FEP vs. DWMF
Compare and contrast key facts about First Trust Europe AlphaDEX Fund (FEP) and WisdomTree International Multifactor Fund (DWMF).
FEP and DWMF 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. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEP or DWMF.
Correlation
The correlation between FEP and DWMF 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
FEP vs. DWMF - Performance Comparison
Key characteristics
FEP:
0.98
DWMF:
1.49
FEP:
1.48
DWMF:
2.27
FEP:
1.20
DWMF:
1.32
FEP:
1.32
DWMF:
2.57
FEP:
4.50
DWMF:
8.33
FEP:
4.64%
DWMF:
2.39%
FEP:
20.34%
DWMF:
12.80%
FEP:
-46.05%
DWMF:
-29.70%
FEP:
0.00%
DWMF:
-0.45%
Returns By Period
In the year-to-date period, FEP achieves a 23.63% return, which is significantly higher than DWMF's 15.01% return.
FEP
23.63%
13.35%
19.76%
19.73%
13.35%
6.12%
DWMF
15.01%
7.25%
14.20%
18.99%
10.48%
N/A
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FEP vs. DWMF - Expense Ratio Comparison
FEP has a 0.80% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Risk-Adjusted Performance
FEP vs. DWMF — Risk-Adjusted Performance Rank
FEP
DWMF
FEP vs. DWMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Europe AlphaDEX Fund (FEP) and WisdomTree International Multifactor Fund (DWMF). 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. DWMF - Dividend Comparison
FEP's dividend yield for the trailing twelve months is around 3.62%, more than DWMF's 2.87% 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% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FEP vs. DWMF - Drawdown Comparison
The maximum FEP drawdown since its inception was -46.05%, which is greater than DWMF's maximum drawdown of -29.70%. Use the drawdown chart below to compare losses from any high point for FEP and DWMF. For additional features, visit the drawdowns tool.
Volatility
FEP vs. DWMF - Volatility Comparison
First Trust Europe AlphaDEX Fund (FEP) has a higher volatility of 4.68% compared to WisdomTree International Multifactor Fund (DWMF) at 3.29%. This indicates that FEP's price experiences larger fluctuations and is considered to be riskier than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.