FEP vs SVOL
Comparison between FIRST TRUST EUROPE ALPHADEX FUND (FEP, ETF) and SIMPLIFY VOLATILITY PREMIUM ETF (SVOL, ETF).
5-Year PerformanceFEP has outperformed SVOL, delivering a return of +10.5% compared to +7.2%
FEP vs SVOL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FEP
$523M
Winner
SVOL
$523M
Expense Ratio
FEP
0.80%
Winner
SVOL
0.66%
Max Drawdown
Winner
FEP
48.63%
SVOL
50.81%
Sharpe Ratio
Winner
FEP
1.08
SVOL
0.68
5Y Beta
Winner
FEP
0.72
SVOL
1.51
5Y Dividends CAGR
FEP
10.37%
SVOL
N/A
FEP vs SVOL - Holdings Comparison
FEP and SVOL have 1 common holdings. Overlap is -4.82%
FEP's top 25 holdings weight is 22.71%. SVOL's top 25 holdings weight is 52.64%.
| Rank | FEP | SVOL |
|---|---|---|
| #1 | ABERDEEN GROUP PLC (n/a) - 1.07% | SIMPLIFY US EQ PLUS MGD FUTS STGY ETF (CTAP) - 7.46% |
| #2 | GLANBIA PLC (n/a) - 1.06% | SIMPLIFY TREASURY OPTION INCOME ETF (BUCK) - 7.44% |
| #3 | PRYSMIAN SPA (n/a) - 1.05% | SIMPLIFY MULTI-QIS ALTERNATIVE ETF (QIS) - 7.30% |
| #4 | MOTOR OIL (HELLAS) CORINTH REFINERIES SA (n/a) - 0.99% | SIMPLIFY NATIONAL MUNI BOND ETF (NMB) - 7.14% |
| #5 | DEUTSCHE LUFTHANSA AG (n/a) - 0.99% | SIMPLIFY NEXT INTANGIBLE CORE INDEX ETF (NXTI) - 5.65% |
| #6 | JD SPORTS FASHION PLC (n/a) - 0.97% | SIMPLIFY AGGREGATE BOND ETF (AGGH) - 5.62% |
| #7 | BRITISH LAND CO PLC (n/a) - 0.96% | SIMPLIFY US EQUITY INCOME ETF (SPUC) - 5.31% |
| #8 | HOCHTIEF AG (n/a) - 0.94% | SIMPLIFY TARGET 15 DISTRIBUTION ETF (XV) - 2.46% |
| #9 | AURUBIS AG (n/a) - 0.92% | SIMPLIFY CHINA A SHARES PLUS INCOME ETF (CAS) - 2.15% |
| #10 | BALFOUR BEATTY PLC (n/a) - 0.91% | CASH (n/a) - 0.89% |
| #11 | n/a (n/a) - 0.91% | SIMPLIFY PIPER SANDLER USSM-CPPLUSINCETF (LITL) - 0.60% |
| #12 | n/a (n/a) - 0.89% | TRS CTAP OBFR &125 082727 BULLET (n/a) - 0.29% |
| #13 | INDUSTRIVARDEN AB CLASS C (n/a) - 0.88% | TRS SPUC OBFR &125 082727 BULLET (n/a) - 0.18% |
| #14 | KLEPIERRE (n/a) - 0.88% | TRS SPUC SOFR &115 083127 BULLET (n/a) - 0.06% |
| #15 | ACCIONA SA (n/a) - 0.87% | VIX US 09/16/26 C70 INDEX (n/a) - 0.04% |
| #16 | 3I GROUP ORD (n/a) - 0.87% | TRS CTAP SOFR &115 083127 BULLET (n/a) - 0.04% |
| #17 | SAIPEM SPA (n/a) - 0.86% | SPXW US 08/20/26 C7920 INDEX (n/a) - 0.01% |
| #18 | INVESTOR AB CLASS B (n/a) - 0.86% | SPXW US 09/04/26 P6000 INDEX (n/a) - 0.00% |
| #19 | FRESENIUS MEDICAL CARE AG (n/a) - 0.85% | SPXW US 08/18/26 P6000 INDEX (n/a) - 0.00% |
| #20 | SSAB AB (PUBL) CLASS B (n/a) - 0.84% | SPXW US 08/17/26 P6000 INDEX (n/a) - 0.00% |
| #21 | ASSOCIATED BRITISH FOODS PLC (n/a) - 0.84% | SPXW US 08/26/26 P6000 INDEX (n/a) - 0.00% |
| #22 | ARCELORMITTAL SA NEW REG.SHS EX-ARCELOR (n/a) - 0.83% | SPXW US 08/27/26 P6000 INDEX (n/a) - 0.00% |
| #23 | n/a (n/a) - 0.83% | SPXW US 08/28/26 P6000 INDEX (n/a) - 0.00% |
| #24 | A P MOLLER MAERSK AS CLASS B (n/a) - 0.82% | SPXW US 08/19/26 P6000 INDEX (n/a) - 0.00% |
| #25 | PROSUS NV ORDINARY SHARES CLASS N (n/a) - 0.82% | SPXW US 08/20/26 P6000 INDEX (n/a) - 0.00% |
| Total Holdings | 210 | 44 |
FEP vs SVOL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
FEP
+5.85%
SVOL
+4.70%
3M
FEP
+3.15%
Winner
SVOL
+7.17%
6M
FEP
+4.37%
Winner
SVOL
+6.84%
1Y
Winner
FEP
+24.31%
SVOL
+14.59%
5Y(CAGR)
Winner
FEP
+10.53%
SVOL
+7.21%
10Y(CAGR)
FEP
+10.79%
SVOL
N/A
Max(CAGR)
FEP
+7.34%
Winner
SVOL
+8.61%
FEP vs SVOL - Annual Returns (2011 - 2026)
Returns include dividend reinvestment.
| Year | FEP | SVOL |
|---|---|---|
| 2026 | +13.81% | +6.15% |
| 2025 | +56.41% | +2.74% |
| 2024 | +4.29% | +6.52% |
| 2023 | +15.39% | +22.95% |
| 2022 | -23.82% | -5.04% |
| 2021 | +14.42% | +12.25% |
| 2020 | +2.99% | N/A |
| 2019 | +25.41% | N/A |
| 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 SVOL Drawdown Comparison
The maximum drawdown for FEP was -46.03%, occurring on Mar 18, 2020. Recovery took 741 trading sessions.
The maximum drawdown for SVOL was -33.48%, occurring on Apr 8, 2025. Recovery took 351 trading sessions.
The current SVOL drawdown is -0.54%.
| Rank | FEP | SVOL |
|---|---|---|
| #1 | -46.03% Jan 26, 2018 - Jan 6, 2021 | -33.48% Feb 19, 2025 - Jul 15, 2026 |
| #2 | -39.01% Sep 2, 2021 - Feb 18, 2025 | -15.56% Jan 12, 2022 - May 8, 2023 |
| #3 | -34.70% May 3, 2011 - Aug 2, 2013 | -10.91% Jul 12, 2024 - Aug 15, 2024 |
| #4 | -26.29% Jun 6, 2014 - May 2, 2017 | -8.52% Nov 4, 2021 - Jan 4, 2022 |
| #5 | -15.83% Mar 19, 2025 - Apr 29, 2025 | -6.89% Dec 4, 2024 - Jan 23, 2025 |
| #6 | -12.13% Feb 25, 2026 - May 6, 2026 | -5.11% Jul 2, 2021 - Aug 10, 2021 |
| #7 | -7.79% Jun 7, 2021 - Aug 13, 2021 | -4.99% Sep 2, 2021 - Oct 14, 2021 |
| #8 | -7.41% Jan 15, 2014 - Feb 13, 2014 | -4.66% Aug 27, 2024 - Nov 13, 2024 |
| #9 | -6.01% Apr 2, 2014 - Jun 6, 2014 | -4.61% Sep 14, 2023 - Nov 6, 2023 |
| #10 | -5.42% Aug 9, 2013 - Sep 10, 2013 | -3.96% Jul 15, 2026 - Aug 10, 2026 |
| #11 | -4.99% Oct 3, 2025 - Dec 4, 2025 | -3.79% Mar 27, 2024 - May 3, 2024 |
| #12 | -4.71% May 26, 2026 - Jul 30, 2026 | -2.85% Jun 11, 2021 - Jun 24, 2021 |
| #13 | -4.38% Aug 22, 2025 - Sep 30, 2025 | -2.14% Jan 4, 2022 - Jan 12, 2022 |
| #14 | -4.36% Jan 8, 2021 - Feb 11, 2021 | -2.10% May 14, 2021 - May 26, 2021 |
| #15 | -4.14% Mar 6, 2014 - Apr 2, 2014 | -1.84% Aug 12, 2021 - Aug 27, 2021 |
Correlation
Correlation between FEP and SVOL is 0.65 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.65
-101
Dividend Comparison (2011 - 2026)
FEP vs SVOL dividend yield comparison.
| Year | FEP | SVOL |
|---|---|---|
| 2026 | 1.44% | 12.14% |
| 2025 | 3.33% | 19.82% |
| 2024 | 4.94% | 16.79% |
| 2023 | 3.27% | 16.36% |
| 2022 | 3.00% | 18.32% |
| 2021 | 3.49% | 4.65% |
| 2020 | 2.32% | 0.00% |
| 2019 | 2.63% | 0.00% |
| 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% |
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