FDD vs. EUFN
Compare and contrast key facts about First Trust STOXX European Select Dividend Index Fund (FDD) and iShares MSCI Europe Financials ETF (EUFN).
FDD and EUFN 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. EUFN is a passively managed fund by iShares that tracks the performance of the MSCI Europe Financials Index. It was launched on Jan 20, 2010. Both FDD and EUFN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDD or EUFN.
Key characteristics
| FDD | EUFN | |
|---|---|---|
| YTD Return | 4.52% | 19.60% |
| 1Y Return | 18.28% | 35.32% |
| 3Y Return (Ann) | -0.01% | 10.04% |
| 5Y Return (Ann) | 3.12% | 9.46% |
| 10Y Return (Ann) | 3.97% | 4.87% |
| Sharpe Ratio | 1.35 | 2.48 |
| Sortino Ratio | 1.88 | 3.22 |
| Omega Ratio | 1.23 | 1.41 |
| Calmar Ratio | 0.63 | 4.51 |
| Martin Ratio | 5.04 | 14.94 |
| Ulcer Index | 3.74% | 2.47% |
| Daily Std Dev | 13.96% | 14.89% |
| Max Drawdown | -74.76% | -53.25% |
| Current Drawdown | -15.29% | -3.04% |
Correlation
The correlation between FDD and EUFN is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FDD vs. EUFN - Performance Comparison
In the year-to-date period, FDD achieves a 4.52% return, which is significantly lower than EUFN's 19.60% return. Over the past 10 years, FDD has underperformed EUFN with an annualized return of 3.97%, while EUFN has yielded a comparatively higher 4.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDD vs. EUFN - Expense Ratio Comparison
FDD has a 0.58% expense ratio, which is higher than EUFN's 0.48% expense ratio.
Risk-Adjusted Performance
FDD vs. EUFN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) and iShares MSCI Europe Financials ETF (EUFN). 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.
Dividends
FDD vs. EUFN - Dividend Comparison
FDD's dividend yield for the trailing twelve months is around 6.26%, more than EUFN's 4.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 6.26% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% | 4.30% | 3.62% |
EUFN iShares MSCI Europe Financials ETF | 4.51% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% | 3.35% | 1.59% |
Drawdowns
FDD vs. EUFN - Drawdown Comparison
The maximum FDD drawdown since its inception was -74.76%, which is greater than EUFN's maximum drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for FDD and EUFN. For additional features, visit the drawdowns tool.
Volatility
FDD vs. EUFN - Volatility Comparison
First Trust STOXX European Select Dividend Index Fund (FDD) and iShares MSCI Europe Financials ETF (EUFN) have volatilities of 3.11% and 3.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.