Correlation
The correlation between FEUZ and FLEU is 0.60, 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. FLEU
Compare and contrast key facts about First Trust Eurozone AlphaDEX ETF (FEUZ) and Franklin FTSE Eurozone ETF (FLEU).
FEUZ and FLEU 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. FLEU is a passively managed fund by Franklin that tracks the performance of the FTSE Developed Eurozone Index - Benchmark TR Net. It was launched on Nov 2, 2017. Both FEUZ and FLEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEUZ or FLEU.
Performance
FEUZ vs. FLEU - Performance Comparison
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Key characteristics
FEUZ:
0.91
FLEU:
0.97
FEUZ:
1.42
FLEU:
1.38
FEUZ:
1.19
FLEU:
1.18
FEUZ:
1.20
FLEU:
0.23
FEUZ:
4.31
FLEU:
3.19
FEUZ:
5.03%
FLEU:
5.49%
FEUZ:
25.52%
FLEU:
19.71%
FEUZ:
-48.08%
FLEU:
-87.49%
FEUZ:
-0.45%
FLEU:
-69.06%
Returns By Period
In the year-to-date period, FEUZ achieves a 32.25% return, which is significantly higher than FLEU's 26.30% return.
FEUZ
32.25%
8.97%
30.59%
22.96%
13.03%
12.85%
6.78%
FLEU
26.30%
4.79%
25.43%
19.00%
13.28%
14.07%
N/A
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FEUZ vs. FLEU - Expense Ratio Comparison
FEUZ has a 0.80% expense ratio, which is higher than FLEU's 0.09% expense ratio.
Risk-Adjusted Performance
FEUZ vs. FLEU — Risk-Adjusted Performance Rank
FEUZ
FLEU
FEUZ vs. FLEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX ETF (FEUZ) and Franklin FTSE Eurozone ETF (FLEU). 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. FLEU - Dividend Comparison
FEUZ's dividend yield for the trailing twelve months is around 1.72%, less than FLEU's 2.52% 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% |
FLEU Franklin FTSE Eurozone ETF | 2.52% | 3.18% | 3.25% | 21.46% | 3.03% | 1.94% | 6.06% | 12.17% | 0.07% | 0.00% | 0.00% | 0.00% |
Drawdowns
FEUZ vs. FLEU - Drawdown Comparison
The maximum FEUZ drawdown since its inception was -48.08%, smaller than the maximum FLEU drawdown of -87.49%. Use the drawdown chart below to compare losses from any high point for FEUZ and FLEU.
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Volatility
FEUZ vs. FLEU - Volatility Comparison
First Trust Eurozone AlphaDEX ETF (FEUZ) has a higher volatility of 3.59% compared to Franklin FTSE Eurozone ETF (FLEU) at 3.30%. This indicates that FEUZ's price experiences larger fluctuations and is considered to be riskier than FLEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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