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RFEU vs. DFE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFEU vs. DFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RiverFront Dynamic Europe ETF (RFEU) and WisdomTree Europe SmallCap Dividend Fund (DFE). The values are adjusted to include any dividend payments, if applicable.

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RFEU vs. DFE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFEU
First Trust RiverFront Dynamic Europe ETF
1.50%30.78%-1.78%16.19%-24.17%22.83%6.25%23.21%-17.57%26.58%
DFE
WisdomTree Europe SmallCap Dividend Fund
-0.10%32.85%-0.61%14.94%-22.15%18.44%2.15%27.15%-21.23%32.71%

Returns By Period

In the year-to-date period, RFEU achieves a 1.50% return, which is significantly higher than DFE's -0.10% return.


RFEU

1D
0.00%
1M
0.00%
YTD
1.50%
6M
8.37%
1Y
22.55%
3Y*
12.42%
5Y*
6.12%
10Y*

DFE

1D
3.45%
1M
-7.61%
YTD
-0.10%
6M
3.19%
1Y
22.70%
3Y*
12.12%
5Y*
4.86%
10Y*
6.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFEU vs. DFE - Expense Ratio Comparison

RFEU has a 0.83% expense ratio, which is higher than DFE's 0.58% expense ratio.


Return for Risk

RFEU vs. DFE — Risk / Return Rank

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

RFEU
RFEU Risk / Return Rank: 8484
Overall Rank
RFEU Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RFEU Sortino Ratio Rank: 8585
Sortino Ratio Rank
RFEU Omega Ratio Rank: 9292
Omega Ratio Rank
RFEU Calmar Ratio Rank: 7272
Calmar Ratio Rank
RFEU Martin Ratio Rank: 8989
Martin Ratio Rank

DFE
DFE Risk / Return Rank: 7272
Overall Rank
DFE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DFE Sortino Ratio Rank: 7474
Sortino Ratio Rank
DFE Omega Ratio Rank: 7474
Omega Ratio Rank
DFE Calmar Ratio Rank: 7272
Calmar Ratio Rank
DFE Martin Ratio Rank: 6565
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.

RFEU vs. DFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Europe ETF (RFEU) and WisdomTree Europe SmallCap Dividend Fund (DFE). 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.


RFEUDFEDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.34

+0.33

Sortino ratio

Return per unit of downside risk

2.28

1.87

+0.42

Omega ratio

Gain probability vs. loss probability

1.41

1.27

+0.13

Calmar ratio

Return relative to maximum drawdown

1.88

1.85

+0.03

Martin ratio

Return relative to average drawdown

11.36

6.48

+4.88

RFEU vs. DFE - Sharpe Ratio Comparison

The current RFEU Sharpe Ratio is 1.68, which is comparable to the DFE Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of RFEU and DFE, 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


RFEUDFEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.34

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.26

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.28

+0.14

Correlation

The correlation between RFEU and DFE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RFEU vs. DFE - Dividend Comparison

RFEU's dividend yield for the trailing twelve months is around 2.83%, less than DFE's 4.10% yield.


TTM20252024202320222021202020192018201720162015
RFEU
First Trust RiverFront Dynamic Europe ETF
2.83%2.87%5.45%3.37%4.98%1.82%2.32%3.08%2.84%1.35%3.16%0.00%
DFE
WisdomTree Europe SmallCap Dividend Fund
4.10%4.38%4.93%4.97%5.84%2.56%2.43%3.39%4.97%2.53%4.05%2.78%

Drawdowns

RFEU vs. DFE - Drawdown Comparison

The maximum RFEU drawdown since its inception was -39.74%, smaller than the maximum DFE drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for RFEU and DFE.


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Drawdown Indicators


RFEUDFEDifference

Max Drawdown

Largest peak-to-trough decline

-39.74%

-69.38%

+29.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-11.41%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-35.92%

-40.34%

+4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-49.66%

Current Drawdown

Current decline from peak

-0.11%

-7.99%

+7.88%

Average Drawdown

Average peak-to-trough decline

-9.79%

-17.87%

+8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

3.25%

-1.04%

Volatility

RFEU vs. DFE - Volatility Comparison

The current volatility for First Trust RiverFront Dynamic Europe ETF (RFEU) is 0.00%, while WisdomTree Europe SmallCap Dividend Fund (DFE) has a volatility of 7.34%. This indicates that RFEU experiences smaller price fluctuations and is considered to be less risky than DFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFEUDFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

7.34%

-7.34%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

10.80%

-4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

17.03%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

18.95%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

19.70%

-1.73%