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FEUZ vs. EMQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEUZ and EMQQ is 0.57, 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.


Performance

FEUZ vs. EMQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Eurozone AlphaDEX ETF (FEUZ) and Emerging Markets Internet & Ecommerce ETF (EMQQ). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
100.78%
59.10%
FEUZ
EMQQ

Key characteristics

Sharpe Ratio

FEUZ:

0.73

EMQQ:

0.61

Sortino Ratio

FEUZ:

1.31

EMQQ:

1.01

Omega Ratio

FEUZ:

1.17

EMQQ:

1.13

Calmar Ratio

FEUZ:

1.08

EMQQ:

0.25

Martin Ratio

FEUZ:

3.80

EMQQ:

1.76

Ulcer Index

FEUZ:

5.11%

EMQQ:

8.74%

Daily Std Dev

FEUZ:

25.56%

EMQQ:

25.26%

Max Drawdown

FEUZ:

-48.08%

EMQQ:

-73.24%

Current Drawdown

FEUZ:

0.00%

EMQQ:

-50.58%

Returns By Period

In the year-to-date period, FEUZ achieves a 25.32% return, which is significantly higher than EMQQ's 13.20% return. Over the past 10 years, FEUZ has outperformed EMQQ with an annualized return of 6.77%, while EMQQ has yielded a comparatively lower 4.94% annualized return.


FEUZ

YTD

25.32%

1M

9.97%

6M

21.67%

1Y

18.57%

5Y*

13.68%

10Y*

6.77%

EMQQ

YTD

13.20%

1M

10.69%

6M

5.52%

1Y

15.19%

5Y*

1.29%

10Y*

4.94%

*Annualized

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FEUZ vs. EMQQ - Expense Ratio Comparison

FEUZ has a 0.80% expense ratio, which is lower than EMQQ's 0.86% expense ratio.


Risk-Adjusted Performance

FEUZ vs. EMQQ — Risk-Adjusted Performance Rank

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

FEUZ
The Risk-Adjusted Performance Rank of FEUZ is 7878
Overall Rank
The Sharpe Ratio Rank of FEUZ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FEUZ is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FEUZ is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FEUZ is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FEUZ is 8080
Martin Ratio Rank

EMQQ
The Risk-Adjusted Performance Rank of EMQQ is 5959
Overall Rank
The Sharpe Ratio Rank of EMQQ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of EMQQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of EMQQ is 6363
Omega Ratio Rank
The Calmar Ratio Rank of EMQQ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of EMQQ is 5757
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 vs. EMQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX ETF (FEUZ) and Emerging Markets Internet & Ecommerce ETF (EMQQ). 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.


The current FEUZ Sharpe Ratio is 0.73, which is comparable to the EMQQ Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FEUZ and EMQQ, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.73
0.61
FEUZ
EMQQ

Dividends

FEUZ vs. EMQQ - Dividend Comparison

FEUZ's dividend yield for the trailing twelve months is around 1.81%, more than EMQQ's 1.50% yield.


TTM20242023202220212020201920182017201620152014
FEUZ
First Trust Eurozone AlphaDEX ETF
1.81%2.01%2.96%3.14%2.52%1.46%1.93%2.46%1.29%2.12%1.09%0.02%
EMQQ
Emerging Markets Internet & Ecommerce ETF
1.50%1.70%0.80%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%0.00%

Drawdowns

FEUZ vs. EMQQ - Drawdown Comparison

The maximum FEUZ drawdown since its inception was -48.08%, smaller than the maximum EMQQ drawdown of -73.24%. Use the drawdown chart below to compare losses from any high point for FEUZ and EMQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay0
-50.58%
FEUZ
EMQQ

Volatility

FEUZ vs. EMQQ - Volatility Comparison

First Trust Eurozone AlphaDEX ETF (FEUZ) has a higher volatility of 6.95% compared to Emerging Markets Internet & Ecommerce ETF (EMQQ) at 6.09%. This indicates that FEUZ's price experiences larger fluctuations and is considered to be riskier than EMQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
6.95%
6.09%
FEUZ
EMQQ