2.09%-5.26%4.43%12.33%
2020-2.82%-8.43%-19.93%6.24%7.05%3.53%4.76%6.03%-2.71%-6.13%18.58%4.11%5.07%
20197.16%3.26%-1.57%4.10%-7.07%7.67%-1.73%-3.43%3.24%4.21%1.65%2.40%20.55%
20187.35%-5.23%-0.09%2.01%-4.25%-2.24%3.85%-2.57%-0.75%-11.30%-2.92%-4.23%-19.61%
20173.03%1.25%4.27%3.56%6.30%-0.79%4.82%1.37%3.56%1.50%1.33%1.07%35.90%
2016-0.40%1.45%-1.34%-4.12%6.94%2.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTEU.L is 24, meaning it’s performing worse than 76% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FTEU.L is 2424
Overall Rank
The Sharpe Ratio Rank of FTEU.L is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEU.L is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FTEU.L is 2121
Omega Ratio Rank
The Calmar Ratio Rank of FTEU.L is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FTEU.L is 2323
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 (FTEU.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 FTEU.L, currently valued at 0.61, compared to the broader market0.002.004.000.612.06
The chart of Sortino ratio for FTEU.L, currently valued at 0.92, compared to the broader market0.005.0010.000.922.74
The chart of Omega ratio for FTEU.L, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.38
The chart of Calmar ratio for FTEU.L, currently valued at 0.71, compared to the broader market0.005.0010.0015.0020.000.713.13
The chart of Martin ratio for FTEU.L, currently valued at 2.04, compared to the broader market0.0020.0040.0060.0080.00100.002.0412.84
FTEU.L
^GSPC

The current First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares Sharpe ratio is 0.61. 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.61
2.06
FTEU.L (First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares)
Benchmark (^GSPC)

Dividends

Dividend History


First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares doesn't pay dividends

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.73%
-1.54%
FTEU.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 46.61%, occurring on Mar 18, 2020. Recovery took 251 trading sessions.

The current First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares drawdown is 5.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.61%Jan 26, 2018543Mar 18, 2020251Apr 1, 2021794
-38.49%Sep 3, 2021269Sep 29, 2022503Sep 26, 2024772
-9.58%Sep 30, 202473Jan 13, 2025
-8.6%Jun 8, 202130Jul 19, 202132Sep 2, 202162
-8.1%Sep 8, 201658Nov 28, 201623Jan 3, 201781

Volatility

Volatility Chart

The current First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares volatility is 4.94%, 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%AugustSeptemberOctoberNovemberDecember2025
4.94%
5.07%
FTEU.L (First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab