First Trust Eurozone AlphaDEX ETF (FEUZ) Performance
FEUZ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +4.5% since Dec 31, 2025
- 1 year
- +10.7% total return
- 5 years
- +8.6% a year
- 10 years
- +9.6% a year
- Since first price
- +8.5% a year since 2014
FEUZ trailing returns vs SPY, QQQ, AGG
| Period | FEUZ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −5.1% | −5.1% | −1.0% | −5.0% | +0.9% |
| 3 months | −4.6% | −5.2% | +3.2% | +1.9% | −0.4% |
| 6 months | −2.9% | −5.0% | +7.8% | +8.4% | −1.5% |
| YTD | +4.5% | +2.1% | +12.3% | +15.1% | −1.0% |
| 1 year | +10.7% | +7.4% | +14.4% | +15.9% | −1.1% |
| 3 years | +92.4%+24.4%/yr | +78.0% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +51.4%+8.6%/yr | +31.2% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +149.3%+9.6%/yr | +97.4% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionOct 27, 2014 | +165.2%+8.5%/yr | +103.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FEUZ vs SPY
From Oct 27, 2014: FEUZ grew to $26,520, SPY to $47,279.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FEUZ returns by calendar year
9 of 11 full years positive. Best 2025 (+56.3%), worst 2018 (−20.6%). 2026 is year to date.
FEUZ annual returns table
| Year | FEUZ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +4.5% | −12.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +56.3% | −18.0% | +17.7% | +20.8% | +7.2% |
| 2024 | +1.6% | −9.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +17.2% | −15.2% | +26.2% | +54.9% | +5.7% |
| 2022 | −19.8% | −36.6% | −18.2% | −32.6% | −13.0% |
| 2021 | +11.9% | −9.1% | +28.7% | +27.4% | −1.8% |
| 2020 | +5.1% | −42.1% | +18.3% | +48.6% | +7.5% |
| 2019 | +22.1% | −9.4% | +31.2% | +39.0% | +8.5% |
| 2018 | −20.6% | −29.5% | −4.6% | −0.1% | +0.1% |
| 2017 | +36.7% | −4.3% | +21.7% | +32.7% | +3.6% |
| 2016 | +5.9% | −13.8% | +12.0% | +7.1% | +2.4% |
| 2015 | +3.4% | −16.8% | +1.2% | +9.4% | +0.5% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FEUZ largest drawdowns
Now 8.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 26, 2018 | −48.1% | Mar 18, 2020 | Apr 5, 2021 | 2.1 years | 3.2 years |
| Nov 22, 2021 | −38.6% | Oct 12, 2022 | Feb 14, 2025 | 11 months | 3.2 years |
| May 15, 2015 | −20.2% | Feb 12, 2016 | Jan 24, 2017 | 9 months | 1.7 years |
| Mar 18, 2025 | −18.0% | Apr 8, 2025 | Apr 29, 2025 | 21 days | 42 days |
| Feb 26, 2026 | −12.5% | Mar 20, 2026 | May 6, 2026 | 22 days | 2 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FEUZ risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2014 |
|---|---|---|---|---|
| Annualized return | +23.1% | +10.0% | +9.8% | +8.8% |
| Volatility (annualized) | 15.1% | 19.1% | 19.6% | 19.1% |
| Sharpe ratio | 1.18 | 0.41 | 0.46 | 0.44 |
| Sortino ratio | 2.08 | 0.62 | 0.68 | 0.65 |
| Best month | +11.4% | +11.4% | +19.2% | +19.2% |
| Worst month | −8.0% | −14.1% | −21.7% | −21.7% |
| Best 12 months | +57.5% | +57.5% | +58.4% | +58.4% |
| Worst 12 months | +1.6% | −34.4% | −34.4% | −34.4% |
| Positive months | 69% | 60% | 61% | 59% |
| Beta vs S&P 500 | 0.62 | 0.87 | 0.98 | — |
| Correlation with S&P 500 | 0.51 | 0.71 | 0.77 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FEUZ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 133 | −34.4% | +9.3% | +58.4% | 67% |
| 3-year (a year) | 109 | −6.1% | +6.5% | +29.7% | 80% |
| 5-year (a year) | 85 | −5.2% | +6.2% | +14.5% | 84% |
| 10-year (a year) | 25 | +4.5% | +8.8% | +11.4% | 100% |
Every holding period starting at a month-end since 2014. Returns for 3 years and longer are annualized.
FEUZ performance overview
First Trust Eurozone AlphaDEX ETF (FEUZ) returned +10.7% over the past year and +9.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2014 it has returned +8.5% a year, turning $10,000 into about $26,520. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −48.1%, from Jan 26, 2018 to Mar 18, 2020, and it took 1.0 years to get back to the old high. FEUZ finished 9 of its 11 full calendar years with a gain; the best year was 2025 (+56.3%) and the worst 2018 (−20.6%). Volatility has been 19.1% a year.
Related: FEUZ chart, FEUZ holdings, FEUZ dividends. See the FEUZ overview for the latest quote and fund facts.
FEUZ performance FAQ
What is the FEUZ return over the past year?
FEUZ returned +10.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 7.4%.
What is the average annual return of FEUZ?
FEUZ has returned +8.6% a year over 5 years, +9.6% a year over 10 years, +8.5% a year since October 27, 2014 (total return, distributions reinvested).
How much would $10,000 invested in FEUZ be worth?
$10,000 invested in FEUZ at its first recorded close on October 27, 2014 would be worth about $26,520 on October 23, 2026 with distributions reinvested.
What was the worst year for FEUZ?
The worst calendar year was 2018, with a total return of −20.6%. The best was 2025 at +56.3%.
What is the biggest drawdown of FEUZ?
The largest peak-to-trough decline was −48.1% between January 26, 2018 and March 18, 2020. It recovered to the old high on April 5, 2021, 1.0 years after the bottom.
How volatile is FEUZ?
Over the past 3 years FEUZ had an annualized volatility of 15.1% and a Sharpe ratio of 1.18 (excess return over 1–3 month T-bills per unit of risk).