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FEUZ vs. FDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FEUZ vs. FDD

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Eurozone AlphaDEX ETF (FEUZ) and First Trust STOXX European Select Dividend Index Fund (FDD).

FEUZ and FDD 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. FDD is a passively managed fund by First Trust that tracks the performance of the STOXX Europe Select Dividend 30. It was launched on Aug 27, 2007. Both FEUZ and FDD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FEUZ vs. FDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Eurozone AlphaDEX ETF (FEUZ) and First Trust STOXX European Select Dividend Index Fund (FDD). The values are adjusted to include any dividend payments, if applicable.

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FEUZ vs. FDD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FEUZ
First Trust Eurozone AlphaDEX ETF		1.44%56.34%1.64%17.24%-19.83%11.93%5.04%22.06%-20.61%36.70%
FDD
First Trust STOXX European Select Dividend Index Fund		2.13%62.50%0.28%14.16%-16.14%16.03%-3.80%23.79%-8.98%19.07%

Returns By Period

In the year-to-date period, FEUZ achieves a 1.44% return, which is significantly lower than FDD's 2.13% return. Both investments have delivered pretty close results over the past 10 years, with FEUZ having a 9.65% annualized return and FDD not far behind at 9.42%.

FEUZ

1D
4.03%
1M
-8.04%
YTD
1.44%
6M
6.82%
1Y
37.88%
3Y*
19.97%
5Y*
9.59%
10Y*
9.65%

FDD

1D
3.55%
1M
-4.63%
YTD
2.13%
6M
11.69%
1Y
36.97%
3Y*
22.64%
5Y*
10.69%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

First Trust Eurozone AlphaDEX ETF

First Trust STOXX European Select Dividend Index Fund

Often compared with FEUZ:
FEUZ vs. FEPFEUZ vs. FGMFEUZ vs. DWMFFEUZ vs. EMQQFEUZ vs. KWEBFEUZ vs. SPYFEUZ vs. IDMO
Often compared with FDD:
FDD vs. EUFNFDD vs. VTIFDD vs. FLAXFDD vs. RFEUFDD vs. VUAA.LFDD vs. IQDFFDD vs. DVY

FEUZ vs. FDD - Expense Ratio Comparison

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

FEUZ
First Trust Eurozone AlphaDEX ETF
FDD
First Trust STOXX European Select Dividend Index Fund

Return for Risk

FEUZ vs. FDD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FEUZ
FEUZ Risk / Return Rank: 8686
Overall Rank
FEUZ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FEUZ Sortino Ratio Rank: 8888
Sortino Ratio Rank
FEUZ Omega Ratio Rank: 8888
Omega Ratio Rank
FEUZ Calmar Ratio Rank: 8686
Calmar Ratio Rank
FEUZ Martin Ratio Rank: 8888
Martin Ratio Rank
FDD
FDD Risk / Return Rank: 9292
Overall Rank
FDD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 9292
Sortino Ratio Rank
FDD Omega Ratio Rank: 9292
Omega Ratio Rank
FDD Calmar Ratio Rank: 9191
Calmar Ratio Rank
FDD Martin Ratio Rank: 9292
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 vs. FDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX ETF (FEUZ) and First Trust STOXX European Select Dividend Index Fund (FDD). 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.

FEUZFDDDifference

Sharpe ratio

Return per unit of total volatility

1.61

2.00

-0.38

Sortino ratio

Return per unit of downside risk

2.43

2.65

-0.22

Omega ratio

Gain probability vs. loss probability

1.36

1.40

-0.04

Calmar ratio

Return relative to maximum drawdown

2.60

3.15

-0.56

Martin ratio

Return relative to average drawdown

10.72

12.09

-1.37

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEUZ vs. FDD - Sharpe Ratio Comparison

The current FEUZ Sharpe Ratio is 1.61, which is comparable to the FDD Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FEUZ and FDD, 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

FEUZFDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.00

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.59

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.47

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.08

+0.32

Correlation

The correlation between FEUZ and FDD is 0.75, 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.

Dividends

FEUZ vs. FDD - Dividend Comparison

FEUZ's dividend yield for the trailing twelve months is around 2.60%, less than FDD's 3.87% yield.

TTM20252024202320222021202020192018201720162015
FEUZ
First Trust Eurozone AlphaDEX ETF		2.60%2.81%2.01%2.95%3.14%2.52%1.46%1.93%2.46%1.29%2.12%1.09%
FDD
First Trust STOXX European Select Dividend Index Fund		3.87%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%

Drawdowns

FEUZ vs. FDD - Drawdown Comparison

The maximum FEUZ drawdown since its inception was -48.08%, smaller than the maximum FDD drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for FEUZ and FDD.

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Drawdown Indicators

FEUZFDDDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-74.77%

+26.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-11.44%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-38.64%

-35.11%

-3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

-41.43%

-6.65%

Current Drawdown

Current decline from peak

-8.39%

-5.69%

-2.70%

Average Drawdown

Average peak-to-trough decline

-10.62%

-35.79%

+25.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.98%

+0.39%

Volatility

FEUZ vs. FDD - Volatility Comparison

First Trust Eurozone AlphaDEX ETF (FEUZ) has a higher volatility of 9.44% compared to First Trust STOXX European Select Dividend Index Fund (FDD) at 7.53%. This indicates that FEUZ's price experiences larger fluctuations and is considered to be riskier than FDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FEUZFDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

7.53%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

11.41%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

23.61%

18.63%

+4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.83%

18.26%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.66%

20.10%

+1.56%