FDD vs. MRP

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust STOXX European Select Dividend Index Fund (FDD) and Millrose Properties, Inc (MRP).

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.

Performance

FDD vs. MRP - 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 Millrose Properties, Inc (MRP). The values are adjusted to include any dividend payments, if applicable.

FDD vs. MRP - Yearly Performance Comparison

	2026 (YTD)	2025
FDD First Trust STOXX European Select Dividend Index Fund	2.13%	51.80%
MRP Millrose Properties, Inc	-3.84%	18.79%

Returns By Period

In the year-to-date period, FDD achieves a 2.13% return, which is significantly higher than MRP's -3.84% return.

FDD

• 1D: 3.55%
• 1M: -4.63%
• YTD: 2.13%
• 6M: 11.69%
• 1Y: 36.97%
• 3Y*: 22.64%
• 5Y*: 10.69%
• 10Y*: 9.42%

MRP

• 1D: 2.64%
• 1M: -10.71%
• YTD: -3.84%
• 6M: -12.61%
• 1Y: 15.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FDD vs. MRP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDD

FDD Risk / Return Rank: 92
FDD Sharpe Ratio Rank: 91
FDD Sortino Ratio Rank: 92
FDD Omega Ratio Rank: 92
FDD Calmar Ratio Rank: 91
FDD Martin Ratio Rank: 92

MRP

MRP Risk / Return Rank: 58
MRP Sharpe Ratio Rank: 62
MRP Sortino Ratio Rank: 55
MRP Omega Ratio Rank: 52
MRP Calmar Ratio Rank: 59
MRP Martin Ratio Rank: 60

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. MRP - 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 Millrose Properties, Inc (MRP). 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	MRP	Difference
Sharpe ratio Return per unit of total volatility	2.00	0.56	+1.43
Sortino ratio Return per unit of downside risk	2.65	0.98	+1.67
Omega ratio Gain probability vs. loss probability	1.40	1.11	+0.28
Calmar ratio Return relative to maximum drawdown	3.15	0.78	+2.37
Martin ratio Return relative to average drawdown	12.09	1.86	+10.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDD vs. MRP - Sharpe Ratio Comparison

The current FDD Sharpe Ratio is 2.00, which is higher than the MRP Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FDD and MRP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FDD	MRP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	0.56	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.38	-0.31

Correlation

The correlation between FDD and MRP is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FDD vs. MRP - Dividend Comparison

FDD's dividend yield for the trailing twelve months is around 3.87%, less than MRP's 9.11% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDD First Trust STOXX European Select Dividend Index Fund	3.87%	3.99%	7.65%	6.85%	6.07%	3.44%	4.01%	4.69%	5.05%	2.78%	4.88%	4.35%
MRP Millrose Properties, Inc	9.11%	6.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FDD vs. MRP - Drawdown Comparison

The maximum FDD drawdown since its inception was -74.77%, which is greater than MRP's maximum drawdown of -20.64%. Use the drawdown chart below to compare losses from any high point for FDD and MRP.

Drawdown Indicators

	FDD	MRP	Difference
Max Drawdown Largest peak-to-trough decline	-74.77%	-20.64%	-54.13%
Max Drawdown (1Y) Largest decline over 1 year	-11.44%	-19.39%	+7.95%
Max Drawdown (5Y) Largest decline over 5 years	-35.11%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.43%	—	—
Current Drawdown Current decline from peak	-5.69%	-17.26%	+11.57%
Average Drawdown Average peak-to-trough decline	-35.79%	-7.32%	-28.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	8.14%	-5.16%

Volatility

FDD vs. MRP - Volatility Comparison

The current volatility for First Trust STOXX European Select Dividend Index Fund (FDD) is 7.53%, while Millrose Properties, Inc (MRP) has a volatility of 9.08%. This indicates that FDD experiences smaller price fluctuations and is considered to be less risky than MRP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDD	MRP	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.53%	9.08%	-1.55%
Volatility (6M) Calculated over the trailing 6-month period	11.41%	19.24%	-7.83%
Volatility (1Y) Calculated over the trailing 1-year period	18.63%	27.20%	-8.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.26%	32.39%	-14.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.10%	32.39%	-12.29%