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FEUZ vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEUZ vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Eurozone AlphaDEX ETF (FEUZ) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FEUZ

1D
-0.85%
1M
3.37%
YTD
11.32%
6M
15.72%
1Y
30.90%
3Y*
24.31%
5Y*
9.94%
10Y*
10.35%

EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUZ vs. EUSC - Yearly Performance Comparison


FEUZ vs. EUSC - Sectors Allocation Comparison


Sectors
FEUZ
EUSC

Industrials

27.4%
20.1%

Energy

10.8%
3.7%

Financial Services

10.6%
28.4%

Consumer Cyclical

9.2%
9.1%

Utilities

8.3%
6.5%

Basic Materials

7.5%
6.5%

Technology

6.1%
4.4%

Real Estate

6.0%
9.3%

Consumer Defensive

5.3%
4.1%

Healthcare

5.2%
2.9%

Communication Services

3.7%
5.0%

Industrials

FEUZ
27.4%
EUSC
20.1%

Energy

FEUZ
10.8%
EUSC
3.7%

Financial Services

FEUZ
10.6%
EUSC
28.4%

Consumer Cyclical

FEUZ
9.2%
EUSC
9.1%

Utilities

FEUZ
8.3%
EUSC
6.5%

Basic Materials

FEUZ
7.5%
EUSC
6.5%

Technology

FEUZ
6.1%
EUSC
4.4%

Real Estate

FEUZ
6.0%
EUSC
9.3%

Consumer Defensive

FEUZ
5.3%
EUSC
4.1%

Healthcare

FEUZ
5.2%
EUSC
2.9%

Communication Services

FEUZ
3.7%
EUSC
5.0%

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Return for Risk

FEUZ vs. EUSC — Risk / Return Rank

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

FEUZ
FEUZ Risk / Return Rank: 5151
Overall Rank
FEUZ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FEUZ Sortino Ratio Rank: 4949
Sortino Ratio Rank
FEUZ Omega Ratio Rank: 5050
Omega Ratio Rank
FEUZ Calmar Ratio Rank: 5050
Calmar Ratio Rank
FEUZ Martin Ratio Rank: 5454
Martin Ratio Rank

EUSC
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 vs. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX ETF (FEUZ) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). 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.


FEUZEUSCDifference

Sharpe ratio

Return per unit of total volatility

1.80

Sortino ratio

Return per unit of downside risk

2.43

Omega ratio

Gain probability vs. loss probability

1.32

Calmar ratio

Return relative to maximum drawdown

2.49

Martin ratio

Return relative to average drawdown

9.42

FEUZ vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FEUZEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Drawdowns

FEUZ vs. EUSC - Drawdown Comparison

The maximum FEUZ drawdown since its inception was -48.08%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FEUZ and EUSC.


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Drawdown Indicators


FEUZEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

0.00%

-48.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

Max Drawdown (5Y)

Largest decline over 5 years

-38.64%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

Current Drawdown

Current decline from peak

-1.24%

0.00%

-1.24%

Average Drawdown

Average peak-to-trough decline

-10.49%

0.00%

-10.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

Volatility

FEUZ vs. EUSC - Volatility Comparison


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Volatility by Period


FEUZEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

0.00%

+17.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.96%

0.00%

+21.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

0.00%

+21.78%

FEUZ vs. EUSC - Expense Ratio Comparison

FEUZ has a 0.80% expense ratio, which is higher than EUSC's 0.58% expense ratio.


Dividends

FEUZ vs. EUSC - Dividend Comparison

FEUZ's dividend yield for the trailing twelve months is around 2.37%, while EUSC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FEUZ
First Trust Eurozone AlphaDEX ETF
2.37%2.81%2.01%2.95%3.14%2.52%1.46%1.93%2.46%1.29%2.12%1.09%

Frequently Asked Questions


On fees, EUSC is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUSC is cheaper with a 0.58% expense ratio, compared with 0.80% for FEUZ.

FEUZ has the higher dividend yield at 2.37%, compared with 0.00% for EUSC.

FEUZ tracks NASDAQ AlphaDEX Eurozone Index, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.80% for FEUZ and 0.58% for EUSC.

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