FDD vs. IEUR
Compare and contrast key facts about First Trust STOXX European Select Dividend Index Fund (FDD) and iShares Core MSCI Europe ETF (IEUR).
FDD and IEUR 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. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. Both FDD and IEUR 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 IEUR.
Performance
FDD vs. IEUR - Performance Comparison
Returns By Period
In the year-to-date period, FDD achieves a 1.31% return, which is significantly lower than IEUR's 2.58% return. Over the past 10 years, FDD has underperformed IEUR with an annualized return of 3.44%, while IEUR has yielded a comparatively higher 5.04% annualized return.
FDD
1.31%
-4.74%
-4.45%
9.10%
2.66%
3.44%
IEUR
2.58%
-7.09%
-6.20%
8.93%
6.00%
5.04%
Key characteristics
| FDD | IEUR | |
|---|---|---|
| Sharpe Ratio | 0.69 | 0.72 |
| Sortino Ratio | 0.99 | 1.06 |
| Omega Ratio | 1.12 | 1.13 |
| Calmar Ratio | 0.37 | 0.92 |
| Martin Ratio | 2.41 | 3.14 |
| Ulcer Index | 4.04% | 2.99% |
| Daily Std Dev | 14.00% | 13.12% |
| Max Drawdown | -74.76% | -36.96% |
| Current Drawdown | -17.90% | -10.08% |
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FDD vs. IEUR - Expense Ratio Comparison
FDD has a 0.58% expense ratio, which is higher than IEUR's 0.09% expense ratio.
Correlation
The correlation between FDD and IEUR is 0.90, 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.
Risk-Adjusted Performance
FDD vs. IEUR - 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 Core MSCI Europe ETF (IEUR). 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. IEUR - Dividend Comparison
FDD's dividend yield for the trailing twelve months is around 6.46%, more than IEUR's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 6.46% | 6.85% | 6.07% | 3.44% | 4.00% | 4.70% | 5.05% | 2.77% | 4.88% | 4.36% | 4.31% | 3.63% |
IEUR iShares Core MSCI Europe ETF | 3.18% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% | 0.00% |
Drawdowns
FDD vs. IEUR - Drawdown Comparison
The maximum FDD drawdown since its inception was -74.76%, which is greater than IEUR's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for FDD and IEUR. For additional features, visit the drawdowns tool.
Volatility
FDD vs. IEUR - Volatility Comparison
First Trust STOXX European Select Dividend Index Fund (FDD) has a higher volatility of 5.04% compared to iShares Core MSCI Europe ETF (IEUR) at 4.30%. This indicates that FDD's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.