FEUZ vs. FSZ
Compare and contrast key facts about First Trust Eurozone AlphaDEX ETF (FEUZ) and First Trust Switzerland AlphaDEX Fund (FSZ).
FEUZ and FSZ 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. FSZ is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Switzerland Index. It was launched on Feb 14, 2012. Both FEUZ and FSZ 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. FSZ - Performance Comparison
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FEUZ vs. FSZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSZ First Trust Switzerland AlphaDEX Fund | -0.28% | 30.10% | -1.85% | 21.30% | -20.12% | 20.18% | 13.83% | 25.88% | -15.22% | 31.30% |
Returns By Period
In the year-to-date period, FEUZ achieves a 1.44% return, which is significantly higher than FSZ's -0.28% return. Both investments have delivered pretty close results over the past 10 years, with FEUZ having a 9.65% annualized return and FSZ not far behind at 9.39%.
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%
FSZ
- 1D
- 1.51%
- 1M
- -7.05%
- YTD
- -0.28%
- 6M
- 4.35%
- 1Y
- 20.25%
- 3Y*
- 11.56%
- 5Y*
- 7.17%
- 10Y*
- 9.39%
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FEUZ vs. FSZ - Expense Ratio Comparison
Both FEUZ and FSZ have an expense ratio of 0.80%.
Return for Risk
FEUZ vs. FSZ — Risk / Return Rank
FEUZ
FSZ
FEUZ vs. FSZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX ETF (FEUZ) and First Trust Switzerland AlphaDEX Fund (FSZ). 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 | FSZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 1.29 | +0.32 |
Sortino ratioReturn per unit of downside risk | 2.43 | 1.78 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.72 | +0.87 |
Martin ratioReturn relative to average drawdown | 10.72 | 4.84 | +5.89 |
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 | FSZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.29 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.37 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.50 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.51 | -0.11 |
Correlation
The correlation between FEUZ and FSZ is 0.65, 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. FSZ - Dividend Comparison
FEUZ's dividend yield for the trailing twelve months is around 2.60%, more than FSZ's 2.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSZ First Trust Switzerland AlphaDEX Fund | 2.44% | 1.80% | 1.80% | 2.11% | 3.50% | 1.62% | 1.53% | 2.01% | 2.29% | 1.49% | 1.93% | 1.08% |
Drawdowns
FEUZ vs. FSZ - Drawdown Comparison
The maximum FEUZ drawdown since its inception was -48.08%, which is greater than FSZ's maximum drawdown of -33.97%. Use the drawdown chart below to compare losses from any high point for FEUZ and FSZ.
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Drawdown Indicators
| FEUZ | FSZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -33.97% | -14.11% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -10.39% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -38.64% | -33.96% | -4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | -33.97% | -14.11% |
Current DrawdownCurrent decline from peak | -8.39% | -7.26% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -7.02% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.70% | -0.33% |
Volatility
FEUZ vs. FSZ - Volatility Comparison
First Trust Eurozone AlphaDEX ETF (FEUZ) has a higher volatility of 9.44% compared to First Trust Switzerland AlphaDEX Fund (FSZ) at 5.05%. This indicates that FEUZ's price experiences larger fluctuations and is considered to be riskier than FSZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEUZ | FSZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.44% | 5.05% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 9.14% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.61% | 15.87% | +7.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.83% | 19.33% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.66% | 18.88% | +2.78% |