RFEU vs. FDD
Compare and contrast key facts about First Trust RiverFront Dynamic Europe ETF (RFEU) and First Trust STOXX European Select Dividend Index Fund (FDD).
RFEU and FDD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RFEU is an actively managed fund by First Trust. It was launched on Apr 14, 2016. FDD is a passively managed fund by First Trust that tracks the performance of the STOXX Europe Select Dividend 30. It was launched on Aug 27, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RFEU or FDD.
Key characteristics
| RFEU | FDD | |
|---|---|---|
| YTD Return | 2.90% | 5.13% |
| 1Y Return | 14.17% | 19.64% |
| 3Y Return (Ann) | -3.05% | 0.19% |
| 5Y Return (Ann) | 4.65% | 3.27% |
| Sharpe Ratio | 0.83 | 1.36 |
| Sortino Ratio | 1.26 | 1.90 |
| Omega Ratio | 1.15 | 1.23 |
| Calmar Ratio | 0.48 | 0.64 |
| Martin Ratio | 5.10 | 5.07 |
| Ulcer Index | 2.34% | 3.74% |
| Daily Std Dev | 14.16% | 13.94% |
| Max Drawdown | -39.74% | -74.76% |
| Current Drawdown | -10.45% | -14.80% |
Correlation
The correlation between RFEU and FDD is 0.75, 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.
Performance
RFEU vs. FDD - Performance Comparison
In the year-to-date period, RFEU achieves a 2.90% return, which is significantly lower than FDD's 5.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RFEU vs. FDD - Expense Ratio Comparison
RFEU has a 0.83% expense ratio, which is higher than FDD's 0.58% expense ratio.
Risk-Adjusted Performance
RFEU vs. FDD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Europe ETF (RFEU) and First Trust STOXX European Select Dividend Index Fund (FDD). 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
RFEU vs. FDD - Dividend Comparison
RFEU's dividend yield for the trailing twelve months is around 2.50%, less than FDD's 6.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFEU First Trust RiverFront Dynamic Europe ETF | 2.50% | 3.37% | 4.98% | 1.82% | 2.32% | 3.08% | 2.84% | 1.35% | 3.16% | 0.00% | 0.00% | 0.00% |
FDD First Trust STOXX European Select Dividend Index Fund | 6.23% | 6.85% | 6.07% | 3.44% | 4.00% | 4.70% | 5.05% | 2.77% | 4.88% | 4.36% | 4.31% | 3.63% |
Drawdowns
RFEU vs. FDD - Drawdown Comparison
The maximum RFEU drawdown since its inception was -39.74%, smaller than the maximum FDD drawdown of -74.76%. Use the drawdown chart below to compare losses from any high point for RFEU and FDD. For additional features, visit the drawdowns tool.
Volatility
RFEU vs. FDD - Volatility Comparison
The current volatility for First Trust RiverFront Dynamic Europe ETF (RFEU) is 2.87%, while First Trust STOXX European Select Dividend Index Fund (FDD) has a volatility of 3.13%. This indicates that RFEU experiences smaller price fluctuations and is considered to be less risky than FDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.