FDT vs RYLD

Comparison between FIRST TRUST DEVELOPED MARKETS EX-US ALPHADEX FUND (FDT, ETF) and GLOBAL X RUSSELL 2000 COVERED CALL ETF (RYLD, ETF).

5-Year PerformanceFDT has outperformed RYLD, delivering a return of +11.7% compared to +3.3%

FDT vs RYLD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FDT(ETF)	RYLD(ETF)
Net Assets	$1.30B	$1.40B
Expense Ratio	0.80%	0.60%
Max Drawdown	48.57%	48.37%
Sharpe Ratio	1.37	1.76
5Y Beta	0.80	0.72
5Y Dividends CAGR	10.73%	-7.60%

Net Assets

FDT

$1.30B

Winner

RYLD

$1.40B

Expense Ratio

FDT

0.80%

Winner

RYLD

0.60%

Max Drawdown

FDT

48.57%

Winner

RYLD

48.37%

Sharpe Ratio

FDT

1.37

Winner

RYLD

1.76

5Y Beta

FDT

0.80

Winner

RYLD

0.72

5Y Dividends CAGR

Winner

FDT

10.73%

RYLD

-7.60%

FDT vs RYLD - Holdings Comparison

FDT and RYLD have 0 common holdings. Overlap is 0.00%

FDT's top 25 holdings weight is 18.27%. RYLD's top 25 holdings weight is 101.46%.

Rank	FDT	RYLD
#1	SAMSUNG ELECTRO-MECHANICS CO LTD (n/a) - 1.40%	GLOBAL X RUSSELL 2000 ETF (RSSL) - 101.46%
#2	SK SQUARE (n/a) - 1.12%	N/A
#3	SK HYNIX INC (n/a) - 0.96%	N/A
#4	LG INNOTEK CO LTD (n/a) - 0.94%	N/A
#5	KINGBOARD LAMINATES HOLDINGS LTD (n/a) - 0.87%	N/A
#6	KINGBOARD HOLDINGS LTD (n/a) - 0.80%	N/A
#7	SOFTBANK GROUP CORP (n/a) - 0.80%	N/A
#8	HYUNDAI MOBIS CO LTD (n/a) - 0.72%	N/A
#9	BROTHER INDUSTRIES LTD (n/a) - 0.68%	N/A
#10	SK INC (n/a) - 0.66%	N/A
#11	YOKOHAMA RUBBER CO LTD (n/a) - 0.66%	N/A
#12	SAMSUNG ELECTRONICS CO LTD (n/a) - 0.66%	N/A
#13	SAMSUNG LIFE INSURANCE CO LTD (n/a) - 0.65%	N/A
#14	MOTOR OIL (HELLAS) CORINTH REFINERIES SA (n/a) - 0.65%	N/A
#15	JD SPORTS FASHION PLC (n/a) - 0.64%	N/A
#16	DOOSAN CORP ORDINARY SHARES (n/a) - 0.63%	N/A
#17	NGK CORP (n/a) - 0.63%	N/A
#18	AURUBIS AG (n/a) - 0.61%	N/A
#19	HOCHTIEF AG (n/a) - 0.61%	N/A
#20	FURUKAWA ELECTRIC CO LTD (n/a) - 0.61%	N/A
#21	n/a (n/a) - 0.60%	N/A
#22	WASHINGTON H SOUL PATTINSON AND CO LTD (n/a) - 0.60%	N/A
#23	SUMITOMO ELECTRIC INDUSTRIES LTD (n/a) - 0.59%	N/A
#24	VICINITY CENTRES (n/a) - 0.59%	N/A
#25	LS CORP (n/a) - 0.59%	N/A
Total Holdings	313	1

FDT vs RYLD - Historical Returns

Returns include dividend reinvestment.

Period	FDT	RYLD
1 month	-2.02%	+2.45%
3 months	-5.21%	+7.16%
6 months	+4.11%	+10.23%
1 year	+33.44%	+24.01%
5 years(CAGR)	+11.73%	+3.30%
10 years(CAGR)	+9.94%	N/A
Max(CAGR)	+6.77%	+6.03%

FDT

-2.02%

Winner

RYLD

+2.45%

FDT

-5.21%

Winner

RYLD

+7.16%

FDT

+4.11%

Winner

RYLD

+10.23%

Winner

FDT

+33.44%

RYLD

+24.01%

5Y(CAGR)

Winner

FDT

+11.73%

RYLD

+3.30%

10Y(CAGR)

FDT

+9.94%

RYLD

N/A

Max(CAGR)

Winner

FDT

+6.77%

RYLD

+6.03%

FDT vs RYLD - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FDT	RYLD
2026	+16.51%	+13.08%
2025	+52.43%	+5.55%
2024	+7.79%	+10.31%
2023	+13.82%	+0.38%
2022	-19.85%	-13.44%
2021	+10.36%	+23.31%
2020	+3.63%	-0.35%
2019	+17.34%	+8.91%
2018	-20.75%	N/A
2017	+32.83%	N/A
2016	+4.31%	N/A
2015	+0.53%	N/A
2014	-4.88%	N/A
2013	+16.88%	N/A
2012	+13.40%	N/A
2011	-20.80%	N/A

FDT vs RYLD Drawdown Comparison

The maximum drawdown for FDT was -46.09%, occurring on Mar 23, 2020. Recovery took 809 trading sessions.

The maximum drawdown for RYLD was -41.52%, occurring on Mar 18, 2020. Recovery took 223 trading sessions.

The current FDT drawdown is -7.53%. The current RYLD drawdown is -0.06%.

Rank	FDT	RYLD
#1	-46.09% Jan 26, 2018 - Apr 15, 2021	-41.52% Feb 20, 2020 - Jan 7, 2021
#2	-33.26% May 2, 2011 - Sep 18, 2013	-21.36% Nov 19, 2021 - Jan 5, 2026
#3	-33.21% Jun 7, 2021 - Sep 26, 2024	-6.30% Feb 26, 2026 - May 1, 2026
#4	-22.94% May 21, 2015 - Mar 16, 2017	-5.29% Jul 30, 2019 - Oct 28, 2019
#5	-14.71% Jul 3, 2014 - May 15, 2015	-4.66% Jan 16, 2020 - Feb 13, 2020
#6	-14.29% Mar 19, 2025 - Apr 28, 2025	-4.46% Apr 28, 2021 - May 24, 2021
#7	-13.40% Feb 27, 2026 - May 6, 2026	-4.23% Jul 1, 2021 - Aug 11, 2021
#8	-12.40% Jun 1, 2026 - Jul 29, 2026	-4.21% Mar 22, 2021 - Apr 1, 2021
#9	-7.92% Sep 26, 2024 - Feb 18, 2025	-4.08% May 3, 2019 - Jun 13, 2019
#10	-7.30% Jan 15, 2014 - Feb 24, 2014	-3.68% Mar 1, 2021 - Mar 10, 2021
#11	-5.09% May 13, 2026 - May 26, 2026	-2.73% Aug 12, 2021 - Aug 27, 2021
#12	-4.80% Mar 6, 2014 - Apr 2, 2014	-2.61% Jan 22, 2026 - Feb 9, 2026
#13	-4.50% Nov 12, 2025 - Nov 28, 2025	-2.60% Jan 22, 2021 - Feb 3, 2021
#14	-4.19% Apr 2, 2014 - Jun 2, 2014	-2.05% Feb 24, 2021 - Mar 1, 2021
#15	-3.92% Oct 22, 2013 - Dec 31, 2013	-2.04% Apr 16, 2021 - Apr 23, 2021

Correlation

Correlation between FDT and RYLD is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79

-101

Dividend Comparison (2011 - 2026)

FDT vs RYLD dividend yield comparison.

Year	FDT	RYLD
2026	1.20%	6.75%
2025	3.27%	12.00%
2024	3.89%	12.03%
2023	4.36%	12.64%
2022	2.29%	13.49%
2021	3.80%	12.35%
2020	2.42%	10.76%
2019	2.78%	6.43%
2018	2.13%	0.00%
2017	1.57%	0.00%
2016	1.76%	0.00%
2015	1.83%	0.00%
2014	1.74%	0.00%
2013	1.88%	0.00%
2012	1.95%	0.00%
2011	1.46%	0.00%