FEM vs. IQQE.DE
Compare and contrast key facts about First Trust Emerging Markets AlphaDEX Fund (FEM) and iShares MSCI EM UCITS ETF (Dist) (IQQE.DE).
FEM and IQQE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEM is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX EM Index. It was launched on Apr 18, 2011. IQQE.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets. It was launched on Nov 18, 2005. Both FEM and IQQE.DE 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: FEM or IQQE.DE.
Key characteristics
| FEM | IQQE.DE | |
|---|---|---|
| YTD Return | 2.61% | 13.66% |
| 1Y Return | 7.39% | 15.11% |
| 3Y Return (Ann) | -0.32% | -0.37% |
| 5Y Return (Ann) | 2.40% | 4.06% |
| 10Y Return (Ann) | 3.10% | 4.95% |
| Sharpe Ratio | 0.46 | 1.16 |
| Sortino Ratio | 0.75 | 1.67 |
| Omega Ratio | 1.09 | 1.21 |
| Calmar Ratio | 0.42 | 0.76 |
| Martin Ratio | 1.50 | 5.62 |
| Ulcer Index | 4.84% | 2.86% |
| Daily Std Dev | 15.68% | 14.01% |
| Max Drawdown | -46.24% | -59.55% |
| Current Drawdown | -10.79% | -5.93% |
Correlation
The correlation between FEM and IQQE.DE is 0.73, 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
FEM vs. IQQE.DE - Performance Comparison
In the year-to-date period, FEM achieves a 2.61% return, which is significantly lower than IQQE.DE's 13.66% return. Over the past 10 years, FEM has underperformed IQQE.DE with an annualized return of 3.10%, while IQQE.DE has yielded a comparatively higher 4.95% annualized 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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FEM vs. IQQE.DE - Expense Ratio Comparison
FEM has a 0.80% expense ratio, which is higher than IQQE.DE's 0.18% expense ratio.
Risk-Adjusted Performance
FEM vs. IQQE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets AlphaDEX Fund (FEM) and iShares MSCI EM UCITS ETF (Dist) (IQQE.DE). 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
FEM vs. IQQE.DE - Dividend Comparison
FEM's dividend yield for the trailing twelve months is around 3.40%, more than IQQE.DE's 2.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEM First Trust Emerging Markets AlphaDEX Fund | 3.40% | 4.97% | 6.16% | 4.15% | 2.68% | 3.30% | 3.52% | 2.45% | 2.26% | 3.62% | 2.85% | 2.62% |
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 2.16% | 2.34% | 2.91% | 1.99% | 1.53% | 1.76% | 1.94% | 1.42% | 1.83% | 2.23% | 2.08% | 1.71% |
Drawdowns
FEM vs. IQQE.DE - Drawdown Comparison
The maximum FEM drawdown since its inception was -46.24%, smaller than the maximum IQQE.DE drawdown of -59.55%. Use the drawdown chart below to compare losses from any high point for FEM and IQQE.DE. For additional features, visit the drawdowns tool.
Volatility
FEM vs. IQQE.DE - Volatility Comparison
First Trust Emerging Markets AlphaDEX Fund (FEM) has a higher volatility of 5.60% compared to iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) at 5.25%. This indicates that FEM's price experiences larger fluctuations and is considered to be riskier than IQQE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.