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FKU vs. EWP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKU vs. EWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust United Kingdom AlphaDEX Fund (FKU) and iShares MSCI Spain ETF (EWP). The values are adjusted to include any dividend payments, if applicable.

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FKU vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKU
First Trust United Kingdom AlphaDEX Fund
-0.77%37.97%8.06%20.59%-24.12%20.55%-6.01%32.90%-16.21%25.81%
EWP
iShares MSCI Spain ETF
0.74%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%

Returns By Period

In the year-to-date period, FKU achieves a -0.77% return, which is significantly lower than EWP's 0.74% return. Over the past 10 years, FKU has underperformed EWP with an annualized return of 6.74%, while EWP has yielded a comparatively higher 10.80% annualized return.


FKU

1D
3.56%
1M
-9.63%
YTD
-0.77%
6M
5.20%
1Y
29.72%
3Y*
18.49%
5Y*
7.68%
10Y*
6.74%

EWP

1D
4.00%
1M
-5.12%
YTD
0.74%
6M
11.24%
1Y
46.32%
3Y*
28.91%
5Y*
18.10%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKU vs. EWP - Expense Ratio Comparison

FKU has a 0.80% expense ratio, which is higher than EWP's 0.50% expense ratio.


Return for Risk

FKU vs. EWP — Risk / Return Rank

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

FKU
FKU Risk / Return Rank: 7979
Overall Rank
FKU Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FKU Sortino Ratio Rank: 8282
Sortino Ratio Rank
FKU Omega Ratio Rank: 8080
Omega Ratio Rank
FKU Calmar Ratio Rank: 7676
Calmar Ratio Rank
FKU Martin Ratio Rank: 7676
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 9393
Overall Rank
EWP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWP Omega Ratio Rank: 9393
Omega Ratio Rank
EWP Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWP Martin Ratio Rank: 9494
Martin Ratio Rank
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.

FKU vs. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust United Kingdom AlphaDEX Fund (FKU) and iShares MSCI Spain ETF (EWP). 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.


FKUEWPDifference

Sharpe ratio

Return per unit of total volatility

1.56

2.17

-0.61

Sortino ratio

Return per unit of downside risk

2.15

2.74

-0.59

Omega ratio

Gain probability vs. loss probability

1.31

1.41

-0.10

Calmar ratio

Return relative to maximum drawdown

2.00

3.69

-1.69

Martin ratio

Return relative to average drawdown

8.06

14.14

-6.08

FKU vs. EWP - Sharpe Ratio Comparison

The current FKU Sharpe Ratio is 1.56, which is comparable to the EWP Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of FKU and EWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FKUEWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.17

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.91

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.49

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.31

0.00

Correlation

The correlation between FKU and EWP is 0.61, 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

FKU vs. EWP - Dividend Comparison

FKU's dividend yield for the trailing twelve months is around 2.90%, more than EWP's 2.25% yield.


TTM20252024202320222021202020192018201720162015
FKU
First Trust United Kingdom AlphaDEX Fund
2.90%2.89%4.07%3.82%5.55%2.98%1.48%3.34%5.12%2.93%2.60%2.64%
EWP
iShares MSCI Spain ETF
2.25%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%

Drawdowns

FKU vs. EWP - Drawdown Comparison

The maximum FKU drawdown since its inception was -54.39%, smaller than the maximum EWP drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for FKU and EWP.


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Drawdown Indicators


FKUEWPDifference

Max Drawdown

Largest peak-to-trough decline

-54.39%

-61.19%

+6.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-12.19%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-41.84%

-33.91%

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-54.39%

-46.36%

-8.03%

Current Drawdown

Current decline from peak

-10.95%

-6.78%

-4.17%

Average Drawdown

Average peak-to-trough decline

-10.87%

-21.54%

+10.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.18%

+0.36%

Volatility

FKU vs. EWP - Volatility Comparison

The current volatility for First Trust United Kingdom AlphaDEX Fund (FKU) is 8.10%, while iShares MSCI Spain ETF (EWP) has a volatility of 9.97%. This indicates that FKU experiences smaller price fluctuations and is considered to be less risky than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKUEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

9.97%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

14.14%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

21.52%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.70%

20.02%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

22.21%

+2.14%