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FEP vs. DBEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEP vs. DBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Europe AlphaDEX Fund (FEP) and Xtrackers MSCI Europe Hedged Equity Fund (DBEU). The values are adjusted to include any dividend payments, if applicable.

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FEP vs. DBEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEP
First Trust Europe AlphaDEX Fund
1.73%55.72%3.38%16.85%-22.97%17.03%4.12%24.83%-19.00%36.27%
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
1.50%22.18%9.17%17.43%-6.25%23.99%-1.42%27.32%-8.49%14.60%

Returns By Period

In the year-to-date period, FEP achieves a 1.73% return, which is significantly higher than DBEU's 1.50% return. Over the past 10 years, FEP has underperformed DBEU with an annualized return of 9.77%, while DBEU has yielded a comparatively higher 10.77% annualized return.


FEP

1D
4.18%
1M
-7.37%
YTD
1.73%
6M
7.95%
1Y
38.59%
3Y*
20.97%
5Y*
9.58%
10Y*
9.77%

DBEU

1D
2.31%
1M
-5.42%
YTD
1.50%
6M
7.49%
1Y
15.73%
3Y*
13.20%
5Y*
11.05%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEP vs. DBEU - Expense Ratio Comparison

FEP has a 0.80% expense ratio, which is higher than DBEU's 0.45% expense ratio.


Return for Risk

FEP vs. DBEU — Risk / Return Rank

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

FEP
FEP Risk / Return Rank: 9090
Overall Rank
FEP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FEP Sortino Ratio Rank: 9090
Sortino Ratio Rank
FEP Omega Ratio Rank: 9191
Omega Ratio Rank
FEP Calmar Ratio Rank: 9090
Calmar Ratio Rank
FEP Martin Ratio Rank: 9090
Martin Ratio Rank

DBEU
DBEU Risk / Return Rank: 5454
Overall Rank
DBEU Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DBEU Sortino Ratio Rank: 5454
Sortino Ratio Rank
DBEU Omega Ratio Rank: 5757
Omega Ratio Rank
DBEU Calmar Ratio Rank: 4949
Calmar Ratio Rank
DBEU Martin Ratio Rank: 5454
Martin Ratio Rank
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.

FEP vs. DBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Europe AlphaDEX Fund (FEP) and Xtrackers MSCI Europe Hedged Equity Fund (DBEU). 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.


FEPDBEUDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.93

+1.07

Sortino ratio

Return per unit of downside risk

2.57

1.39

+1.18

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.19

Calmar ratio

Return relative to maximum drawdown

2.98

1.20

+1.78

Martin ratio

Return relative to average drawdown

11.45

5.11

+6.35

FEP vs. DBEU - Sharpe Ratio Comparison

The current FEP Sharpe Ratio is 2.00, which is higher than the DBEU Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FEP and DBEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEPDBEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.93

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.78

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.66

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.56

-0.24

Correlation

The correlation between FEP and DBEU is 0.77, 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

FEP vs. DBEU - Dividend Comparison

FEP's dividend yield for the trailing twelve months is around 3.21%, less than DBEU's 4.49% yield.


TTM20252024202320222021202020192018201720162015
FEP
First Trust Europe AlphaDEX Fund
3.21%3.33%4.94%3.27%3.00%3.49%2.32%2.63%2.62%1.65%2.14%2.20%
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
4.49%4.55%0.07%3.64%1.96%1.87%2.44%2.77%3.55%2.28%9.92%5.50%

Drawdowns

FEP vs. DBEU - Drawdown Comparison

The maximum FEP drawdown since its inception was -46.05%, which is greater than DBEU's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for FEP and DBEU.


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Drawdown Indicators


FEPDBEUDifference

Max Drawdown

Largest peak-to-trough decline

-46.05%

-34.50%

-11.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-12.16%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-38.99%

-17.67%

-21.32%

Max Drawdown (10Y)

Largest decline over 10 years

-46.05%

-34.50%

-11.55%

Current Drawdown

Current decline from peak

-7.79%

-6.00%

-1.79%

Average Drawdown

Average peak-to-trough decline

-12.14%

-4.48%

-7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.86%

+0.35%

Volatility

FEP vs. DBEU - Volatility Comparison

First Trust Europe AlphaDEX Fund (FEP) has a higher volatility of 9.11% compared to Xtrackers MSCI Europe Hedged Equity Fund (DBEU) at 6.15%. This indicates that FEP's price experiences larger fluctuations and is considered to be riskier than DBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEPDBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

6.15%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

9.15%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

17.00%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.58%

14.15%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.65%

16.43%

+4.22%