FEUZ vs. ROBT

Last updated Jun 4, 2026

FEUZ (First Trust Eurozone AlphaDEX ETF) and ROBT (First Trust Nasdaq Artificial Intelligence & Robotics ETF) are both exchange-traded funds - FEUZ is a Europe Equities fund tracking the NASDAQ AlphaDEX Eurozone Index, while ROBT is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence and Robotics Index. Both are passively managed. Over the past 5 years, FEUZ returned 9.94%/yr vs 2.38%/yr for ROBT. A 0.62 correlation means they provide meaningful diversification when combined. FEUZ charges 0.80%/yr vs 0.65%/yr for ROBT.

Performance

FEUZ vs. ROBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Eurozone AlphaDEX ETF (FEUZ) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEUZ achieves a 11.32% return, which is significantly lower than ROBT's 14.22% return.

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%

ROBT

• 1D: -1.73%
• 1M: 13.18%
• YTD: 14.22%
• 6M: 12.64%
• 1Y: 30.71%
• 3Y*: 10.10%
• 5Y*: 2.38%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUZ vs. ROBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FEUZ First Trust Eurozone AlphaDEX ETF	11.32%	56.34%	1.64%	17.24%	-19.83%	11.93%	5.04%	22.06%	-22.79%
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF	14.22%	15.16%	-0.41%	27.77%	-34.94%	9.91%	46.18%	34.28%	-13.98%

Correlation

The correlation between FEUZ and ROBT is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Feb 23, 2018	0.62

The correlation between FEUZ and ROBT has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

FEUZ vs. ROBT - Sectors Allocation Comparison

Sectors	FEUZ	ROBT
Industrials	27.4%	20.4%
Energy	10.8%	1.5%
Financial Services	10.6%	1.6%
Consumer Cyclical	9.2%	6.6%
Utilities	8.3%	-
Basic Materials	7.5%	-
Technology	6.1%	57.0%
Real Estate	6.0%	-
Consumer Defensive	5.3%	1.4%
Healthcare	5.2%	7.4%
Communication Services	3.7%	4.1%

Return for Risk

FEUZ vs. ROBT — Risk / Return Rank

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

FEUZ

FEUZ Risk / Return Rank: 51
FEUZ Sharpe Ratio Rank: 52
FEUZ Sortino Ratio Rank: 49
FEUZ Omega Ratio Rank: 50
FEUZ Calmar Ratio Rank: 50
FEUZ Martin Ratio Rank: 54

ROBT

ROBT Risk / Return Rank: 32
ROBT Sharpe Ratio Rank: 36
ROBT Sortino Ratio Rank: 35
ROBT Omega Ratio Rank: 32
ROBT Calmar Ratio Rank: 29
ROBT Martin Ratio Rank: 28

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. ROBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX ETF (FEUZ) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). 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	ROBT	Difference
Sharpe ratio Return per unit of total volatility	1.80	1.32	+0.47
Sortino ratio Return per unit of downside risk	2.43	1.88	+0.55
Omega ratio Gain probability vs. loss probability	1.32	1.22	+0.09
Calmar ratio Return relative to maximum drawdown	2.49	1.42	+1.06
Martin ratio Return relative to average drawdown	9.42	4.09	+5.33
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. ROBT - Sharpe Ratio Comparison

The current FEUZ Sharpe Ratio is 1.80, which is higher than the ROBT Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FEUZ and ROBT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FEUZ	ROBT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	1.32	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.09	+0.36
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	0.35	+0.09

Drawdowns

FEUZ vs. ROBT - Drawdown Comparison

The maximum FEUZ drawdown since its inception was -48.08%, which is greater than ROBT's maximum drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for FEUZ and ROBT.

Drawdown Indicators

	FEUZ	ROBT	Difference
Max Drawdown Largest peak-to-trough decline	-48.08%	-44.47%	-3.61%
Max Drawdown (1Y) Largest decline over 1 year	-12.49%	-21.66%	+9.17%
Max Drawdown (3Y) Largest decline over 3 years	-18.02%	-27.68%	+9.66%
Max Drawdown (5Y) Largest decline over 5 years	-38.64%	-43.26%	+4.62%
Max Drawdown (10Y) Largest decline over 10 years	-48.08%	—	—
Current Drawdown Current decline from peak	-1.24%	-1.73%	+0.49%
Average Drawdown Average peak-to-trough decline	-10.49%	-15.97%	+5.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.29%	7.53%	-4.24%

Volatility

FEUZ vs. ROBT - Volatility Comparison

First Trust Eurozone AlphaDEX ETF (FEUZ) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) have volatilities of 6.59% and 6.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEUZ	ROBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.59%	6.46%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	14.34%	17.51%	-3.17%
Volatility (1Y) Calculated over the trailing 1-year period	17.31%	23.32%	-6.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.96%	25.18%	-3.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.78%	25.48%	-3.70%

FEUZ vs. ROBT - Expense Ratio Comparison

FEUZ has a 0.80% expense ratio, which is higher than ROBT's 0.65% expense ratio.

Dividends

FEUZ vs. ROBT - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF	0.00%	0.00%	0.68%	0.23%	0.35%	0.06%	0.17%	0.42%	0.44%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FEUZ and ROBT in my portfolio?

FEUZ and ROBT have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FEUZ or ROBT?

FEUZ has higher volatility (6.59%) compared to ROBT (6.46%). In terms of maximum drawdown, FEUZ dropped -48.08% vs ROBT's -44.47%.

Which ETF is better, FEUZ or ROBT?

On 5-year performance, FEUZ leads with 9.94% vs 2.38% for ROBT. On fees, ROBT is cheaper at 0.65% per year. On volatility, ROBT has been the lower-risk option at 6.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FEUZ or ROBT?

Over the 5-year period, FEUZ has performed better with a 9.94% return vs 2.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FEUZ or ROBT?

ROBT is cheaper with a 0.65% expense ratio, compared with 0.80% for FEUZ.

Which ETF pays a higher dividend yield, FEUZ or ROBT?

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

What is the main difference between FEUZ and ROBT?

FEUZ is categorized as Europe Equities, while ROBT is Technology Equities. FEUZ tracks NASDAQ AlphaDEX Eurozone Index, while ROBT tracks Nasdaq CTA Artificial Intelligence and Robotics Index. Their fees differ too: 0.80% for FEUZ and 0.65% for ROBT.

Which has better risk-adjusted returns?

FEUZ currently has the higher Sharpe Ratio (1.80 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.