FDD vs. EMDM
Compare and contrast key facts about First Trust STOXX European Select Dividend Index Fund (FDD) and First Trust Bloomberg Emerging Market Democracies ETF (EMDM).
FDD and EMDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDD is a passively managed fund by First Trust that tracks the performance of the STOXX Europe Select Dividend 30. It was launched on Aug 27, 2007. EMDM is a passively managed fund by First Trust that tracks the performance of the Bloomberg Emerging Market Democracies Index - Benchmark TR Net. It was launched on Mar 2, 2023. Both FDD and EMDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FDD vs. EMDM - Performance Comparison
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FDD vs. EMDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 3.33% | 62.50% | 0.28% | 3.84% |
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 13.96% | 59.68% | -4.93% | 14.21% |
Returns By Period
In the year-to-date period, FDD achieves a 3.33% return, which is significantly lower than EMDM's 13.96% return.
FDD
- 1D
- 1.18%
- 1M
- -2.31%
- YTD
- 3.33%
- 6M
- 12.45%
- 1Y
- 38.38%
- 3Y*
- 23.12%
- 5Y*
- 10.95%
- 10Y*
- 9.55%
EMDM
- 1D
- 1.85%
- 1M
- -8.42%
- YTD
- 13.96%
- 6M
- 28.51%
- 1Y
- 70.27%
- 3Y*
- 25.62%
- 5Y*
- —
- 10Y*
- —
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FDD vs. EMDM - Expense Ratio Comparison
FDD has a 0.58% expense ratio, which is lower than EMDM's 0.75% expense ratio.
Return for Risk
FDD vs. EMDM — Risk / Return Rank
FDD
EMDM
FDD vs. EMDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) and First Trust Bloomberg Emerging Market Democracies ETF (EMDM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FDD | EMDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 3.00 | -0.93 |
Sortino ratioReturn per unit of downside risk | 2.73 | 3.61 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.55 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.37 | 4.58 | -1.20 |
Martin ratioReturn relative to average drawdown | 12.88 | 19.05 | -6.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDD | EMDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 3.00 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 1.31 | -1.23 |
Correlation
The correlation between FDD and EMDM is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FDD vs. EMDM - Dividend Comparison
FDD's dividend yield for the trailing twelve months is around 3.83%, more than EMDM's 3.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 3.83% | 3.99% | 7.65% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% |
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 3.13% | 3.57% | 5.87% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDD vs. EMDM - Drawdown Comparison
The maximum FDD drawdown since its inception was -74.77%, which is greater than EMDM's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for FDD and EMDM.
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Drawdown Indicators
| FDD | EMDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.77% | -18.81% | -55.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -15.65% | +4.21% |
Max Drawdown (5Y)Largest decline over 5 years | -35.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | — | — |
Current DrawdownCurrent decline from peak | -4.58% | -9.78% | +5.20% |
Average DrawdownAverage peak-to-trough decline | -35.78% | -4.17% | -31.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.76% | -0.76% |
Volatility
FDD vs. EMDM - Volatility Comparison
The current volatility for First Trust STOXX European Select Dividend Index Fund (FDD) is 7.06%, while First Trust Bloomberg Emerging Market Democracies ETF (EMDM) has a volatility of 11.92%. This indicates that FDD experiences smaller price fluctuations and is considered to be less risky than EMDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDD | EMDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 11.92% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.45% | 18.42% | -6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 23.58% | -4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 19.00% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 19.00% | +1.10% |