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FEUD.L vs. CEUR.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FEUD.L vs. CEUR.L

Last updated Apr 2, 2026

Compare and contrast key facts about First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) and Amundi MSCI Europe (CEUR.L).

FEUD.L and CEUR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEUD.L is a passively managed fund by First Trust that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 16, 2018. CEUR.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Mar 22, 2018. Both FEUD.L and CEUR.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FEUD.L vs. CEUR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) and Amundi MSCI Europe (CEUR.L). The values are adjusted to include any dividend payments, if applicable.

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FEUD.L vs. CEUR.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
FEUD.L
First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares		4.75%42.88%0.35%6.96%-12.00%11.63%-0.11%15.72%-15.76%
CEUR.L
Amundi MSCI Europe		1.05%24.46%4.90%12.93%-5.96%17.02%2.29%19.59%-8.51%

Returns By Period

In the year-to-date period, FEUD.L achieves a 4.75% return, which is significantly higher than CEUR.L's 1.05% return.

FEUD.L

1D
2.75%
1M
-3.12%
YTD
4.75%
6M
10.14%
1Y
32.82%
3Y*
14.98%
5Y*
8.37%
10Y*
—

CEUR.L

1D
2.55%
1M
-4.63%
YTD
1.05%
6M
6.73%
1Y
18.47%
3Y*
11.60%
5Y*
9.68%
10Y*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares

Amundi MSCI Europe

Often compared with FEUD.L:
FEUD.L vs. EZUFEUD.L vs. FPX.LFEUD.L vs. FDN.LFEUD.L vs. FCBR.LFEUD.L vs. SX5S.LFEUD.L vs. CAPS.LFEUD.L vs. EUHD.L
Often compared with CEUR.L:
CEUR.L vs. DTLA.LCEUR.L vs. XDWT.LCEUR.L vs. XS7R.LCEUR.L vs. URTHCEUR.L vs. SPYCEUR.L vs. QQQCEUR.L vs. VOO

FEUD.L vs. CEUR.L - Expense Ratio Comparison

FEUD.L has a 0.75% expense ratio, which is higher than CEUR.L's 0.05% expense ratio.

FEUD.L
First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares
CEUR.L
Amundi MSCI Europe

Return for Risk

FEUD.L vs. CEUR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FEUD.L
FEUD.L Risk / Return Rank: 8686
Overall Rank
FEUD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FEUD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FEUD.L Omega Ratio Rank: 9292
Omega Ratio Rank
FEUD.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
FEUD.L Martin Ratio Rank: 7878
Martin Ratio Rank
CEUR.L
CEUR.L Risk / Return Rank: 6666
Overall Rank
CEUR.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CEUR.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
CEUR.L Omega Ratio Rank: 6969
Omega Ratio Rank
CEUR.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
CEUR.L Martin Ratio Rank: 6161
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.

FEUD.L vs. CEUR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) and Amundi MSCI Europe (CEUR.L). 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.

FEUD.LCEUR.LDifference

Sharpe ratio

Return per unit of total volatility

2.23

1.34

+0.89

Sortino ratio

Return per unit of downside risk

2.76

1.77

+0.99

Omega ratio

Gain probability vs. loss probability

1.42

1.27

+0.15

Calmar ratio

Return relative to maximum drawdown

2.42

1.71

+0.72

Martin ratio

Return relative to average drawdown

9.52

6.52

+3.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEUD.L vs. CEUR.L - Sharpe Ratio Comparison

The current FEUD.L Sharpe Ratio is 2.23, which is higher than the CEUR.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FEUD.L and CEUR.L, 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

FEUD.LCEUR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.34

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.70

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.64

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.54

-0.18

Correlation

The correlation between FEUD.L and CEUR.L is 0.72, 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

FEUD.L vs. CEUR.L - Dividend Comparison

FEUD.L's dividend yield for the trailing twelve months is around 0.03%, while CEUR.L has not paid dividends to shareholders.

TTM2025202420232022202120202019
FEUD.L
First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares		0.03%0.03%0.04%0.03%0.03%0.02%0.01%0.02%
CEUR.L
Amundi MSCI Europe		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FEUD.L vs. CEUR.L - Drawdown Comparison

The maximum FEUD.L drawdown since its inception was -35.34%, which is greater than CEUR.L's maximum drawdown of -28.63%. Use the drawdown chart below to compare losses from any high point for FEUD.L and CEUR.L.

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Drawdown Indicators

FEUD.LCEUR.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-28.63%

-6.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-11.05%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.27%

-17.85%

-7.42%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.63%

—

Current Drawdown

Current decline from peak

-5.44%

-6.69%

+1.25%

Average Drawdown

Average peak-to-trough decline

-8.40%

-4.60%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.89%

+0.70%

Volatility

FEUD.L vs. CEUR.L - Volatility Comparison

First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) has a higher volatility of 7.06% compared to Amundi MSCI Europe (CEUR.L) at 6.02%. This indicates that FEUD.L's price experiences larger fluctuations and is considered to be riskier than CEUR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FEUD.LCEUR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

6.02%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

9.46%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

13.76%

+2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

13.80%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.13%

14.91%

+5.22%