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ISIN
US33739P8068
CUSIP
33739P806
Inception Date
Apr 14, 2016
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$100K

Share Price Chart


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Performance

RFEU Performance Chart

First Trust RiverFront Dynamic Europe ETF (RFEU) is up 1.5% since the beginning of the year. RFEU is currently trading at $76 per share. Investors who bought $1,000 worth of RFEU shares 5 years ago would now be looking at an investment worth $1,203.


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S&P 500 Index

Returns By Period

First Trust RiverFront Dynamic Europe ETF (RFEU) has returned 1.50% so far this year and 13.93% over the past 12 months. Over the last ten years, RFEU has returned 8.10% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


First Trust RiverFront Dynamic Europe ETF

1D
0.00%
1M
0.00%
YTD
1.50%
6M
1.83%
1Y
13.93%
3Y*
12.26%
5Y*
3.77%
10Y*
8.10%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFEU Monthly Returns History

Based on dividend-adjusted daily data since Apr 14, 2016, RFEU's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +12.0%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, RFEU closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +7.4%, while the worst single day was Mar 12, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.50%0.00%0.00%0.00%0.00%0.00%1.50%
20253.58%3.35%1.18%3.05%4.27%2.71%-3.47%3.56%2.51%2.04%1.41%3.18%30.78%
20240.36%0.74%2.51%-3.79%5.59%-1.92%3.03%3.34%-1.68%-5.40%-1.83%-2.17%-1.78%
20234.42%-1.76%3.93%3.96%-5.72%4.58%3.41%-3.75%-3.34%-3.00%8.63%4.88%16.19%
2022-6.51%-5.06%1.15%-6.83%-0.28%-10.43%6.09%-8.56%-9.60%7.73%9.03%-1.46%-24.17%
2021-0.16%4.18%0.82%5.41%5.10%-0.36%4.91%1.11%-7.12%4.96%-1.95%4.64%22.83%

Benchmark Metrics

First Trust RiverFront Dynamic Europe ETF has an annualized alpha of -1.60%, beta of 0.70, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since April 14, 2016.

  • This ETF participated in 88.84% of S&P 500 Index downside but only 67.34% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.60%
Beta
0.70
0.51
Upside Capture
67.34%
Downside Capture
88.84%

Expense Ratio

RFEU has an expense ratio of 0.83%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RFEU ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


RFEU Risk / Return Rank: 6767
Overall Rank
RFEU Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RFEU Sortino Ratio Rank: 6464
Sortino Ratio Rank
RFEU Omega Ratio Rank: 7979
Omega Ratio Rank
RFEU Calmar Ratio Rank: 6565
Calmar Ratio Rank
RFEU Martin Ratio Rank: 6767
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 RiverFront Dynamic Europe ETF (RFEU) 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.


RFEUBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.43

1.32

+0.10

Calmar ratioReturn relative to maximum drawdown

2.98

2.46

+0.53

Martin ratioReturn relative to average drawdown

11.26

10.92

+0.34

Dividends

Dividend History

First Trust RiverFront Dynamic Europe ETF provided a 2.83% dividend yield over the last twelve months, with an annual payout of $2.16 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.502016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$2.16$2.16$3.22$2.14$2.82$1.42$1.51$1.93$1.49$0.88$1.65

Dividend yield

2.83%2.87%5.45%3.37%4.98%1.82%2.32%3.08%2.84%1.35%3.16%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust RiverFront Dynamic Europe 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$1.11$0.00$0.00$0.36$0.00$0.00$0.68$2.16
2024$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.84$0.00$0.00$1.93$3.22
2023$0.00$0.00$0.00$0.00$0.00$1.64$0.00$0.00$0.19$0.00$0.00$0.31$2.14
2022$0.00$0.00$0.24$0.00$0.00$1.12$0.00$0.00$0.24$0.00$0.00$1.22$2.82
2021$0.00$0.00$0.08$0.00$0.00$0.67$0.00$0.00$0.14$0.00$0.00$0.53$1.42

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 RiverFront Dynamic Europe 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 RiverFront Dynamic Europe ETF was 39.74%, occurring on Mar 23, 2020. Recovery took 194 trading sessions.

The current First Trust RiverFront Dynamic Europe ETF drawdown is 0.11%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.74%Mar 2020
2y 1mo9mo 10d
2y 11moJan 2018 - Dec 2020
Bear market2022
-35.92%Sep 2022
1y 23d2y 8mo
3y 8moSep 2021 - May 2025
2016 correction2016
-10.82%Jun 2016
3d1mo 14d
1mo 17dJun 2016 - Aug 2016
2016 pullback2016
-7.98%Jun 2016
1mo 12d9d
1mo 21dMay 2016 - Jun 2016
2025 pullback2025
-5.15%Aug 2025
8d21d
29dJul 2025 - Aug 2025

Drawdown Indicators


RFEUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.74%

-56.78%

+17.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.15%

-9.10%

+3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-13.48%

-18.90%

+5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-35.92%

-25.43%

-10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

-33.92%

-5.82%

Current Drawdown

Current decline from peak

-0.11%

-3.21%

+3.10%

Average Drawdown

Average peak-to-trough decline

-9.57%

-10.71%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

2.04%

-0.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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