First Trust Europe AlphaDEX Fund (FEUZ)

Description

The investment seeks to track the performance of the NASDAQ AlphaDEX Eurozone Index. The FEUZ ETF contains 151 constituents. It is focused on blend holdings in the Europe region.

Price $31.05 as of 2022-10-21

Cost/Risk/Yield

Dividend yield4.39%
Expense ratio0.8%
Average spread1.868%
1Y roundtrip cost2.668%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-2.3%-7.6%-0.7%-6.8%4.7%-14.1%3.4%-6.2%-10.8%7.0%-33.4%
2021-0.8%2.9%3.2%3.3%5.5%-2.6%0.2%3.9%-4.6%3.2%-6.0%3.9%12.1%
2020-3.9%-7.3%-21.7%8.0%7.7%2.9%3.9%6.6%-2.5%-6.5%19.2%4.4%10.9%
20198.8%2.5%-0.9%4.8%-7.7%8.7%-3.4%-3.0%3.5%3.5%2.3%2.5%21.4%
20187.6%-5.6%0.9%0.8%-3.1%-3.4%4.4%-2.5%-1.6%-10.9%-2.7%-5.4%-21.6%
20174.0%-1.1%6.7%4.7%5.2%-0.3%4.8%1.4%3.2%0.9%1.3%1.0%32.0%
2016-5.9%-2.1%9.1%1.2%-0.1%-6.0%5.3%2.8%-0.1%0.5%-4.4%6.7%7.1%
20150.6%7.2%-2.1%4.0%0.7%-2.6%1.5%-6.3%-5.7%9.5%-0.7%-1.3%4.6%
20145.6%-5.8%-0.2%
8.1%-11.1%-5.6%19.9%12.8%-17.3%20.0%-3.2%-18.5%7.2%14.6%6.0%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.020.960.111.08
20210.670.210.281.16
20200.180.220.220.62
20190.530.110.150.79
20180.010.660.150.030.84
20170.070.430.060.56
20160.480.210.69
20150.320.030.34
20140.010.01
0.000.000.100.000.004.220.000.001.100.000.000.68

Sectors and Top Holdings

Security % Assets
D\'Ieteren Group1.27%
Capgemini SE1.23%
Sofina SA1.22%
Kojamo Oyj1.21%
ArcelorMittal SA1.17%
Uniper SE1.16%
Bayerische Motoren Werke AG1.15%
Aperam SA1.15%
Dermapharm Holding SE1.12%
LEG Immobilien SE1.12%
Porsche Automobil Holding SE Pref1.12%
Poste Italiane SpA1.11%
Arkema SA1.11%
Buzzi Unicem S.p.A.1.10%
OMV AG1.10%
Top 15 Weights17.34%

Compare with similar ETFs

FEUZ FEP GSID PQIN RESD TPIF
Product nameFirst Trust Europe AlphaDEX FundFirst Trust Europe AlphaDEX FundGoldman Sachs MarketBeta International Equity ETFPGIM QMA Strategic Alpha International Equity ETFWisdomTree Dynamic Currency Hedged International Quality Dividend Growth FundTimothy Plan International ETF
IssuerFirst TrustFirst TrustGoldman SachsPGIMWisdomTreeTimothy
Price$31.05$27.97$41.1799$42.222$22.169$20.5
Expense Ratio0.8%0.8%better0.2%better0.29%better0.3%better0.62%
Average Spread1.868%0.215%0.267%0.403%0.135%0.488%
AUM$61,620,500$351,307,000$254,882,000$29,188,500$5,558,080$57,857,900
Shares1,984,55812,560,1456,189,481691,311250,7142,822,335
Average Daily Volume1,33375,4676,273701,35023,827
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2014-10-222011-04-182020-05-122018-12-042016-11-032019-12-02
Index TrackedNASDAQ AlphaDEX Eurozone IndexNASDAQ AlphaDEX Europe IndexSolactive GBS Developed Markets ex North America Large & Mid Cap IndexNo Underlying IndexNo Underlying IndexVictory International Volatility Weighted BRI Index
CategoryEurope EquitiesEurope EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionEuropeEuropeEuropeEuropeEuropeEurope
CountriesBroadBroadBroadBroadBroadBroad
Annual Dividend Rate$1.362$1.479$1.188$4.851$0.85$0.684
Annual Dividend Yield0.044%0.053%0.029%0.115%0.038%0.033%
Number of Holdings151201979439240383
YTD Return-30.45%-33.05%-25.76%-25.18%-27.40%-27.98%
Beta0.800.970.750.560.730.72
Upside Beta0.390.000.300.320.410.40
Downside Beta-0.52-0.45-0.49-0.20-0.47-0.51
Volatility 1Y30.49%26.34%20.09%18.40%19.08%19.60%
Sharpe Ratio 3Y-0.38-0.370.00-0.370.000.00
Treynor Ratio 3Y-0.01-0.010.00-0.010.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew