FEUZ.L vs. EGRW.L

Last updated Jun 26, 2026

FEUZ.L (First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares) and EGRW.L (WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR) are both Europe Equities funds tracking the MSCI EMU NR EUR, from First Trust and WisdomTree respectively. Both are passively managed. Over the past 5 years, FEUZ.L returned 11.96%/yr vs 3.94%/yr for EGRW.L. Their correlation of 0.83 suggests significant overlap in exposure. FEUZ.L charges 0.80%/yr vs 0.29%/yr for EGRW.L.

Performance

FEUZ.L vs. EGRW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L) and WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

FEUZ.L is traded in GBp, while EGRW.L is traded in EUR. To make them comparable, the EGRW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FEUZ.L achieves a 12.48% return, which is significantly higher than EGRW.L's 6.64% return.

FEUZ.L

• 1D: 0.61%
• 1M: 0.36%
• YTD: 12.48%
• 6M: 13.46%
• 1Y: 33.37%
• 3Y*: 22.93%
• 5Y*: 11.96%
• 10Y*: 12.07%

EGRW.L

• 1D: 0.54%
• 1M: 2.22%
• YTD: 6.64%
• 6M: 7.54%
• 1Y: 16.45%
• 3Y*: 8.00%
• 5Y*: 3.94%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUZ.L vs. EGRW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FEUZ.L First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares	12.48%	47.04%	4.65%	10.01%	-9.15%	13.13%	1.55%	16.96%	-15.00%	23.49%
EGRW.L WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR	6.64%	18.52%	-6.08%	17.06%	-14.92%	17.20%	12.30%	25.02%	-13.80%	25.98%

Correlation

The correlation between FEUZ.L and EGRW.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Nov 3, 2016	0.83

The correlation between FEUZ.L and EGRW.L has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.

FEUZ.L vs. EGRW.L - Sectors Allocation Comparison

Sectors	FEUZ.L	EGRW.L
Industrials	28.2%	23.8%
Financial Services	11.2%	18.7%
Energy	9.8%	0.9%
Consumer Cyclical	9.1%	22.1%
Utilities	8.0%	0.2%
Basic Materials	7.4%	2.6%
Technology	6.9%	18.9%
Real Estate	5.6%	0.3%
Consumer Defensive	5.2%	1.1%
Healthcare	5.0%	3.1%
Communication Services	3.6%	8.6%

Return for Risk

FEUZ.L vs. EGRW.L — Risk / Return Rank

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

FEUZ.L

FEUZ.L Risk / Return Rank: 78
FEUZ.L Sharpe Ratio Rank: 82
FEUZ.L Sortino Ratio Rank: 80
FEUZ.L Omega Ratio Rank: 81
FEUZ.L Calmar Ratio Rank: 72
FEUZ.L Martin Ratio Rank: 74

EGRW.L

EGRW.L Risk / Return Rank: 29
EGRW.L Sharpe Ratio Rank: 28
EGRW.L Sortino Ratio Rank: 30
EGRW.L Omega Ratio Rank: 28
EGRW.L Calmar Ratio Rank: 29
EGRW.L Martin Ratio Rank: 32

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.

FEUZ.L vs. EGRW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L) and WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FEUZ.L	EGRW.L	Difference
Sharpe ratio: Return per unit of total volatility	2.31	1.02	+1.30
Sortino ratio: Return per unit of downside risk	3.11	1.60	+1.51
Omega ratio: Gain probability vs. loss probability	1.42	1.19	+0.23
Calmar ratio: Return relative to maximum drawdown	3.21	1.34	+1.87
Martin ratio: Return relative to average drawdown	12.27	4.41	+7.86

FEUZ.L vs. EGRW.L - Sharpe Ratio Comparison

The current FEUZ.L Sharpe Ratio is 2.31, which is higher than the EGRW.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FEUZ.L and EGRW.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FEUZ.L vs. EGRW.L - Drawdown Comparison

The maximum FEUZ.L drawdown since its inception was -36.68%, which is greater than EGRW.L's maximum drawdown of -28.14%. Use the drawdown chart below to compare losses from any high point for FEUZ.L and EGRW.L.

Drawdown Indicators

	FEUZ.L	EGRW.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.68%	-28.14%	-8.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.35%	-12.20%	+1.85%
Max Drawdown (3Y) Largest decline over 3 years	-14.10%	-15.33%	+1.23%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	-28.14%	+4.59%
Max Drawdown (10Y) Largest decline over 10 years	-36.68%	—	—
Current Drawdown Current decline from peak	-1.26%	-2.40%	+1.14%
Average Drawdown Average peak-to-trough decline	-6.23%	-6.41%	+0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	3.72%	-1.01%

Volatility

FEUZ.L vs. EGRW.L - Volatility Comparison

The current volatility for First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L) is 3.24%, while WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) has a volatility of 4.24%. This indicates that FEUZ.L experiences smaller price fluctuations and is considered to be less risky than EGRW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEUZ.L	EGRW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	4.24%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	12.11%	13.76%	-1.65%
Volatility (1Y) Calculated over the trailing 1-year period	14.38%	16.18%	-1.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.69%	17.09%	-0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.22%	17.31%	-0.09%

FEUZ.L vs. EGRW.L - Expense Ratio Comparison

FEUZ.L has a 0.80% expense ratio, which is higher than EGRW.L's 0.29% expense ratio.

Dividends

FEUZ.L vs. EGRW.L - Dividend Comparison

FEUZ.L has not paid dividends to shareholders, while EGRW.L's dividend yield for the trailing twelve months is around 2.06%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EGRW.L WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR	2.06%	2.15%	2.27%	2.00%	2.29%	1.72%	1.04%	1.61%	1.94%	1.36%
FEUZ.L First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FEUZ.L and EGRW.L in my portfolio?

FEUZ.L and EGRW.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FEUZ.L or EGRW.L?

On fees, EGRW.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FEUZ.L or EGRW.L?

EGRW.L is cheaper with a 0.29% expense ratio, compared with 0.80% for FEUZ.L.

What is the main difference between FEUZ.L and EGRW.L?

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.80% for FEUZ.L and 0.29% for EGRW.L.