First Trust Eurozone AlphaDEX® ETF

10-Year Study

FEUZ.US · · US · ETF

Executive Summary: First Trust Eurozone AlphaDEX® ETF has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 37.5% and an annualized volatility of 20.2%.

1Y CAGR
+23.0%
3Y CAGR
+22.6%
5Y CAGR
+8.2%
10Y CAGR
+9.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
37.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +56.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -20.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.84.2-8.9—————————0.5%
20255.15.04.35.59.05.20.43.62.7-0.61.64.256.3%
2024-2.32.24.6-1.26.1-6.03.62.30.2-3.6-2.2-1.31.6%
202311.1-1.1-0.41.3-5.37.43.6-3.4-5.3-5.311.43.917.2%
2022-2.3-7.6-0.7-6.84.7-14.13.4-6.2-10.810.511.30.3-19.8%
2021-0.82.93.23.35.5-2.60.23.9-4.63.2-6.03.911.9%
2020-3.9-7.3-21.78.07.72.93.96.6-2.5-6.519.24.45.1%
20198.82.5-0.94.8-7.78.7-3.4-3.03.53.52.32.522.1%
20187.6-5.60.90.8-3.1-3.44.4-2.5-1.6-10.9-2.7-5.4-20.6%
20174.0-1.16.74.75.2-0.34.81.43.20.91.31.036.7%
2016———1.2-0.1-6.05.32.8-0.10.5-4.46.75.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 75.8% of variance. Idiosyncratic stock-specific factors contribute 8.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110121.916631713504
2016-05-0110109.253600175765
2016-06-019504.743643517686
2016-07-0110011.065172668623
2016-08-0110295.444104899434
2016-09-0110286.735774062756
2016-10-0110338.506401422093
2016-11-019880.200531288074
2016-12-0110543.032336668864
2017-01-0110961.431681546726
2017-02-0110845.147502346854
2017-03-0111575.48884494777
2017-04-0112123.71422294126
2017-05-0112753.430403259634
2017-06-0112716.080452194059
2017-07-0113329.099007330178
2017-08-0113511.015239578965
2017-09-0113949.22803443386
2017-10-0114080.811712305513
2017-11-0114267.96093235065
2017-12-0114412.407374118684
2018-01-0115505.662412367426
2018-02-0114632.312700980687
2018-03-0114759.062855773263
2018-04-0114870.7132442527
2018-05-0114411.049194079933
2018-06-0113927.896618531167
2018-07-0114537.959134759421
2018-08-0114176.483512093793
2018-09-0113951.66476920926
2018-10-0112429.344678131305
2018-11-0112094.792977410269
2018-12-0111441.748057602812
2019-01-0112445.483052709369
2019-02-0112754.828529770108
2019-03-0112639.662851778618
2019-04-0113245.690774362356
2019-05-0112219.465915672998
2019-06-0113278.566720594405
2019-07-0112822.018495216409
2019-08-0112443.325943236063
2019-09-0112878.702538598276
2019-10-0113324.744841911837
2019-11-0113627.818722911301
2019-12-0113965.7658737292
2020-01-0113426.168933628936
2020-02-0112451.994327601014
2020-03-019751.732678211198
2020-04-0110527.652945053627
2020-05-0111336.009746939102
2020-06-0111667.565462280543
2020-07-0112121.117702278945
2020-08-0112920.206922723552
2020-09-0112600.195737711467
2020-10-0111781.293067289831
2020-11-0114048.215391375556
2020-12-0114672.05944034993
2021-01-0114551.101523957894
2021-02-0114976.89096610542
2021-03-0115449.8971378353
2021-04-0115956.258613457965
2021-05-0116832.36463139393
2021-06-0116392.993388858926
2021-07-0116430.023768150677
2021-08-0117071.763836459148
2021-09-0116288.73309764915
2021-10-0116817.384704495977
2021-11-0115801.745660814508
2021-12-0116420.47656140771
2022-01-0116050.891804981324
2022-02-0114832.124952563565
2022-03-0114724.589050672099
2022-04-0113719.176303752969
2022-05-0114368.066790500729
2022-06-0112341.861905047237
2022-07-0112756.066870393672
2022-08-0111964.327800746998
2022-09-0110677.811732278746
2022-10-0111799.668444284658
2022-11-0113127.489164519544
2022-12-0113164.679329698205
2023-01-0114630.87462799848
2023-02-0114468.252541594262
2023-03-0114410.050532286736
2023-04-0114604.509956658077
2023-05-0113827.511135078994
2023-06-0114847.943755367807
2023-07-0115379.591347594223
2023-08-0114859.00892803643
2023-09-0114078.694549303931
2023-10-0113337.687498751673
2023-11-0114858.529570375698
2023-12-0115433.918549144146
2024-01-0115085.505422733537
2024-02-0115411.149060259253
2024-03-0116120.718237561669
2024-04-0115923.782131943197
2024-05-0116888.48942417161
2024-06-0115881.159246609544
2024-07-0116446.561607446023
2024-08-0116817.824115684984
2024-09-0116852.737331975153
2024-10-0116239.918509197678
2024-11-0115886.512073821079
2024-12-0115687.538698144484
2025-01-0116481.394930792736
2025-02-0117306.249625501827
2025-03-0118045.17945952424
2025-04-0119039.047676114005
2025-05-0120746.799288952803
2025-06-0121819.08242954441
2025-07-0121901.97135837977
2025-08-0122680.80771765834
2025-09-0123292.468092755706
2025-10-0123161.363772544788
2025-11-0123532.786066670662
2025-12-0124526.73417620389
2026-01-0125957.21732877944
2026-02-0127055.745301296265
2026-03-0124655.841172828408
Annual Return Matrix
YearAnnual Return
20170.3670077937627165
2018-0.2061181896544556
20190.22059722023412576
20200.050573206869329645
20210.1191664420503522
2022-0.19827665899547997
20230.17237329999575168
20240.016432647884772278
20250.5634533018939991
20260.005263929379957233
Total Factor Risk
0.20169980860200976
VTI.US Exposure
0.040181403965131285
VEA.US Exposure
0.7578932558972489
VWO.US Exposure
0.015384735446193855
QQQ.US Exposure
0.00912211299438948
VTV.US Exposure
0.05387106226531565
IJR.US Exposure
-0.04457213790716423
QUAL.US Exposure
-0.13688726250616234
SHV.US Exposure
0.0036105521141439564
TLT.US Exposure
-0.041463244600959195
LQD.US Exposure
0.22851482494268327
HYG.US Exposure
-0.05605290421353936
GLD.US Exposure
-0.009671919295706384
USO.US Exposure
0.0034198138465977124
VNQ.US Exposure
0.010996712423589013
BTC-USD.CC Exposure
0.013087873911149238
CPER.US Exposure
0.014935542201612716
VIX.INDX Exposure
0.014362449040456214
UUP.US Exposure
0.03561263524429501
TIP.US Exposure
0.0033728070938403437
Idiosyncratic Exposure
0.0842816871368851
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Eurozone AlphaDEX® ETF a high-risk investment?

First Trust Eurozone AlphaDEX® ETF (FEUZ.US) has an annualized volatility of 20.2% and experienced a maximum drawdown of 37.5% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of FEUZ.US?

Over the past 10 years, FEUZ.US has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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