FDD vs JVAL

Comparison between FIRST TRUST STOXX EUROPEAN SELECT DIVIDEND INDEX FUND (FDD, ETF) and JPMORGAN U.S. VALUE FACTOR ETF (JVAL, ETF).

5-Year PerformanceJVAL has outperformed FDD, delivering a return of +12.5% compared to +12.4%

FDD vs JVAL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FDD(ETF)	JVAL(ETF)
Net Assets	$821M	$821M
Expense Ratio	0.56%	0.12%
Max Drawdown	76.57%	40.42%
Sharpe Ratio	1.55	1.67
5Y Beta	0.64	0.96
P/E Ratio	N/A	20.73
Forward P/E	N/A	14.31
PEG Ratio	N/A	0.12
5Y Dividends CAGR	11.06%	12.19%
5Y EPS CAGR	N/A	15.91%
Debt to Equity	N/A	25.30%
P/S Ratio	N/A	1.54
P/B Ratio	N/A	2.76

Net Assets

Winner

FDD

$821M

JVAL

$821M

Expense Ratio

FDD

0.56%

Winner

JVAL

0.12%

Max Drawdown

FDD

76.57%

Winner

JVAL

40.42%

Sharpe Ratio

FDD

1.55

Winner

JVAL

1.67

5Y Beta

Winner

FDD

0.64

JVAL

0.96

P/E Ratio

FDD

N/A

JVAL

20.73

Forward P/E

FDD

N/A

JVAL

14.31

PEG Ratio

FDD

N/A

JVAL

0.12

5Y Dividends CAGR

FDD

11.06%

Winner

JVAL

12.19%

5Y EPS CAGR

FDD

N/A

JVAL

15.91%

Debt to Equity

FDD

N/A

JVAL

25.30%

P/S Ratio

FDD

N/A

JVAL

1.54

P/B Ratio

FDD

N/A

JVAL

2.76

FDD vs JVAL - Holdings Comparison

FDD and JVAL have 1 common holdings. Overlap is 0.00%

FDD's top 25 holdings weight is 88.72%. JVAL's top 25 holdings weight is 29.50%.

Rank	FDD	JVAL
#1	LEGAL & GENERAL GROUP PLC (n/a) - 6.20%	APPLE INC (AAPL) - 2.09%
#2	TAYLOR WIMPEY PLC (n/a) - 4.65%	META PLATFORMS INC CLASS A (META) - 2.05%
#3	TELEPERFORMANCE SE (n/a) - 4.47%	MICRON TECHNOLOGY INC (MU) - 2.01%
#4	AEGON LTD (n/a) - 4.38%	ALPHABET INC CLASS A (GOOGL) - 2.01%
#5	AKER BP ASA (n/a) - 4.11%	BROADCOM INC (AVGO) - 1.90%
#6	B&M EUROPEAN VALUE RETAIL PLC (n/a) - 4.07%	NVIDIA CORP (NVDA) - 1.81%
#7	ABN AMRO BANK NV (n/a) - 4.06%	MICROSOFT CORP (MSFT) - 1.73%
#8	INVESTEC PLC (n/a) - 3.96%	JOHNSON & JOHNSON (JNJ) - 1.60%
#9	NATWEST GROUP PLC (n/a) - 3.89%	INTEL CORP (INTC) - 1.42%
#10	SIGNIFY NV (n/a) - 3.77%	APPLIED MATERIALS INC (AMAT) - 1.25%
#11	ASR NEDERLAND NV (n/a) - 3.53%	LAM RESEARCH CORP (LRCX) - 1.23%
#12	NN GROUP NV (n/a) - 3.50%	TEXAS INSTRUMENTS INC (TXN) - 0.94%
#13	POSTE ITALIANE SPA (n/a) - 3.37%	CISCO SYSTEMS INC (CSCO) - 0.90%
#14	HSBC HOLDINGS PLC (n/a) - 3.17%	MERCK & CO INC (MRK) - 0.88%
#15	CREDIT AGRICOLE SA (n/a) - 3.05%	KLA CORP (KLAC) - 0.82%
#16	BNP PARIBAS ACT. CAT.A (n/a) - 3.05%	CITIGROUP INC (C) - 0.72%
#17	AXA SA (n/a) - 3.03%	ORACLE CORP (ORCL) - 0.71%
#18	COVIVIO SA (n/a) - 3.02%	INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 0.70%
#19	ING GROEP NV (n/a) - 2.98%	ANALOG DEVICES INC (ADI) - 0.70%
#20	SCOR SE ACT. PROV. REGPT. (n/a) - 2.96%	WESTERN DIGITAL CORP (WDC) - 0.70%
#21	AGEAS SA/ NV (n/a) - 2.95%	ADVANCED MICRO DEVICES INC (AMD) - 0.69%
#22	ORLEN SA (n/a) - 2.94%	AMPHENOL CORP CLASS A (APH) - 0.68%
#23	RIO TINTO PLC ORDINARY SHARES (n/a) - 2.62%	CHEVRON CORP (CVX) - 0.67%
#24	RUBIS SCA SHS FROM SPLIT (n/a) - 2.53%	QUALCOMM INC (QCOM) - 0.67%
#25	ALLIANZ SE (n/a) - 2.46%	UNITEDHEALTH GROUP INC (UNH) - 0.62%
Total Holdings	34	398

FDD vs JVAL - Historical Returns

Returns include dividend reinvestment.

Period	FDD	JVAL
1 month	+1.47%	-0.92%
3 months	+4.68%	+9.20%
6 months	+11.95%	+14.33%
1 year	+30.28%	+30.95%
5 years(CAGR)	+12.44%	+12.49%
10 years(CAGR)	+10.53%	+12.87%
Max(CAGR)	+2.60%	+12.87%

Winner

FDD

+1.47%

JVAL

-0.92%

FDD

+4.68%

Winner

JVAL

+9.20%

FDD

+11.95%

Winner

JVAL

+14.33%

FDD

+30.28%

Winner

JVAL

+30.95%

5Y(CAGR)

FDD

+12.44%

Winner

JVAL

+12.49%

10Y(CAGR)

FDD

+10.53%

Winner

JVAL

+12.87%

Max(CAGR)

FDD

+2.60%

Winner

JVAL

+12.87%

FDD vs JVAL - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FDD	JVAL
2026	+12.01%	+17.69%
2025	+63.19%	+16.48%
2024	+0.98%	+14.59%
2023	+11.77%	+19.59%
2022	-16.60%	-12.14%
2021	+14.76%	+33.17%
2020	-4.96%	+5.81%
2019	+24.34%	+27.98%
2018	-9.47%	-8.93%
2017	+18.18%	+5.24%
2016	+3.66%	N/A
2015	-2.13%	N/A
2014	-0.26%	N/A
2013	+17.15%	N/A
2012	+9.83%	N/A
2011	-9.86%	N/A
2010	-1.26%	N/A
2009	+31.14%	N/A
2008	-60.17%	N/A
2007	+1.65%	N/A

FDD vs JVAL Drawdown Comparison

The maximum drawdown for FDD was -74.73%, occurring on Mar 9, 2009. Recovery took 4371 trading sessions.

The maximum drawdown for JVAL was -40.42%, occurring on Mar 23, 2020. Recovery took 216 trading sessions.

The current FDD drawdown is -0.16%. The current JVAL drawdown is -1.40%.

Rank	FDD	JVAL
#1	-74.73% Oct 31, 2007 - Mar 18, 2025	-40.42% Jan 17, 2020 - Nov 24, 2020
#2	-12.90% Mar 18, 2025 - Apr 22, 2025	-22.40% Jan 4, 2022 - Dec 13, 2023
#3	-9.39% Feb 26, 2026 - Apr 13, 2026	-20.07% Nov 25, 2024 - Jul 2, 2025
#4	-5.39% Jul 23, 2025 - Aug 12, 2025	-18.99% Sep 21, 2018 - Apr 30, 2019
#5	-5.18% Sep 4, 2007 - Sep 27, 2007	-8.53% Jul 26, 2019 - Oct 25, 2019
#6	-5.10% Aug 22, 2025 - Nov 11, 2025	-8.48% Feb 11, 2026 - Apr 16, 2026
#7	-4.87% Nov 13, 2025 - Dec 2, 2025	-8.23% May 3, 2019 - Jul 3, 2019
#8	-4.69% Oct 9, 2007 - Oct 29, 2007	-7.88% Jan 24, 2018 - Aug 28, 2018
#9	-4.15% May 26, 2026 - Jul 1, 2026	-7.68% Jul 16, 2024 - Aug 30, 2024
#10	-3.62% Apr 17, 2026 - May 6, 2026	-6.11% Oct 27, 2025 - Dec 3, 2025
#11	-2.47% Jul 9, 2025 - Jul 22, 2025	-5.86% Mar 28, 2024 - Jul 11, 2024
#12	-2.43% Jan 29, 2026 - Feb 9, 2026	-5.74% Nov 16, 2021 - Dec 27, 2021
#13	-1.88% Oct 5, 2007 - Oct 9, 2007	-4.70% Jun 8, 2021 - Aug 3, 2021
#14	-1.70% Feb 9, 2026 - Feb 20, 2026	-4.41% Sep 2, 2021 - Oct 20, 2021
#15	-1.57% Oct 1, 2007 - Oct 5, 2007	-4.38% May 7, 2021 - Jun 4, 2021

Correlation

Correlation between FDD and JVAL is 0.90 which considered as a strong positive correlation - the stocks tend to move together.

0.90

-101

Dividend Comparison (2007 - 2026)

FDD vs JVAL dividend yield comparison.

Year	FDD	JVAL
2026	3.32%	0.69%
2025	3.99%	2.08%
2024	7.65%	2.21%
2023	6.85%	2.43%
2022	6.07%	2.46%
2021	3.44%	1.88%
2020	4.01%	2.55%
2019	4.69%	2.58%
2018	5.05%	2.61%
2017	2.78%	0.45%
2016	4.88%	0.00%
2015	4.35%	0.00%
2014	4.30%	0.00%
2013	3.62%	0.00%
2012	4.96%	0.00%
2011	5.58%	0.00%
2010	4.10%	0.00%
2009	3.54%	0.00%
2008	10.79%	0.00%
2007	0.80%	0.00%