FEP vs FISR

Comparison between FIRST TRUST EUROPE ALPHADEX FUND (FEP, ETF) and STATE STREET(R) FIXED INCOME SECTOR ROTATION ETF (FISR, ETF).

5-Year PerformanceFEP has outperformed FISR, delivering a return of +9.5% compared to -0.8%

FEP vs FISR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEP(ETF)	FISR(ETF)
Net Assets	$523M	$483M
Expense Ratio	0.80%	0.50%
Max Drawdown	48.63%	25.93%
Sharpe Ratio	1.43	0.30
5Y Beta	0.73	0.05
5Y Dividends CAGR	13.01%	6.96%

Net Assets

Winner

FEP

$523M

FISR

$483M

Expense Ratio

FEP

0.80%

Winner

FISR

0.50%

Max Drawdown

FEP

48.63%

Winner

FISR

25.93%

Sharpe Ratio

Winner

FEP

1.43

FISR

0.30

5Y Beta

FEP

0.73

Winner

FISR

0.05

5Y Dividends CAGR

Winner

FEP

13.01%

FISR

6.96%

FEP vs FISR - Holdings Comparison

FEP and FISR have 0 common holdings. Overlap is 0.00%

FEP's top 25 holdings weight is 22.30%. FISR's top 25 holdings weight is 99.98%.

Rank	FEP	FISR
#1	PRYSMIAN SPA (n/a) - 1.17%	SPDR® PORTFOLIO INTMDT TERM TRS ETF (SPTI) - 48.09%
#2	AURUBIS AG (n/a) - 1.06%	SPDR® PORTFOLIO MORTGAGE BACKED BOND ETF (SPMB) - 32.32%
#3	ABERDEEN GROUP PLC (n/a) - 1.02%	SPDR® BLMBG HIGH YIELD BD ETF (JNK) - 6.46%
#4	UMICORE SA ORDINARY SHARES (n/a) - 1.01%	SPDR® PORTFOLIO LONG TERM CORP BD ETF (SPLB) - 4.93%
#5	HOCHTIEF AG (n/a) - 0.98%	SPDR® PORTFOLIO LONG TERM TREASURY ETF (SPTL) - 4.37%
#6	GLANBIA PLC (n/a) - 0.93%	SPDR® PORTFOLIO INTERM TERM CORP BD ETF (SPIB) - 3.56%
#7	n/a (n/a) - 0.92%	SPDR® BLMBG 1-3 MTH T-BILL ETF (BIL) - 0.25%
#8	NORSK HYDRO ASA (n/a) - 0.91%	N/A
#9	JD SPORTS FASHION PLC (n/a) - 0.90%	N/A
#10	ACCIONA SA (n/a) - 0.90%	N/A
#11	BRITISH LAND CO PLC (n/a) - 0.89%	N/A
#12	SCHAEFFLER AG PARTICIPATING PREFERRED (n/a) - 0.88%	N/A
#13	DEUTSCHE LUFTHANSA AG (n/a) - 0.87%	N/A
#14	INVESTOR AB CLASS B (n/a) - 0.85%	N/A
#15	INDUSTRIVARDEN AB CLASS C (n/a) - 0.85%	N/A
#16	SAIPEM SPA (n/a) - 0.84%	N/A
#17	BALFOUR BEATTY PLC (n/a) - 0.82%	N/A
#18	ARCELORMITTAL SA NEW REG.SHS EX-ARCELOR (n/a) - 0.82%	N/A
#19	KLEPIERRE (n/a) - 0.82%	N/A
#20	LEG IMMOBILIEN SE (n/a) - 0.82%	N/A
#21	NKT AS (n/a) - 0.82%	N/A
#22	GLENCORE PLC (n/a) - 0.81%	N/A
#23	BUZZI SPA (n/a) - 0.81%	N/A
#24	n/a (n/a) - 0.81%	N/A
#25	SSAB AB (PUBL) CLASS B (n/a) - 0.79%	N/A
Total Holdings	210	7

FEP vs FISR - Historical Returns

Returns include dividend reinvestment.

Period	FEP	FISR
1 month	+1.34%	+0.43%
3 months	+9.32%	+0.50%
6 months	+13.49%	+0.86%
1 year	+29.49%	+4.07%
5 years(CAGR)	+9.48%	-0.83%
10 years(CAGR)	+10.88%	N/A
Max(CAGR)	+7.17%	+0.84%

Winner

FEP

+1.34%

FISR

+0.43%

Winner

FEP

+9.32%

FISR

+0.50%

Winner

FEP

+13.49%

FISR

+0.86%

Winner

FEP

+29.49%

FISR

+4.07%

5Y(CAGR)

Winner

FEP

+9.48%

FISR

-0.83%

10Y(CAGR)

FEP

+10.88%

FISR

N/A

Max(CAGR)

Winner

FEP

+7.17%

FISR

+0.84%

FEP vs FISR - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FEP	FISR
2026	+9.50%	+0.46%
2025	+56.41%	+6.27%
2024	+4.29%	+1.51%
2023	+15.39%	+4.60%
2022	-23.82%	-14.92%
2021	+14.42%	-1.42%
2020	+2.99%	+5.77%
2019	+25.41%	+6.81%
2018	-19.85%	N/A
2017	+35.74%	N/A
2016	+2.35%	N/A
2015	+3.13%	N/A
2014	-8.86%	N/A
2013	+29.74%	N/A
2012	+23.47%	N/A
2011	-29.10%	N/A

FEP vs FISR Drawdown Comparison

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

The maximum drawdown for FISR was -20.27%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current FEP drawdown is -0.75%. The current FISR drawdown is -6.10%.

Rank	FEP	FISR
#1	-46.03% Jan 26, 2018 - Jan 6, 2021	-20.27% Dec 30, 2020 - Oct 20, 2022
#2	-39.01% Sep 2, 2021 - Feb 18, 2025	-7.70% Mar 6, 2020 - May 22, 2020
#3	-34.70% May 3, 2011 - Aug 2, 2013	-1.72% Aug 6, 2020 - Nov 30, 2020
#4	-26.29% Jun 6, 2014 - May 2, 2017	-1.60% Sep 4, 2019 - Oct 3, 2019
#5	-15.83% Mar 19, 2025 - Apr 29, 2025	-1.11% Jul 3, 2019 - Aug 1, 2019
#6	-12.13% Feb 25, 2026 - May 6, 2026	-1.02% Oct 4, 2019 - Dec 30, 2019
#7	-7.79% Jun 7, 2021 - Aug 13, 2021	-0.66% Jun 10, 2020 - Jun 15, 2020
#8	-7.41% Jan 15, 2014 - Feb 13, 2014	-0.63% Nov 30, 2020 - Dec 24, 2020
#9	-6.01% Apr 2, 2014 - Jun 6, 2014	-0.43% Apr 26, 2019 - May 13, 2019
#10	-5.42% Aug 9, 2013 - Sep 10, 2013	-0.41% Apr 10, 2019 - Apr 24, 2019
#11	-4.99% Oct 3, 2025 - Dec 4, 2025	-0.37% Jan 13, 2020 - Jan 27, 2020
#12	-4.38% Aug 22, 2025 - Sep 30, 2025	-0.33% Aug 15, 2019 - Aug 23, 2019
#13	-4.36% Jan 8, 2021 - Feb 11, 2021	-0.33% Jun 20, 2019 - Jun 28, 2019
#14	-4.14% Mar 6, 2014 - Apr 2, 2014	-0.28% Jun 15, 2020 - Jul 1, 2020
#15	-4.10% Jul 23, 2025 - Aug 8, 2025	-0.26% Feb 10, 2020 - Feb 20, 2020

Correlation

Correlation between FEP and FISR is 0.15 which considered as a very weak or no correlation - the stocks move independently of each other.

0.15

-101

Dividend Comparison (2011 - 2026)

FEP vs FISR dividend yield comparison.

Year	FEP	FISR
2026	0.13%	1.72%
2025	3.33%	3.97%
2024	4.94%	3.59%
2023	3.27%	3.50%
2022	3.00%	2.19%
2021	3.49%	1.87%
2020	2.32%	2.47%
2019	2.63%	2.99%
2018	2.62%	0.00%
2017	1.65%	0.00%
2016	2.14%	0.00%
2015	2.20%	0.00%
2014	2.46%	0.00%
2013	1.55%	0.00%
2012	2.15%	0.00%
2011	2.23%	0.00%