First Trust Europe AlphaDEX Fund (FEP)
Description
The investment seeks to track the performance of the NASDAQ AlphaDEX Europe Index. The FEP ETF contains 201 constituents. It is focused on blend holdings in the Europe region.
Price $27.97 as of 2022-10-21Cost/Risk/Yield
| Dividend yield | 5.29% |
| Expense ratio | 0.8% |
| Average spread | 0.215% |
| 1Y roundtrip cost | 1.015% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -4.5% | -6.7% | 0.7% | -7.8% | 3.1% | -12.6% | 3.2% | -6.8% | -11.9% | 6.0% | -37.3% | ||
| 2021 | 0.2% | 2.1% | 4.6% | 4.0% | 5.3% | -2.7% | 2.2% | 1.9% | -5.3% | 4.1% | -4.4% | 4.6% | 16.6% |
| 2020 | -3.0% | -7.8% | -22.8% | 7.6% | 7.9% | 1.9% | 5.3% | 7.4% | -3.0% | -4.9% | 15.5% | 5.9% | 9.9% |
| 2019 | 9.9% | 1.6% | 0.7% | 3.7% | -7.5% | 7.1% | -2.5% | -2.3% | 2.9% | 3.7% | 1.9% | 4.1% | 23.5% |
| 2018 | 6.6% | -5.2% | 0.6% | 1.5% | -1.0% | -2.4% | 3.4% | -2.4% | -0.8% | -11.5% | -3.3% | -5.2% | -19.7% |
| 2017 | 4.5% | 0.4% | 4.6% | 5.9% | 4.4% | -0.5% | 4.1% | 0.9% | 3.5% | 1.5% | -0.2% | 2.7% | 31.6% |
| 2016 | -7.1% | -1.9% | 7.7% | 1.8% | 0.3% | -6.3% | 5.4% | 1.4% | 1.4% | -3.2% | -1.6% | 3.7% | 1.9% |
| 2015 | 1.4% | 6.6% | -2.4% | 2.9% | 1.6% | -2.9% | 1.5% | -5.5% | -4.6% | 7.2% | -1.2% | -1.1% | 3.7% |
| 2014 | -2.4% | 10.0% | -0.2% | -0.3% | -0.3% | -1.3% | -6.6% | 0.6% | -5.5% | -2.5% | 1.8% | -3.2% | -9.8% |
| 2013 | 3.2% | -1.1% | -0.8% | 5.1% | 1.0% | -3.4% | 9.3% | -2.3% | 7.9% | 4.2% | 1.3% | 2.9% | 27.4% |
| 2012 | 6.0% | 7.1% | 0.5% | -2.7% | -14.6% | 7.3% | 1.3% | 3.6% | 4.6% | 1.5% | 0.6% | 8.2% | 23.4% |
| 2011 | -5.2% | -1.8% | -3.8% | -13.1% | -8.8% | 15.3% | -10.0% | -2.8% | -30.3% | ||||
| 14.6% | 5.1% | -6.7% | 21.7% | -4.9% | -17.4% | 22.9% | -16.8% | -19.5% | 21.5% | 0.5% | 19.7% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.03 | 0.77 | 0.17 | 0.96 | |||||||||
| 2021 | 0.13 | 0.64 | 0.22 | 0.52 | 1.50 | ||||||||
| 2020 | 0.09 | 0.17 | 0.14 | 0.48 | 0.88 | ||||||||
| 2019 | 0.04 | 0.49 | 0.23 | 0.23 | 0.99 | ||||||||
| 2018 | 0.06 | 0.52 | 0.20 | 0.04 | 0.81 | ||||||||
| 2017 | 0.05 | 0.37 | 0.07 | 0.16 | 0.64 | ||||||||
| 2016 | 0.06 | 0.44 | 0.12 | 0.62 | |||||||||
| 2015 | 0.04 | 0.52 | 0.06 | 0.04 | 0.65 | ||||||||
| 2014 | 0.47 | 0.08 | 0.17 | 0.72 | |||||||||
| 2013 | 0.10 | 0.30 | 0.04 | 0.07 | 0.52 | ||||||||
| 2012 | 0.49 | 0.04 | 0.03 | 0.56 | |||||||||
| 2011 | 0.47 | 0.02 | 0.49 | ||||||||||
| 0.00 | 0.00 | 0.59 | 0.00 | 0.00 | 5.65 | 0.00 | 0.00 | 1.39 | 0.00 | 0.00 | 1.74 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| NIBE Industrier AB Class B | 0.95% |
| Samhallsbyggnadsbolaget I Norden AB Class B | 0.94% |
| D\'Ieteren Group | 0.94% |
| Capgemini SE | 0.90% |
| ArcelorMittal SA | 0.90% |
| AddLife AB Class B | 0.89% |
| Sofina SA | 0.89% |
| Kinnevik AB Class B | 0.89% |
| Boliden AB | 0.89% |
| A.P. Moller - Maersk A/S Class B | 0.88% |
| Investor AB Class B | 0.86% |
| Castellum AB | 0.86% |
| SEGRO plc | 0.86% |
| 3i Group plc | 0.85% |
| Uniper SE | 0.85% |
| Top 15 Weights | 13.35% |
Compare with similar ETFs
| FEP | FEUZ | FLV | GSID | PQIN | TPIF | |
|---|---|---|---|---|---|---|
| Product name | First Trust Europe AlphaDEX Fund | First Trust Europe AlphaDEX Fund | American Century Focused Large Cap Value ETF | Goldman Sachs MarketBeta International Equity ETF | PGIM QMA Strategic Alpha International Equity ETF | Timothy Plan International ETF |
| Issuer | First Trust | First Trust | American Century | Goldman Sachs | PGIM | Timothy |
| Price | $27.97 | $31.05 | $55.29 | $41.1799 | $42.222 | $20.5 |
| Expense Ratio | 0.8% | 0.8% |  0.42% | 0.2% | 0.29% | 0.62% |
| Average Spread | 0.215% | 1.868% | 0.163% | 0.267% | 0.403% | 0.488% |
| AUM | $351,307,000 | $61,620,500 | $219,939,000 | $254,882,000 | $29,188,500 | $57,857,900 |
| Shares | 12,560,145 | 1,984,558 | 3,977,918 | 6,189,481 | 691,311 | 2,822,335 |
| Average Daily Volume | 75,467 | 1,333 | 5,494 | 6,273 | 70 | 23,827 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-04-18 | 2014-10-22 | 2020-03-31 | 2020-05-12 | 2018-12-04 | 2019-12-02 |
| Index Tracked | NASDAQ AlphaDEX Europe Index | NASDAQ AlphaDEX Eurozone Index | No Underlying Index | Solactive GBS Developed Markets ex North America Large & Mid Cap Index | No Underlying Index | Victory International Volatility Weighted BRI Index |
| Category | Europe Equities | Europe Equities | Global Equities | Foreign Large Cap Equities | Foreign Large Cap Equities | Foreign Large Cap Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | |
| Value or Growth | Blend | Blend | Value | Blend | Blend | Blend |
| Region | Europe | Europe | North America | Europe | Europe | Europe |
| Countries | Broad | Broad | U.S. | Broad | Broad | Broad |
| Annual Dividend Rate | $1.479 | $1.362 | $2.265 | $1.188 | $4.851 | $0.684 |
| Annual Dividend Yield | 0.053% | 0.044% | 0.041% | 0.029% | 0.115% | 0.033% |
| Number of Holdings | 201 | 151 | 47 | 979 | 439 | 383 |
| YTD Return | -33.05% | -30.45% | -8.67% | -25.76% | -25.18% | -27.98% |
| Beta | 0.97 | 0.80 | 0.81 | 0.75 | 0.56 | 0.72 |
| Upside Beta | 0.00 | 0.39 | 0.63 | 0.30 | 0.32 | 0.40 |
| Downside Beta | -0.45 | -0.52 | 0.04 | -0.49 | -0.20 | -0.51 |
| Volatility 1Y | 26.34% | 30.49% | 16.35% | 20.09% | 18.40% | 19.60% |
| Sharpe Ratio 3Y | -0.37 | -0.38 | 0.00 | 0.00 | -0.37 | 0.00 |
| Treynor Ratio 3Y | -0.01 | -0.01 | 0.00 | 0.00 | -0.01 | 0.00 |