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FEUZ.L vs. PRUK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEUZ.L vs. PRUK.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 Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
FEUZ.L
First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares
4.90%48.45%3.89%9.28%-9.28%13.80%9.74%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)
-3.53%13.57%5.85%7.37%-22.76%12.69%22.98%

Returns By Period

In the year-to-date period, FEUZ.L achieves a 4.90% return, which is significantly higher than PRUK.L's -3.53% return.


FEUZ.L

1D
3.35%
1M
-2.38%
YTD
4.90%
6M
10.51%
1Y
37.47%
3Y*
18.98%
5Y*
11.56%
10Y*
10.94%

PRUK.L

1D
2.17%
1M
-8.38%
YTD
-3.53%
6M
-1.68%
1Y
15.24%
3Y*
6.95%
5Y*
0.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FEUZ.L has a 0.80% expense ratio, which is higher than PRUK.L's 0.05% expense ratio.


Return for Risk

FEUZ.L vs. PRUK.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: 9090
Overall Rank
FEUZ.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FEUZ.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
FEUZ.L Omega Ratio Rank: 9595
Omega Ratio Rank
FEUZ.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
FEUZ.L Martin Ratio Rank: 8686
Martin Ratio Rank

PRUK.L
PRUK.L Risk / Return Rank: 4545
Overall Rank
PRUK.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 4747
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 4242
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.

FEUZ.L vs. PRUK.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 Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.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.


FEUZ.LPRUK.LDifference

Sharpe ratio

Return per unit of total volatility

2.47

0.98

+1.50

Sortino ratio

Return per unit of downside risk

3.07

1.38

+1.69

Omega ratio

Gain probability vs. loss probability

1.47

1.19

+0.27

Calmar ratio

Return relative to maximum drawdown

2.55

1.16

+1.40

Martin ratio

Return relative to average drawdown

11.25

4.53

+6.71

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

The current FEUZ.L Sharpe Ratio is 2.47, which is higher than the PRUK.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FEUZ.L and PRUK.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


FEUZ.LPRUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

0.98

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.03

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.32

+0.44

Correlation

The correlation between FEUZ.L and PRUK.L is 0.51, 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

FEUZ.L vs. PRUK.L - Dividend Comparison

FEUZ.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.84%.


TTM202520242023202220212020
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%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)
3.84%3.70%3.63%3.43%3.50%1.73%0.29%

Drawdowns

FEUZ.L vs. PRUK.L - Drawdown Comparison

The maximum FEUZ.L drawdown since its inception was -36.68%, roughly equal to the maximum PRUK.L drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for FEUZ.L and PRUK.L.


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Drawdown Indicators


FEUZ.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.68%

-36.10%

-0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

-13.05%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-36.10%

+12.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

Current Drawdown

Current decline from peak

-4.48%

-9.76%

+5.28%

Average Drawdown

Average peak-to-trough decline

-6.35%

-15.10%

+8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.33%

-0.13%

Volatility

FEUZ.L vs. PRUK.L - Volatility Comparison

First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L) has a higher volatility of 7.18% compared to Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) at 5.76%. This indicates that FEUZ.L's price experiences larger fluctuations and is considered to be riskier than PRUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUZ.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

5.76%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

10.08%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

15.57%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

16.43%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

17.39%

+1.55%