FTEU.L vs. FDN.L
Compare and contrast key facts about First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FTEU.L) and First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L).
FTEU.L and FDN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTEU.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. FDN.L is a passively managed fund by First Trust that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jun 18, 2018. Both FTEU.L and FDN.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
FTEU.L vs. FDN.L - Performance Comparison
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FTEU.L vs. FDN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTEU.L First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares | 3.83% | 57.74% | 2.77% | 16.49% | -18.83% | 11.78% | 5.07% | 20.55% | -17.62% |
FDN.L First Trust Dow Jones Internet UCITS ETF Class A USD | -12.56% | 10.07% | 30.44% | 53.64% | -46.66% | 7.41% | 53.44% | 18.60% | -18.69% |
Different Trading Currencies
FTEU.L is traded in USD, while FDN.L is traded in GBp. To make them comparable, the FDN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FTEU.L achieves a 3.83% return, which is significantly higher than FDN.L's -12.56% return.
FTEU.L
- 1D
- 3.46%
- 1M
- -3.56%
- YTD
- 3.83%
- 6M
- 9.11%
- 1Y
- 41.60%
- 3Y*
- 21.87%
- 5Y*
- 10.71%
- 10Y*
- —
FDN.L
- 1D
- 2.82%
- 1M
- -1.80%
- YTD
- -12.56%
- 6M
- -14.65%
- 1Y
- 6.21%
- 3Y*
- 17.25%
- 5Y*
- 1.14%
- 10Y*
- —
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FTEU.L vs. FDN.L - Expense Ratio Comparison
FTEU.L has a 0.80% expense ratio, which is higher than FDN.L's 0.55% expense ratio.
Return for Risk
FTEU.L vs. FDN.L — Risk / Return Rank
FTEU.L
FDN.L
FTEU.L vs. FDN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FTEU.L) and First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.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.
| FTEU.L | FDN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 0.28 | +1.90 |
Sortino ratioReturn per unit of downside risk | 2.71 | 0.54 | +2.17 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.07 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 3.63 | 0.21 | +3.42 |
Martin ratioReturn relative to average drawdown | 12.48 | 0.58 | +11.91 |
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
| FTEU.L | FDN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.28 | +1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.04 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.26 | +0.25 |
Correlation
The correlation between FTEU.L and FDN.L is 0.53, 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
FTEU.L vs. FDN.L - Dividend Comparison
Neither FTEU.L nor FDN.L has paid dividends to shareholders.
Drawdowns
FTEU.L vs. FDN.L - Drawdown Comparison
The maximum FTEU.L drawdown since its inception was -46.61%, smaller than the maximum FDN.L drawdown of -53.81%. Use the drawdown chart below to compare losses from any high point for FTEU.L and FDN.L.
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Drawdown Indicators
| FTEU.L | FDN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.61% | -46.90% | +0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -20.87% | +9.45% |
Max Drawdown (5Y)Largest decline over 5 years | -38.49% | -46.90% | +8.41% |
Current DrawdownCurrent decline from peak | -6.19% | -17.67% | +11.48% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -14.92% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 8.11% | -4.79% |
Volatility
FTEU.L vs. FDN.L - Volatility Comparison
First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FTEU.L) has a higher volatility of 8.13% compared to First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L) at 6.64%. This indicates that FTEU.L's price experiences larger fluctuations and is considered to be riskier than FDN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTEU.L | FDN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.13% | 6.64% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 14.71% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 22.53% | -3.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 25.78% | -5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.86% | 25.48% | -5.62% |