FDD vs. RFEU
Compare and contrast key facts about First Trust STOXX European Select Dividend Index Fund (FDD) and First Trust RiverFront Dynamic Europe ETF (RFEU).
FDD and RFEU 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. RFEU is an actively managed fund by First Trust. It was launched on Apr 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDD or RFEU.
Key characteristics
| FDD | RFEU | |
|---|---|---|
| YTD Return | 4.52% | 2.90% |
| 1Y Return | 18.28% | 14.17% |
| 3Y Return (Ann) | -0.01% | -3.05% |
| 5Y Return (Ann) | 3.12% | 4.65% |
| Sharpe Ratio | 1.35 | 0.83 |
| Sortino Ratio | 1.88 | 1.26 |
| Omega Ratio | 1.23 | 1.15 |
| Calmar Ratio | 0.63 | 0.48 |
| Martin Ratio | 5.04 | 5.10 |
| Ulcer Index | 3.74% | 2.34% |
| Daily Std Dev | 13.96% | 14.16% |
| Max Drawdown | -74.76% | -39.74% |
| Current Drawdown | -15.29% | -10.45% |
Correlation
The correlation between FDD and RFEU is 0.75, 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. RFEU - Performance Comparison
In the year-to-date period, FDD achieves a 4.52% return, which is significantly higher than RFEU's 2.90% 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. RFEU - Expense Ratio Comparison
FDD has a 0.58% expense ratio, which is lower than RFEU's 0.83% expense ratio.
Risk-Adjusted Performance
FDD vs. RFEU - 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 First Trust RiverFront Dynamic Europe ETF (RFEU). 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. RFEU - Dividend Comparison
FDD's dividend yield for the trailing twelve months is around 6.26%, more than RFEU's 2.50% 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% |
RFEU First Trust RiverFront Dynamic Europe ETF | 2.50% | 3.37% | 4.98% | 1.82% | 2.32% | 3.08% | 2.84% | 1.35% | 3.16% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDD vs. RFEU - Drawdown Comparison
The maximum FDD drawdown since its inception was -74.76%, which is greater than RFEU's maximum drawdown of -39.74%. Use the drawdown chart below to compare losses from any high point for FDD and RFEU. For additional features, visit the drawdowns tool.
Volatility
FDD vs. RFEU - Volatility Comparison
First Trust STOXX European Select Dividend Index Fund (FDD) has a higher volatility of 3.11% compared to First Trust RiverFront Dynamic Europe ETF (RFEU) at 2.90%. This indicates that FDD's price experiences larger fluctuations and is considered to be riskier than RFEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.