BLW vs FEP

Comparison between BlackRock Ltd Duration Income Trust (BLW, ETF) and FIRST TRUST EUROPE ALPHADEX FUND (FEP, ETF).

5-Year PerformanceFEP has outperformed BLW, delivering a return of +9.5% compared to +2.4%

BLW vs FEP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BLW(ETF)	FEP(ETF)
Net Assets	$524M	$523M
Expense Ratio	N/A	0.80%
Max Drawdown	53.45%	48.63%
Sharpe Ratio	-0.81	1.43
5Y Beta	0.29	0.73
5Y Dividends CAGR	4.57%	13.01%

Net Assets

Winner

BLW

$524M

FEP

$523M

Expense Ratio

BLW

N/A

FEP

0.80%

Max Drawdown

BLW

53.45%

Winner

FEP

48.63%

Sharpe Ratio

BLW

-0.81

Winner

FEP

1.43

5Y Beta

Winner

BLW

0.29

FEP

0.73

5Y Dividends CAGR

BLW

4.57%

Winner

FEP

13.01%

BLW vs FEP - Historical Returns

Returns include dividend reinvestment.

Period	BLW	FEP
1 month	-1.87%	+1.34%
3 months	-4.52%	+9.32%
6 months	-5.35%	+13.49%
1 year	-3.69%	+29.49%
5 years(CAGR)	+2.39%	+9.48%
10 years(CAGR)	+6.30%	+10.88%
Max(CAGR)	+6.13%	+7.17%

BLW

-1.87%

Winner

FEP

+1.34%

BLW

-4.52%

Winner

FEP

+9.32%

BLW

-5.35%

Winner

FEP

+13.49%

BLW

-3.69%

Winner

FEP

+29.49%

5Y(CAGR)

BLW

+2.39%

Winner

FEP

+9.48%

10Y(CAGR)

BLW

+6.30%

Winner

FEP

+10.88%

Max(CAGR)

BLW

+6.13%

Winner

FEP

+7.17%

BLW vs FEP - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	BLW	FEP
2026	-6.19%	+9.50%
2025	+6.59%	+56.41%
2024	+10.99%	+4.29%
2023	+17.58%	+15.39%
2022	-13.83%	-23.82%
2021	+15.47%	+14.42%
2020	+5.10%	+2.99%
2019	+29.26%	+25.41%
2018	-10.83%	-19.85%
2017	+10.73%	+35.74%
2016	+15.15%	+2.35%
2015	+0.64%	+3.13%
2014	-0.89%	-8.86%
2013	-0.84%	+29.74%
2012	+22.20%	+23.47%
2011	+6.25%	-29.10%
2010	+19.07%	N/A
2009	+41.15%	N/A
2008	-25.24%	N/A
2007	-8.08%	N/A
2006	+19.10%	N/A
2005	-8.69%	N/A
2004	+15.50%	N/A
2003	-2.24%	N/A

BLW vs FEP Drawdown Comparison

The maximum drawdown for BLW was -44.04%, occurring on Oct 10, 2008. Recovery took 723 trading sessions.

The maximum drawdown for FEP was -46.03%, occurring on Mar 18, 2020. Recovery took 741 trading sessions.

The current BLW drawdown is -8.39%. The current FEP drawdown is -0.75%.

Rank	BLW	FEP
#1	-44.04% Apr 16, 2007 - Feb 26, 2010	-46.03% Jan 26, 2018 - Jan 6, 2021
#2	-41.88% Jan 24, 2020 - Nov 24, 2020	-39.01% Sep 2, 2021 - Feb 18, 2025
#3	-26.26% Nov 12, 2021 - Mar 1, 2024	-34.70% May 3, 2011 - Aug 2, 2013
#4	-16.95% Jun 29, 2011 - Mar 23, 2012	-26.29% Jun 6, 2014 - May 2, 2017
#5	-14.04% May 24, 2013 - May 27, 2016	-15.83% Mar 19, 2025 - Apr 29, 2025
#6	-13.50% Jan 16, 2018 - Apr 11, 2019	-12.13% Feb 25, 2026 - May 6, 2026
#7	-13.28% Feb 7, 2005 - Feb 21, 2006	-7.79% Jun 7, 2021 - Aug 13, 2021
#8	-11.64% Apr 1, 2004 - Sep 22, 2004	-7.41% Jan 15, 2014 - Feb 13, 2014
#9	-11.19% Feb 18, 2026 - Mar 30, 2026	-6.01% Apr 2, 2014 - Jun 6, 2014
#10	-11.09% May 3, 2010 - Jul 26, 2010	-5.42% Aug 9, 2013 - Sep 10, 2013
#11	-10.56% Mar 3, 2025 - May 13, 2025	-4.99% Oct 3, 2025 - Dec 4, 2025
#12	-10.46% Nov 8, 2010 - Mar 29, 2011	-4.38% Aug 22, 2025 - Sep 30, 2025
#13	-6.43% May 11, 2012 - Jun 26, 2012	-4.36% Jan 8, 2021 - Feb 11, 2021
#14	-6.10% Oct 26, 2012 - Nov 23, 2012	-4.14% Mar 6, 2014 - Apr 2, 2014
#15	-5.78% Mar 27, 2012 - May 1, 2012	-4.10% Jul 23, 2025 - Aug 8, 2025

Correlation

Correlation between BLW and FEP is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2003 - 2026)

BLW vs FEP dividend yield comparison.

Year	BLW	FEP
2026	4.59%	0.13%
2025	9.89%	3.33%
2024	9.39%	4.94%
2023	8.63%	3.27%
2022	8.26%	3.00%
2021	6.99%	3.49%
2020	7.39%	2.32%
2019	6.27%	2.63%
2018	7.14%	2.62%
2017	6.24%	1.65%
2016	9.68%	2.14%
2015	8.26%	2.20%
2014	8.24%	2.46%
2013	7.47%	1.55%
2012	7.55%	2.15%
2011	8.05%	2.23%
2010	6.68%	0.00%
2009	6.60%	0.00%
2008	12.65%	0.00%
2007	10.28%	0.00%
2006	7.85%	0.00%
2005	8.76%	0.00%
2004	7.62%	0.00%
2003	3.30%	0.00%