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.
Performance
FDD vs. RFEU - Performance Comparison
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FDD vs. RFEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 3.33% | 62.50% | 0.28% | 14.16% | -16.14% | 16.03% | -3.80% | 23.79% | -8.98% | 19.07% |
RFEU First Trust RiverFront Dynamic Europe ETF | 1.50% | 30.78% | -1.78% | 16.19% | -24.17% | 22.83% | 6.25% | 23.21% | -17.57% | 26.58% |
Returns By Period
In the year-to-date period, FDD achieves a 3.33% return, which is significantly higher than RFEU's 1.50% return.
FDD
- 1D
- 1.18%
- 1M
- -2.31%
- YTD
- 3.33%
- 6M
- 12.45%
- 1Y
- 38.38%
- 3Y*
- 23.12%
- 5Y*
- 10.95%
- 10Y*
- 9.55%
RFEU
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 1.50%
- 6M
- 6.95%
- 1Y
- 21.62%
- 3Y*
- 12.42%
- 5Y*
- 6.12%
- 10Y*
- —
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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.
Return for Risk
FDD vs. RFEU — Risk / Return Rank
FDD
RFEU
FDD vs. RFEU - 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 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.
| FDD | RFEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 1.61 | +0.46 |
Sortino ratioReturn per unit of downside risk | 2.73 | 2.20 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.37 | 1.80 | +1.58 |
Martin ratioReturn relative to average drawdown | 12.88 | 10.86 | +2.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDD | RFEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.61 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.37 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.42 | -0.34 |
Correlation
The correlation between FDD and RFEU is 0.74, 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.
Dividends
FDD vs. RFEU - Dividend Comparison
FDD's dividend yield for the trailing twelve months is around 3.83%, more than RFEU's 2.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 3.83% | 3.99% | 7.65% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% |
RFEU First Trust RiverFront Dynamic Europe ETF | 2.83% | 2.87% | 5.45% | 3.37% | 4.98% | 1.82% | 2.32% | 3.08% | 2.84% | 1.35% | 3.16% | 0.00% |
Drawdowns
FDD vs. RFEU - Drawdown Comparison
The maximum FDD drawdown since its inception was -74.77%, 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.
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Drawdown Indicators
| FDD | RFEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.77% | -39.74% | -35.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -11.25% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -35.11% | -35.92% | +0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | — | — |
Current DrawdownCurrent decline from peak | -4.58% | -0.11% | -4.47% |
Average DrawdownAverage peak-to-trough decline | -35.78% | -9.79% | -25.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.21% | +0.79% |
Volatility
FDD vs. RFEU - Volatility Comparison
First Trust STOXX European Select Dividend Index Fund (FDD) has a higher volatility of 7.06% compared to First Trust RiverFront Dynamic Europe ETF (RFEU) at 0.00%. 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.
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Volatility by Period
| FDD | RFEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 0.00% | +7.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.45% | 5.95% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 14.89% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 17.01% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 17.96% | +2.14% |