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FEUZ.L vs. VEUR.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEUZ.L and VEUR.L is 0.92, 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.


-0.50.00.51.00.9

Performance

FEUZ.L vs. VEUR.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 Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.87%
3.52%
FEUZ.L
VEUR.L

Key characteristics

Sharpe Ratio

FEUZ.L:

0.96

VEUR.L:

1.13

Sortino Ratio

FEUZ.L:

1.35

VEUR.L:

1.63

Omega Ratio

FEUZ.L:

1.17

VEUR.L:

1.19

Calmar Ratio

FEUZ.L:

1.19

VEUR.L:

1.77

Martin Ratio

FEUZ.L:

2.62

VEUR.L:

3.99

Ulcer Index

FEUZ.L:

4.69%

VEUR.L:

2.90%

Daily Std Dev

FEUZ.L:

12.74%

VEUR.L:

10.19%

Max Drawdown

FEUZ.L:

-36.68%

VEUR.L:

-28.59%

Current Drawdown

FEUZ.L:

-1.82%

VEUR.L:

-0.63%

Returns By Period

In the year-to-date period, FEUZ.L achieves a 5.11% return, which is significantly lower than VEUR.L's 6.69% return. Over the past 10 years, FEUZ.L has underperformed VEUR.L with an annualized return of 7.51%, while VEUR.L has yielded a comparatively higher 8.42% annualized return.


FEUZ.L

YTD

5.11%

1M

3.37%

6M

7.20%

1Y

11.00%

5Y*

4.41%

10Y*

7.51%

VEUR.L

YTD

6.69%

1M

5.31%

6M

5.48%

1Y

10.97%

5Y*

7.76%

10Y*

8.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

FEUZ.L has a 0.80% expense ratio, which is higher than VEUR.L's 0.10% expense ratio.


FEUZ.L
First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares
Expense ratio chart for FEUZ.L: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for VEUR.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

FEUZ.L vs. VEUR.L — Risk-Adjusted Performance Rank

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

FEUZ.L
The Risk-Adjusted Performance Rank of FEUZ.L is 3939
Overall Rank
The Sharpe Ratio Rank of FEUZ.L is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FEUZ.L is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FEUZ.L is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FEUZ.L is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FEUZ.L is 3131
Martin Ratio Rank

VEUR.L
The Risk-Adjusted Performance Rank of VEUR.L is 4747
Overall Rank
The Sharpe Ratio Rank of VEUR.L is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VEUR.L is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VEUR.L is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VEUR.L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VEUR.L is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FEUZ.L vs. VEUR.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.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.


Sharpe ratio
The chart of Sharpe ratio for FEUZ.L, currently valued at 0.74, compared to the broader market0.002.004.000.740.83
The chart of Sortino ratio for FEUZ.L, currently valued at 1.07, compared to the broader market0.005.0010.001.071.21
The chart of Omega ratio for FEUZ.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.14
The chart of Calmar ratio for FEUZ.L, currently valued at 0.84, compared to the broader market0.005.0010.0015.0020.000.840.93
The chart of Martin ratio for FEUZ.L, currently valued at 2.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.442.23
FEUZ.L
VEUR.L

The current FEUZ.L Sharpe Ratio is 0.96, which is comparable to the VEUR.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FEUZ.L and VEUR.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.74
0.83
FEUZ.L
VEUR.L

Dividends

FEUZ.L vs. VEUR.L - Dividend Comparison

FEUZ.L has not paid dividends to shareholders, while VEUR.L's dividend yield for the trailing twelve months is around 2.15%.


TTM20242023202220212020201920182017201620152014
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%0.00%0.07%
VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
2.15%2.30%2.96%3.22%2.73%2.30%3.34%3.53%3.05%3.03%3.05%3.92%

Drawdowns

FEUZ.L vs. VEUR.L - Drawdown Comparison

The maximum FEUZ.L drawdown since its inception was -36.68%, which is greater than VEUR.L's maximum drawdown of -28.59%. Use the drawdown chart below to compare losses from any high point for FEUZ.L and VEUR.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.71%
-4.37%
FEUZ.L
VEUR.L

Volatility

FEUZ.L vs. VEUR.L - Volatility Comparison

First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L) has a higher volatility of 4.37% compared to Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) at 3.56%. This indicates that FEUZ.L's price experiences larger fluctuations and is considered to be riskier than VEUR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.37%
3.56%
FEUZ.L
VEUR.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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