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First Trust RiverFront Dynamic Europe ETF (RFEU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33739P8068

CUSIP

33739P806

Inception Date

Apr 14, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Share Price Chart


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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


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Returns By Period

First Trust RiverFront Dynamic Europe ETF (RFEU) returned 12.50% year-to-date (YTD) and 6.29% over the past 12 months.


RFEU

YTD

12.50%

1M

9.49%

6M

9.41%

1Y

6.29%

5Y*

10.16%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.58%3.35%1.18%3.05%0.79%12.50%
20240.36%0.74%2.51%-3.79%5.59%-1.92%3.03%3.34%-1.68%-5.40%-1.83%-2.08%-1.68%
20234.42%-1.76%3.92%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%-9.61%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%
2020-2.45%-9.61%-15.43%8.18%6.21%2.09%4.47%4.77%-0.43%-5.37%11.98%5.18%6.25%
20198.34%2.52%0.41%3.67%-6.29%6.50%-2.78%-2.05%2.54%2.64%2.08%4.35%23.21%
20186.43%-5.69%-0.71%1.22%-1.16%-2.25%3.80%-1.92%-0.22%-9.92%-3.32%-4.39%-17.57%
20172.41%0.90%4.91%5.22%4.07%-0.50%3.40%-0.08%2.38%1.16%-1.18%1.36%26.58%
20162.61%-0.88%-3.82%4.96%-0.43%1.90%-1.17%-2.02%5.10%6.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RFEU is 64, 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 RFEU is 6464
Overall Rank
The Sharpe Ratio Rank of RFEU is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of RFEU is 6666
Sortino Ratio Rank
The Omega Ratio Rank of RFEU is 6464
Omega Ratio Rank
The Calmar Ratio Rank of RFEU is 7373
Calmar Ratio Rank
The Martin Ratio Rank of RFEU is 6565
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 RiverFront Dynamic Europe ETF (RFEU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

First Trust RiverFront Dynamic Europe ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.42
  • 5-Year: 0.55
  • All Time: 0.35

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of First Trust RiverFront Dynamic Europe ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

First Trust RiverFront Dynamic Europe ETF provided a 4.84% dividend yield over the last twelve months, with an annual payout of $3.22 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$3.50201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$3.22$3.22$2.14$2.82$1.42$1.51$1.93$1.49$0.88$1.65

Dividend yield

4.84%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
2025$0.00$0.00$0.00$0.00$0.00$0.00
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
2020$0.00$0.00$0.19$0.00$0.00$0.44$0.00$0.00$0.27$0.00$0.00$0.61$1.51
2019$0.00$0.00$0.18$0.00$0.00$1.23$0.00$0.00$0.24$0.00$0.00$0.29$1.93
2018$0.00$0.00$0.10$0.00$0.00$1.05$0.00$0.00$0.27$0.00$0.00$0.08$1.49
2017$0.00$0.00$0.03$0.00$0.00$0.66$0.00$0.00$0.08$0.00$0.00$0.11$0.88
2016$0.71$0.00$0.00$0.11$0.00$0.00$0.83$1.65

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 186 trading sessions.

The current First Trust RiverFront Dynamic Europe ETF drawdown is 3.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.74%Jan 29, 2018541Mar 23, 2020186Dec 28, 2020727
-35.92%Sep 3, 2021265Sep 26, 2022
-10.82%Jun 24, 20162Jun 27, 201629Aug 10, 201631
-7.98%May 3, 201630Jun 14, 20167Jun 23, 201637
-4.85%Sep 8, 201650Nov 16, 201618Dec 13, 201668

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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