FEP vs. DFE
Compare and contrast key facts about First Trust Europe AlphaDEX Fund (FEP) and WisdomTree Europe SmallCap Dividend Fund (DFE).
FEP and DFE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEP is a passively managed fund by First Trust that tracks the performance of the Defined Europe Index. It was launched on Apr 26, 2011. DFE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe SmallCap Dividend Index. It was launched on Jun 16, 2006. Both FEP and DFE 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: FEP or DFE.
Correlation
The correlation between FEP and DFE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FEP vs. DFE - Performance Comparison
Key characteristics
FEP:
0.98
DFE:
0.70
FEP:
1.48
DFE:
1.15
FEP:
1.20
DFE:
1.15
FEP:
1.32
DFE:
0.77
FEP:
4.50
DFE:
2.48
FEP:
4.64%
DFE:
5.73%
FEP:
20.34%
DFE:
18.65%
FEP:
-46.05%
DFE:
-69.38%
FEP:
0.00%
DFE:
-0.67%
Returns By Period
In the year-to-date period, FEP achieves a 23.63% return, which is significantly higher than DFE's 17.54% return. Over the past 10 years, FEP has outperformed DFE with an annualized return of 6.12%, while DFE has yielded a comparatively lower 5.06% annualized return.
FEP
23.63%
13.35%
19.76%
19.73%
13.35%
6.12%
DFE
17.54%
12.86%
14.58%
13.05%
12.54%
5.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FEP vs. DFE - Expense Ratio Comparison
FEP has a 0.80% expense ratio, which is higher than DFE's 0.58% expense ratio.
Risk-Adjusted Performance
FEP vs. DFE — Risk-Adjusted Performance Rank
FEP
DFE
FEP vs. DFE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Europe AlphaDEX Fund (FEP) and WisdomTree Europe SmallCap Dividend Fund (DFE). 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
FEP vs. DFE - Dividend Comparison
FEP's dividend yield for the trailing twelve months is around 3.62%, less than DFE's 4.25% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEP First Trust Europe AlphaDEX Fund | 3.62% | 4.94% | 3.27% | 3.00% | 3.49% | 2.32% | 2.63% | 2.62% | 1.65% | 2.14% | 2.20% | 2.46% |
DFE WisdomTree Europe SmallCap Dividend Fund | 4.25% | 4.93% | 4.97% | 5.84% | 2.56% | 2.43% | 3.39% | 4.97% | 2.53% | 4.05% | 2.78% | 2.98% |
Drawdowns
FEP vs. DFE - Drawdown Comparison
The maximum FEP drawdown since its inception was -46.05%, smaller than the maximum DFE drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for FEP and DFE. For additional features, visit the drawdowns tool.
Volatility
FEP vs. DFE - Volatility Comparison
First Trust Europe AlphaDEX Fund (FEP) has a higher volatility of 4.68% compared to WisdomTree Europe SmallCap Dividend Fund (DFE) at 4.02%. This indicates that FEP's price experiences larger fluctuations and is considered to be riskier than DFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.