Correlation
The correlation between FEUZ and DWMF is 0.61, 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.
FEUZ vs. DWMF
Compare and contrast key facts about First Trust Eurozone AlphaDEX ETF (FEUZ) and WisdomTree International Multifactor Fund (DWMF).
FEUZ and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEUZ is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Eurozone Index. It was launched on Oct 22, 2014. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEUZ or DWMF.
Performance
FEUZ vs. DWMF - Performance Comparison
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Key characteristics
FEUZ:
0.91
DWMF:
1.69
FEUZ:
1.42
DWMF:
2.39
FEUZ:
1.19
DWMF:
1.33
FEUZ:
1.20
DWMF:
2.76
FEUZ:
4.31
DWMF:
8.93
FEUZ:
5.03%
DWMF:
2.39%
FEUZ:
25.52%
DWMF:
12.96%
FEUZ:
-48.08%
DWMF:
-29.70%
FEUZ:
-0.45%
DWMF:
-0.71%
Returns By Period
In the year-to-date period, FEUZ achieves a 32.25% return, which is significantly higher than DWMF's 17.31% return.
FEUZ
32.25%
8.97%
30.59%
22.96%
13.03%
12.85%
6.78%
DWMF
17.31%
2.99%
16.05%
21.68%
11.68%
10.00%
N/A
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FEUZ vs. DWMF - Expense Ratio Comparison
FEUZ has a 0.80% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Risk-Adjusted Performance
FEUZ vs. DWMF — Risk-Adjusted Performance Rank
FEUZ
DWMF
FEUZ vs. DWMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX ETF (FEUZ) and WisdomTree International Multifactor Fund (DWMF). 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.
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Dividends
FEUZ vs. DWMF - Dividend Comparison
FEUZ's dividend yield for the trailing twelve months is around 1.72%, less than DWMF's 2.82% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEUZ First Trust Eurozone AlphaDEX ETF | 1.72% | 2.01% | 2.95% | 3.14% | 2.52% | 1.46% | 1.93% | 2.46% | 1.29% | 2.12% | 1.09% | 0.02% |
DWMF WisdomTree International Multifactor Fund | 2.82% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FEUZ vs. DWMF - Drawdown Comparison
The maximum FEUZ drawdown since its inception was -48.08%, which is greater than DWMF's maximum drawdown of -29.70%. Use the drawdown chart below to compare losses from any high point for FEUZ and DWMF.
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Volatility
FEUZ vs. DWMF - Volatility Comparison
First Trust Eurozone AlphaDEX ETF (FEUZ) has a higher volatility of 3.59% compared to WisdomTree International Multifactor Fund (DWMF) at 2.95%. This indicates that FEUZ's price experiences larger fluctuations and is considered to be riskier than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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