FPX.L vs. FEUZ.L
Compare and contrast key facts about First Trust US IPO Index UCITS ETF (FPX.L) and First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L).
FPX.L and FEUZ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FPX.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Aug 14, 2015. FEUZ.L is a passively managed fund by First Trust that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 21, 2014. Both FPX.L and FEUZ.L 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
FPX.L vs. FEUZ.L - Performance Comparison
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FPX.L vs. FEUZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPX.L First Trust US IPO Index UCITS ETF | -0.74% | 26.94% | 27.09% | 16.75% | -27.92% | 3.98% | 43.83% | 25.95% | -4.71% | 15.65% |
FEUZ.L First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares | 4.90% | 48.45% | 3.89% | 9.28% | -9.28% | 13.80% | 1.55% | 16.96% | -15.00% | 24.03% |
Returns By Period
In the year-to-date period, FPX.L achieves a -0.74% return, which is significantly lower than FEUZ.L's 4.90% return.
FPX.L
- 1D
- 3.85%
- 1M
- -1.99%
- YTD
- -0.74%
- 6M
- -0.84%
- 1Y
- 39.63%
- 3Y*
- 21.50%
- 5Y*
- 7.00%
- 10Y*
- —
FEUZ.L
- 1D
- 3.35%
- 1M
- -2.38%
- YTD
- 4.90%
- 6M
- 10.51%
- 1Y
- 37.47%
- 3Y*
- 18.98%
- 5Y*
- 11.56%
- 10Y*
- 10.94%
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FPX.L vs. FEUZ.L - Expense Ratio Comparison
FPX.L has a 0.65% expense ratio, which is lower than FEUZ.L's 0.80% expense ratio.
Return for Risk
FPX.L vs. FEUZ.L — Risk / Return Rank
FPX.L
FEUZ.L
FPX.L vs. FEUZ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust US IPO Index UCITS ETF (FPX.L) and First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L). 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.
| FPX.L | FEUZ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 2.47 | -1.03 |
Sortino ratioReturn per unit of downside risk | 2.06 | 3.07 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.47 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.06 | 2.55 | +0.50 |
Martin ratioReturn relative to average drawdown | 9.67 | 11.25 | -1.57 |
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
| FPX.L | FEUZ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 2.47 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.80 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.76 | -0.03 |
Correlation
The correlation between FPX.L and FEUZ.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FPX.L vs. FEUZ.L - Dividend Comparison
Neither FPX.L nor FEUZ.L has paid dividends to shareholders.
Drawdowns
FPX.L vs. FEUZ.L - Drawdown Comparison
The maximum FPX.L drawdown since its inception was -36.97%, roughly equal to the maximum FEUZ.L drawdown of -36.68%. Use the drawdown chart below to compare losses from any high point for FPX.L and FEUZ.L.
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Drawdown Indicators
| FPX.L | FEUZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.97% | -36.68% | -0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.42% | -10.35% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -36.97% | -23.27% | -13.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.68% | — |
Current DrawdownCurrent decline from peak | -5.31% | -4.48% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -6.35% | -5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.20% | +0.65% |
Volatility
FPX.L vs. FEUZ.L - Volatility Comparison
The current volatility for First Trust US IPO Index UCITS ETF (FPX.L) is 6.77%, while First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FEUZ.L) has a volatility of 7.18%. This indicates that FPX.L experiences smaller price fluctuations and is considered to be less risky than FEUZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FPX.L | FEUZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 7.18% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | 10.87% | +7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 16.01% | +11.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.79% | 18.48% | +7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.67% | 18.94% | +6.73% |