FEUZ vs. FLSW
Compare and contrast key facts about First Trust Eurozone AlphaDEX ETF (FEUZ) and Franklin FTSE Switzerland ETF (FLSW).
FEUZ and FLSW 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. FLSW is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Switzerland RIC Capped Index. It was launched on Feb 6, 2018. Both FEUZ and FLSW 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. FLSW - Performance Comparison
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FEUZ vs. FLSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FEUZ First Trust Eurozone AlphaDEX ETF | 3.19% | 56.34% | 1.64% | 17.24% | -19.83% | 11.93% | 5.04% | 22.06% | -19.36% |
FLSW Franklin FTSE Switzerland ETF | -0.89% | 32.92% | -1.77% | 16.79% | -18.14% | 20.82% | 13.25% | 31.66% | -7.85% |
Returns By Period
In the year-to-date period, FEUZ achieves a 3.19% return, which is significantly higher than FLSW's -0.89% return.
FEUZ
- 1D
- 1.73%
- 1M
- -4.44%
- YTD
- 3.19%
- 6M
- 7.86%
- 1Y
- 39.85%
- 3Y*
- 20.65%
- 5Y*
- 9.97%
- 10Y*
- 9.84%
FLSW
- 1D
- 1.35%
- 1M
- -6.63%
- YTD
- -0.89%
- 6M
- 6.21%
- 1Y
- 17.80%
- 3Y*
- 12.06%
- 5Y*
- 8.32%
- 10Y*
- —
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FEUZ vs. FLSW - Expense Ratio Comparison
FEUZ has a 0.80% expense ratio, which is higher than FLSW's 0.09% expense ratio.
Return for Risk
FEUZ vs. FLSW — Risk / Return Rank
FEUZ
FLSW
FEUZ vs. FLSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX ETF (FEUZ) and Franklin FTSE Switzerland ETF (FLSW). 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.
| FEUZ | FLSW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.08 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.53 | 1.58 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.20 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 1.33 | +1.56 |
Martin ratioReturn relative to average drawdown | 11.85 | 5.12 | +6.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEUZ | FLSW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.08 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.54 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.55 | -0.14 |
Correlation
The correlation between FEUZ and FLSW is 0.62, 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.
Dividends
FEUZ vs. FLSW - Dividend Comparison
FEUZ's dividend yield for the trailing twelve months is around 2.56%, more than FLSW's 2.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEUZ First Trust Eurozone AlphaDEX ETF | 2.56% | 2.81% | 2.01% | 2.95% | 3.14% | 2.52% | 1.46% | 1.93% | 2.46% | 1.29% | 2.12% | 1.09% |
FLSW Franklin FTSE Switzerland ETF | 2.14% | 2.12% | 2.04% | 2.36% | 2.02% | 1.86% | 2.28% | 1.15% | 2.86% | 0.00% | 0.00% | 0.00% |
Drawdowns
FEUZ vs. FLSW - Drawdown Comparison
The maximum FEUZ drawdown since its inception was -48.08%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for FEUZ and FLSW.
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Drawdown Indicators
| FEUZ | FLSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -28.16% | -19.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -13.38% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -38.64% | -28.16% | -10.48% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | — | — |
Current DrawdownCurrent decline from peak | -6.81% | -8.79% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -5.97% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.47% | -0.07% |
Volatility
FEUZ vs. FLSW - Volatility Comparison
First Trust Eurozone AlphaDEX ETF (FEUZ) has a higher volatility of 8.64% compared to Franklin FTSE Switzerland ETF (FLSW) at 6.32%. This indicates that FEUZ's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEUZ | FLSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 6.32% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 10.63% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.62% | 16.50% | +7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.83% | 15.49% | +6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.66% | 16.84% | +4.82% |