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FDD vs. FXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FDD vs. FXU

Last updated Jun 13, 2026

FDD (First Trust STOXX European Select Dividend Index Fund) and FXU (First Trust Utilities AlphaDEX Fund) are both exchange-traded funds - FDD is a Europe Equities fund tracking the STOXX Europe Select Dividend 30, while FXU is a Utilities Equities fund tracking the StrataQuant Utilities Index. Both are passively managed. Over the past 10 years, FDD returned 10.93%/yr vs 9.38%/yr for FXU. At a 0.44 correlation, their price movements are largely independent. FDD charges 0.58%/yr vs 0.62%/yr for FXU.

Performance

FDD vs. FXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust STOXX European Select Dividend Index Fund (FDD) and First Trust Utilities AlphaDEX Fund (FXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDD achieves a 13.65% return, which is significantly higher than FXU's 8.19% return. Over the past 10 years, FDD has outperformed FXU with an annualized return of 10.93%, while FXU has yielded a comparatively lower 9.38% annualized return.

FDD

1D
0.81%
1M
1.80%
YTD
13.65%
6M
17.76%
1Y
33.97%
3Y*
26.21%
5Y*
11.32%
10Y*
10.93%

FXU

1D
0.87%
1M
0.66%
YTD
8.19%
6M
8.80%
1Y
17.67%
3Y*
17.64%
5Y*
11.71%
10Y*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDD vs. FXU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FDD
First Trust STOXX European Select Dividend Index Fund		13.65%62.50%0.28%14.16%-16.14%16.03%-3.80%23.79%-8.98%19.07%
FXU
First Trust Utilities AlphaDEX Fund		8.19%21.86%22.50%-2.12%3.68%17.67%1.53%11.67%5.43%0.98%

Correlation

The correlation between FDD and FXU is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2007

0.44

Over the past year, the correlation between FDD and FXU has dropped to 0.22 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

FDD vs. FXU - Sectors Allocation Comparison

Sectors
FDD
FXU

Financial Services

52.2%

-

Industrials

12.5%
4.2%

Consumer Cyclical

12.3%

-

Energy

10.8%
3.7%

Utilities

6.0%
92.0%

Consumer Defensive

3.7%

-

Real Estate

3.5%

-

Basic Materials

2.9%

-

Communication Services

2.1%

-

Healthcare

-

-

Technology

-

-

Financial Services

FDD
52.2%
FXU

-

Industrials

FDD
12.5%
FXU
4.2%

Consumer Cyclical

FDD
12.3%
FXU

-

Energy

FDD
10.8%
FXU
3.7%

Utilities

FDD
6.0%
FXU
92.0%

Consumer Defensive

FDD
3.7%
FXU

-

Real Estate

FDD
3.5%
FXU

-

Basic Materials

FDD
2.9%
FXU

-

Communication Services

FDD
2.1%
FXU

-

Healthcare

FDD

-

FXU

-

Technology

FDD

-

FXU

-

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First Trust STOXX European Select Dividend Index Fund

First Trust Utilities AlphaDEX Fund

Often compared with FDD:
FDD vs. EUFNFDD vs. FLAXFDD vs. VTIFDD vs. RFEUFDD vs. IQDFFDD vs. DVYFDD vs. IEUR
Often compared with FXU:
FXU vs. UTESFXU vs. XLUFXU vs. VPUFXU vs. IDUFXU vs. JXIFXU vs. PUIFXU vs. VOO

Return for Risk

FDD vs. FXU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FDD
FDD Risk / Return Rank: 7575
Overall Rank
FDD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 7575
Sortino Ratio Rank
FDD Omega Ratio Rank: 7171
Omega Ratio Rank
FDD Calmar Ratio Rank: 7979
Calmar Ratio Rank
FDD Martin Ratio Rank: 7373
Martin Ratio Rank
FXU
FXU Risk / Return Rank: 3939
Overall Rank
FXU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FXU Sortino Ratio Rank: 3737
Sortino Ratio Rank
FXU Omega Ratio Rank: 3636
Omega Ratio Rank
FXU Calmar Ratio Rank: 4444
Calmar Ratio Rank
FXU Martin Ratio Rank: 3737
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.

FDD vs. FXU - 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 Utilities AlphaDEX Fund (FXU). 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.

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.

FDDFXUDifference
Sharpe ratioReturn per unit of total volatility
2.11
1.26

+0.86

Sortino ratioReturn per unit of downside risk
2.91
1.75

+1.16

Omega ratioGain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratioReturn relative to maximum drawdown

3.58

1.93

+1.65

Martin ratioReturn relative to average drawdown

11.88

5.17

+6.71

FDD vs. FXU - Sharpe Ratio Comparison

The current FDD Sharpe Ratio is 2.11, which is higher than the FXU Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FDD and FXU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FDD vs. FXU - Drawdown Comparison

The maximum FDD drawdown since its inception was -74.77%, which is greater than FXU's maximum drawdown of -49.00%. Use the drawdown chart below to compare losses from any high point for FDD and FXU.

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Drawdown Indicators

FDDFXUDifference

Max Drawdown

Largest peak-to-trough decline

-74.77%

-49.00%

-25.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-8.63%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-13.06%

-17.46%

+4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-35.11%

-21.87%

-13.24%

Max Drawdown (10Y)

Largest decline over 10 years

-41.43%

-34.81%

-6.62%

Current Drawdown

Current decline from peak

-0.40%

-5.57%

+5.17%

Average Drawdown

Average peak-to-trough decline

-35.41%

-7.63%

-27.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.22%

-0.39%

Volatility

FDD vs. FXU - Volatility Comparison

First Trust STOXX European Select Dividend Index Fund (FDD) has a higher volatility of 5.91% compared to First Trust Utilities AlphaDEX Fund (FXU) at 5.01%. This indicates that FDD's price experiences larger fluctuations and is considered to be riskier than FXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FDDFXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

5.01%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

10.33%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

13.30%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

16.61%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

18.34%

+1.82%

FDD vs. FXU - Expense Ratio Comparison

FDD has a 0.58% expense ratio, which is lower than FXU's 0.62% expense ratio.

Dividends

FDD vs. FXU - Dividend Comparison

FDD's dividend yield for the trailing twelve months is around 3.48%, more than FXU's 2.16% yield.

PositionTTM20252024202320222021202020192018201720162015
FDD
First Trust STOXX European Select Dividend Index Fund		3.48%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%
FXU
First Trust Utilities AlphaDEX Fund		2.16%2.29%2.41%2.52%2.03%2.00%3.97%2.34%2.40%3.81%2.62%3.90%

Frequently Asked Questions

FDD and FXU have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDD has higher volatility (5.91%) compared to FXU (5.01%). In terms of maximum drawdown, FDD dropped -74.77% vs FXU's -49.00%.

On 10-year performance, FDD leads with 10.93% vs 9.38% for FXU. On fees, FDD is cheaper at 0.58% per year. On volatility, FXU has been the lower-risk option at 5.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FDD has performed better with a 10.93% return vs 9.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDD is cheaper with a 0.58% expense ratio, compared with 0.62% for FXU.

FDD has the higher dividend yield at 3.48%, compared with 2.16% for FXU.

FDD is categorized as Europe Equities, while FXU is Utilities Equities. FDD tracks STOXX Europe Select Dividend 30, while FXU tracks StrataQuant Utilities Index. Their fees differ too: 0.58% for FDD and 0.62% for FXU.

FDD currently has the higher Sharpe Ratio (2.11 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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