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RFEU vs. HEDJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RFEU and HEDJ is 0.62, 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.


Performance

RFEU vs. HEDJ - 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 Hedged Equity Fund (HEDJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RFEU:

0.53

HEDJ:

0.37

Sortino Ratio

RFEU:

1.08

HEDJ:

0.60

Omega Ratio

RFEU:

1.15

HEDJ:

1.08

Calmar Ratio

RFEU:

0.74

HEDJ:

0.39

Martin Ratio

RFEU:

2.45

HEDJ:

1.17

Ulcer Index

RFEU:

5.20%

HEDJ:

5.31%

Daily Std Dev

RFEU:

18.28%

HEDJ:

19.16%

Max Drawdown

RFEU:

-39.74%

HEDJ:

-38.18%

Current Drawdown

RFEU:

-0.75%

HEDJ:

-2.05%

Returns By Period

In the year-to-date period, RFEU achieves a 16.00% return, which is significantly higher than HEDJ's 12.72% return.


RFEU

YTD

16.00%

1M

5.61%

6M

14.71%

1Y

9.12%

3Y*

7.17%

5Y*

9.98%

10Y*

N/A

HEDJ

YTD

12.72%

1M

6.32%

6M

14.56%

1Y

7.03%

3Y*

14.58%

5Y*

15.30%

10Y*

7.66%

*Annualized

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RFEU vs. HEDJ - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RFEU vs. HEDJ — Risk-Adjusted Performance Rank

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

RFEU
The Risk-Adjusted Performance Rank of RFEU is 6767
Overall Rank
The Sharpe Ratio Rank of RFEU is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of RFEU is 7070
Sortino Ratio Rank
The Omega Ratio Rank of RFEU is 7070
Omega Ratio Rank
The Calmar Ratio Rank of RFEU is 7575
Calmar Ratio Rank
The Martin Ratio Rank of RFEU is 6868
Martin Ratio Rank

HEDJ
The Risk-Adjusted Performance Rank of HEDJ is 4343
Overall Rank
The Sharpe Ratio Rank of HEDJ is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of HEDJ is 4040
Sortino Ratio Rank
The Omega Ratio Rank of HEDJ is 3939
Omega Ratio Rank
The Calmar Ratio Rank of HEDJ is 5050
Calmar Ratio Rank
The Martin Ratio Rank of HEDJ is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RFEU vs. HEDJ - Risk-Adjusted Performance Comparison

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


The current RFEU Sharpe Ratio is 0.53, which is higher than the HEDJ Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of RFEU and HEDJ, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RFEU vs. HEDJ - Dividend Comparison

RFEU's dividend yield for the trailing twelve months is around 4.70%, more than HEDJ's 2.91% yield.


TTM20242023202220212020201920182017201620152014
RFEU
First Trust RiverFront Dynamic Europe ETF
4.70%5.45%3.37%4.98%1.82%2.32%3.08%2.84%1.35%3.16%0.00%0.00%
HEDJ
WisdomTree Europe Hedged Equity Fund
2.91%3.28%3.31%2.83%2.08%2.65%1.82%2.73%2.27%2.97%9.43%5.83%

Drawdowns

RFEU vs. HEDJ - Drawdown Comparison

The maximum RFEU drawdown since its inception was -39.74%, roughly equal to the maximum HEDJ drawdown of -38.18%. Use the drawdown chart below to compare losses from any high point for RFEU and HEDJ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RFEU vs. HEDJ - Volatility Comparison

The current volatility for First Trust RiverFront Dynamic Europe ETF (RFEU) is 2.68%, while WisdomTree Europe Hedged Equity Fund (HEDJ) has a volatility of 3.42%. This indicates that RFEU experiences smaller price fluctuations and is considered to be less risky than HEDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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