FEUD.L vs. SX5S.L
Compare and contrast key facts about First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.L).
FEUD.L and SX5S.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. SX5S.L is a passively managed fund by Invesco that tracks the performance of the MSCI EMU NR EUR. It was launched on Mar 19, 2009. Both FEUD.L and SX5S.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. SX5S.L - Performance Comparison
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FEUD.L vs. SX5S.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
SX5S.L Invesco EURO STOXX 50 UCITS ETF | -0.88% | 27.68% | 6.13% | 19.91% | -3.67% | 14.48% | 2.12% | 23.51% | -7.95% |
Returns By Period
In the year-to-date period, FEUD.L achieves a 4.75% return, which is significantly higher than SX5S.L's -0.88% 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*
- —
SX5S.L
- 1D
- 3.16%
- 1M
- -4.62%
- YTD
- -0.88%
- 6M
- 3.08%
- 1Y
- 15.14%
- 3Y*
- 12.65%
- 5Y*
- 11.18%
- 10Y*
- 10.85%
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FEUD.L vs. SX5S.L - Expense Ratio Comparison
FEUD.L has a 0.75% expense ratio, which is higher than SX5S.L's 0.05% expense ratio.
Return for Risk
FEUD.L vs. SX5S.L — Risk / Return Rank
FEUD.L
SX5S.L
FEUD.L vs. SX5S.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 Invesco EURO STOXX 50 UCITS ETF (SX5S.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.L | SX5S.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 0.93 | +1.29 |
Sortino ratioReturn per unit of downside risk | 2.76 | 1.32 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.18 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.35 | +1.07 |
Martin ratioReturn relative to average drawdown | 9.52 | 4.93 | +4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEUD.L | SX5S.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 0.93 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.67 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.56 | -0.20 |
Correlation
The correlation between FEUD.L and SX5S.L 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.
Dividends
FEUD.L vs. SX5S.L - Dividend Comparison
FEUD.L's dividend yield for the trailing twelve months is around 0.03%, while SX5S.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
SX5S.L Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FEUD.L vs. SX5S.L - Drawdown Comparison
The maximum FEUD.L drawdown since its inception was -35.34%, which is greater than SX5S.L's maximum drawdown of -32.54%. Use the drawdown chart below to compare losses from any high point for FEUD.L and SX5S.L.
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Drawdown Indicators
| FEUD.L | SX5S.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -32.54% | -2.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.60% | -11.43% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.27% | -21.71% | -3.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.54% | — |
Current DrawdownCurrent decline from peak | -5.44% | -7.43% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -8.40% | -5.47% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.14% | +0.45% |
Volatility
FEUD.L vs. SX5S.L - Volatility Comparison
First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) has a higher volatility of 7.06% compared to Invesco EURO STOXX 50 UCITS ETF (SX5S.L) at 6.38%. This indicates that FEUD.L's price experiences larger fluctuations and is considered to be riskier than SX5S.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.L | SX5S.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 6.38% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 11.02% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 16.18% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 17.52% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 19.87% | +0.26% |