First Trust Germany AlphaDEX Fund (FGM)

Description

The investment seeks to track the performance of the Nasdaq AlphaDEX Germany Index. The FGM ETF contains 41 constituents. It is focused on blend holdings in the Europe region.

Price $30.40 as of 2022-10-21

Cost/Risk/Yield

Dividend yield6.23%
Expense ratio0.8%
Average spread1.974%
1Y roundtrip cost2.774%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-4.8%-8.5%-5.8%-6.4%1.7%-16.6%2.3%-5.1%-12.3%7.3%-48.2%
2021-0.2%-0.2%5.4%3.8%5.3%-2.1%0.2%2.5%-6.2%1.4%-5.0%1.8%6.7%
2020-3.8%-8.9%-19.6%12.1%12.4%3.3%6.0%8.1%-4.1%-5.3%16.7%5.2%22.2%
20199.8%0.6%-0.9%4.6%-5.3%4.5%-2.6%-4.5%3.0%4.0%3.5%3.5%20.0%
20185.6%-7.3%-0.3%1.6%-2.2%-5.9%5.8%-0.3%-4.3%-10.8%-2.4%-6.6%-27.2%
20174.5%0.2%4.0%3.9%5.9%1.0%3.9%3.0%4.1%2.3%3.5%1.2%37.4%
2016-7.5%-0.6%10.0%1.6%-1.1%-4.7%6.4%1.0%0.9%-2.6%-5.7%5.5%3.2%
20151.3%6.0%-0.7%0.6%0.3%-1.3%-0.2%-5.9%-5.5%7.0%1.1%-0.4%2.4%
2014-5.1%7.5%-1.5%0.0%2.0%-1.8%-8.8%-1.1%-6.5%-0.8%6.0%-3.0%-12.9%
20134.9%-1.2%-4.2%2.2%3.3%-4.7%6.5%-2.5%8.3%6.1%3.3%4.0%26.2%
20121.9%-5.1%-10.9%3.9%-0.0%5.2%1.6%3.7%5.5%5.7%11.4%
4.6%-12.4%-11.7%18.9%11.4%-24.3%19.4%0.3%-21.1%12.4%26.4%17.0%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.151.150.421.72
20210.540.060.170.77
20200.260.140.290.68
20190.800.160.061.02
20180.000.680.140.82
20170.040.580.461.08
20160.010.460.010.48
20150.370.37
20140.670.030.69
20130.010.650.66
20120.020.390.41
0.000.000.230.000.006.540.000.001.410.000.000.52

Sectors and Top Holdings

Security % Assets
Daimler AG4.72%
LEG Immobilien SE4.30%
LANXESS AG4.14%
HelloFresh SE4.10%
Porsche Automobil Holding SE Pref4.06%
Bayerische Motoren Werke AG4.05%
Deutsche Post AG3.92%
Carl Zeiss Meditec AG3.57%
Commerzbank AG3.50%
Telefonica Deutschland Holding AG3.35%
Zalando SE3.33%
Covestro AG3.28%
1&1 AG3.23%
Merck KGaA3.18%
Vonovia SE3.15%
Top 15 Weights55.88%

Compare with similar ETFs

FGM FLGR GSID IJAN IQSI RESD
Product nameFirst Trust Germany AlphaDEX FundFranklin FTSE Germany ETFGoldman Sachs MarketBeta International Equity ETFInnovator MSCI EAFE Power Buffer ETF January SeriesIQ Candriam ESG International Equity ETFWisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund
IssuerFirst TrustFranklinGoldman SachsInnovatorIndexIQWisdomTree
Price$30.4$16.393$41.1799$23.3489$21.5621$22.169
Expense Ratio0.8%better0.09%better0.2%worse0.85%better0.15%better0.3%
Average Spread1.974%0.122%0.267%0.514%0.139%0.135%
AUM$56,153,900$12,163,300$254,882,000$49,403,400$150,745,000$5,558,080
Shares1,847,168741,9846,189,4812,115,8786,991,208250,714
Average Daily Volume2,1377,8836,27313,46322,7411,350
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2012-02-142017-11-022020-05-122020-01-022019-12-172016-11-03
Index TrackedNasdaq AlphaDEX Germany IndexFTSE Germany RIC Capped IndexSolactive GBS Developed Markets ex North America Large & Mid Cap IndexNo Underlying IndexIQ Candriam ESG International Equity IndexNo Underlying Index
CategoryEurope EquitiesEurope EquitiesForeign Large Cap EquitiesVolatility Hedged EquityForeign Large Cap EquitiesForeign Large Cap Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionEuropeEuropeEuropeEuropeEurope
CountriesU.S.U.S.BroadEAFEBroadBroad
Annual Dividend Rate$1.894$0.846$1.188$0$0.852$0.85
Annual Dividend Yield0.062%0.052%0.029%0.000%0.040%0.038%
Number of Holdings41859790658240
YTD Return-40.49%-33.67%-25.76%-14.79%-26.21%-27.40%
Beta0.930.420.750.560.790.73
Upside Beta0.05-0.050.300.400.480.41
Downside Beta-0.47-0.34-0.49-0.13-0.45-0.47
Volatility 1Y35.01%28.17%20.09%12.54%20.46%19.08%
Sharpe Ratio 3Y-0.50-0.480.000.000.000.00
Treynor Ratio 3Y-0.01-0.020.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew