FEUZ vs. SPY
Compare and contrast key facts about First Trust Eurozone AlphaDEX ETF (FEUZ) and SPDR S&P 500 ETF (SPY).
FEUZ and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both FEUZ and SPY 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 SPY.
Correlation
The correlation between FEUZ and SPY is 0.57, 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.
Performance
FEUZ vs. SPY - Performance Comparison
Key characteristics
FEUZ:
0.73
SPY:
0.50
FEUZ:
1.31
SPY:
0.88
FEUZ:
1.17
SPY:
1.13
FEUZ:
1.08
SPY:
0.56
FEUZ:
3.80
SPY:
2.17
FEUZ:
5.11%
SPY:
4.85%
FEUZ:
25.56%
SPY:
20.02%
FEUZ:
-48.08%
SPY:
-55.19%
FEUZ:
0.00%
SPY:
-7.65%
Returns By Period
In the year-to-date period, FEUZ achieves a 25.32% return, which is significantly higher than SPY's -3.42% return. Over the past 10 years, FEUZ has underperformed SPY with an annualized return of 6.77%, while SPY has yielded a comparatively higher 12.35% annualized return.
FEUZ
25.32%
9.97%
21.67%
18.57%
13.68%
6.77%
SPY
-3.42%
2.87%
-5.06%
9.87%
15.76%
12.35%
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FEUZ vs. SPY - Expense Ratio Comparison
FEUZ has a 0.80% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
FEUZ vs. SPY — Risk-Adjusted Performance Rank
FEUZ
SPY
FEUZ vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX ETF (FEUZ) and SPDR S&P 500 ETF (SPY). 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.
Dividends
FEUZ vs. SPY - Dividend Comparison
FEUZ's dividend yield for the trailing twelve months is around 1.81%, more than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEUZ First Trust Eurozone AlphaDEX ETF | 1.81% | 2.01% | 2.96% | 3.14% | 2.52% | 1.46% | 1.93% | 2.46% | 1.29% | 2.12% | 1.09% | 0.02% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
FEUZ vs. SPY - Drawdown Comparison
The maximum FEUZ drawdown since its inception was -48.08%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FEUZ and SPY. For additional features, visit the drawdowns tool.
Volatility
FEUZ vs. SPY - Volatility Comparison
The current volatility for First Trust Eurozone AlphaDEX ETF (FEUZ) is 6.95%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.48%. This indicates that FEUZ experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.