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 2022-10-21

Cost/Risk/Yield

Dividend yield5.29%
Expense ratio0.8%
Average spread0.215%
1Y roundtrip cost1.015%

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%
20210.2%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%
20199.9%1.6%0.7%3.7%-7.5%7.1%-2.5%-2.3%2.9%3.7%1.9%4.1%23.5%
20186.6%-5.2%0.6%1.5%-1.0%-2.4%3.4%-2.4%-0.8%-11.5%-3.3%-5.2%-19.7%
20174.5%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%
20151.4%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%
20133.2%-1.1%-0.8%5.1%1.0%-3.4%9.3%-2.3%7.9%4.2%1.3%2.9%27.4%
20126.0%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
20220.030.770.170.96
20210.130.640.220.521.50
20200.090.170.140.480.88
20190.040.490.230.230.99
20180.060.520.200.040.81
20170.050.370.070.160.64
20160.060.440.120.62
20150.040.520.060.040.65
20140.470.080.170.72
20130.100.300.040.070.52
20120.490.040.030.56
20110.470.020.49
0.000.000.590.000.005.650.000.001.390.000.001.74

Sectors and Top Holdings

Security % Assets
NIBE Industrier AB Class B0.95%
Samhallsbyggnadsbolaget I Norden AB Class B0.94%
D\'Ieteren Group0.94%
Capgemini SE0.90%
ArcelorMittal SA0.90%
AddLife AB Class B0.89%
Sofina SA0.89%
Kinnevik AB Class B0.89%
Boliden AB0.89%
A.P. Moller - Maersk A/S Class B0.88%
Investor AB Class B0.86%
Castellum AB0.86%
SEGRO plc0.86%
3i Group plc0.85%
Uniper SE0.85%
Top 15 Weights13.35%

Compare with similar ETFs

FEP FEUZ FLV GSID PQIN TPIF
Product nameFirst Trust Europe AlphaDEX FundFirst Trust Europe AlphaDEX FundAmerican Century Focused Large Cap Value ETFGoldman Sachs MarketBeta International Equity ETFPGIM QMA Strategic Alpha International Equity ETFTimothy Plan International ETF
IssuerFirst TrustFirst TrustAmerican CenturyGoldman SachsPGIMTimothy
Price$27.97$31.05$55.29$41.1799$42.222$20.5
Expense Ratio0.8%0.8%better0.42%better0.2%better0.29%better0.62%
Average Spread0.215%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
Shares12,560,1451,984,5583,977,9186,189,481691,3112,822,335
Average Daily Volume75,4671,3335,4946,2737023,827
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2011-04-182014-10-222020-03-312020-05-122018-12-042019-12-02
Index TrackedNASDAQ AlphaDEX Europe IndexNASDAQ AlphaDEX Eurozone IndexNo Underlying IndexSolactive GBS Developed Markets ex North America Large & Mid Cap IndexNo Underlying IndexVictory International Volatility Weighted BRI Index
CategoryEurope EquitiesEurope EquitiesGlobal EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendValueBlendBlendBlend
RegionEuropeEuropeNorth AmericaEuropeEuropeEurope
CountriesBroadBroadU.S.BroadBroadBroad
Annual Dividend Rate$1.479$1.362$2.265$1.188$4.851$0.684
Annual Dividend Yield0.053%0.044%0.041%0.029%0.115%0.033%
Number of Holdings20115147979439383
YTD Return-33.05%-30.45%-8.67%-25.76%-25.18%-27.98%
Beta0.970.800.810.750.560.72
Upside Beta0.000.390.630.300.320.40
Downside Beta-0.45-0.520.04-0.49-0.20-0.51
Volatility 1Y26.34%30.49%16.35%20.09%18.40%19.60%
Sharpe Ratio 3Y-0.37-0.380.000.00-0.370.00
Treynor Ratio 3Y-0.01-0.010.000.00-0.010.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew