FEUZ vs CGO

Comparison between FIRST TRUST EUROZONE ALPHADEX ETF (FEUZ, ETF) and Calamos Global Total Return Fund (CGO, ETF).

5-Year PerformanceFEUZ has outperformed CGO, delivering a return of +9.5% compared to +5.5%

FEUZ vs CGO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEUZ(ETF)	CGO(ETF)
Net Assets	$141M	$142M
Expense Ratio	0.80%	N/A
Max Drawdown	50.14%	67.04%
Sharpe Ratio	1.30	1.46
5Y Beta	0.85	0.86
5Y Dividends CAGR	23.04%	-4.36%

Net Assets

FEUZ

$141M

Winner

CGO

$142M

Expense Ratio

FEUZ

0.80%

CGO

N/A

Max Drawdown

Winner

FEUZ

50.14%

CGO

67.04%

Sharpe Ratio

FEUZ

1.30

Winner

CGO

1.46

5Y Beta

Winner

FEUZ

0.85

CGO

0.86

5Y Dividends CAGR

Winner

FEUZ

23.04%

CGO

-4.36%

FEUZ vs CGO - Historical Returns

Returns include dividend reinvestment.

Period	FEUZ	CGO
1 month	-0.42%	+4.28%
3 months	+7.28%	+16.92%
6 months	+13.35%	+23.24%
1 year	+27.28%	+29.73%
5 years(CAGR)	+9.54%	+5.48%
10 years(CAGR)	+10.11%	+11.93%
Max(CAGR)	+9.19%	+8.84%

FEUZ

-0.42%

Winner

CGO

+4.28%

FEUZ

+7.28%

Winner

CGO

+16.92%

FEUZ

+13.35%

Winner

CGO

+23.24%

FEUZ

+27.28%

Winner

CGO

+29.73%

5Y(CAGR)

Winner

FEUZ

+9.54%

CGO

+5.48%

10Y(CAGR)

FEUZ

+10.11%

Winner

CGO

+11.93%

Max(CAGR)

Winner

FEUZ

+9.19%

CGO

+8.84%

FEUZ vs CGO - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	FEUZ	CGO
2026	+8.04%	+20.90%
2025	+58.86%	+8.42%
2024	+2.49%	+37.84%
2023	+15.48%	+13.13%
2022	-20.48%	-36.67%
2021	+11.40%	+13.85%
2020	+3.61%	+19.97%
2019	+22.96%	+42.30%
2018	-21.46%	-26.75%
2017	+36.71%	+55.88%
2016	+8.27%	+4.65%
2015	+3.28%	-4.42%
2014	-0.43%	+3.20%
2013	N/A	+11.09%
2012	N/A	+7.36%
2011	N/A	+0.18%
2010	N/A	+10.10%
2009	N/A	+57.16%
2008	N/A	-45.30%
2007	N/A	+23.11%
2006	N/A	+28.24%
2005	N/A	-4.84%

FEUZ vs CGO Drawdown Comparison

The maximum drawdown for FEUZ was -48.07%, occurring on Mar 18, 2020. Recovery took 801 trading sessions.

The maximum drawdown for CGO was -59.93%, occurring on Oct 9, 2008. Recovery took 734 trading sessions.

The current FEUZ drawdown is -2.90%. The current CGO drawdown is -4.04%.

Rank	FEUZ	CGO
#1	-48.07% Jan 26, 2018 - Apr 5, 2021	-59.93% Dec 7, 2007 - Nov 5, 2010
#2	-38.67% Nov 22, 2021 - Feb 14, 2025	-50.77% Feb 13, 2020 - Aug 28, 2020
#3	-20.17% May 15, 2015 - Jan 24, 2017	-43.70% Sep 7, 2021 - Sep 9, 2025
#4	-18.02% Mar 18, 2025 - Apr 29, 2025	-34.62% Jan 25, 2018 - Dec 26, 2019
#5	-12.49% Feb 26, 2026 - May 6, 2026	-27.59% Jul 21, 2015 - Feb 24, 2017
#6	-9.94% Dec 1, 2014 - Feb 20, 2015	-22.13% Jul 19, 2007 - Oct 11, 2007
#7	-6.28% Jun 7, 2021 - Aug 13, 2021	-21.55% May 2, 2011 - Mar 29, 2012
#8	-6.02% Sep 1, 2021 - Nov 22, 2021	-16.41% Jul 14, 2014 - Apr 28, 2015
#9	-5.27% Aug 22, 2025 - Oct 3, 2025	-15.24% Feb 26, 2026 - Apr 17, 2026
#10	-5.22% Feb 24, 2015 - Apr 2, 2015	-15.13% Mar 12, 2013 - Dec 24, 2013
#11	-4.48% Nov 12, 2025 - Dec 8, 2025	-14.31% Apr 2, 2012 - Jan 14, 2013
#12	-4.38% Jul 23, 2025 - Aug 7, 2025	-11.93% Oct 28, 2005 - May 8, 2006
#13	-4.32% Nov 2, 2017 - Dec 19, 2017	-10.89% Aug 7, 2017 - Oct 27, 2017
#14	-3.90% May 6, 2026 - May 19, 2026	-10.14% Sep 19, 2025 - Jan 13, 2026
#15	-3.35% May 10, 2021 - May 18, 2021	-9.54% Oct 14, 2020 - Nov 9, 2020

Correlation

Correlation between FEUZ and CGO is 0.90 which considered as a very strong positive correlation - the stocks move almost identically together.

0.90

-101

Dividend Comparison (2005 - 2026)

FEUZ vs CGO dividend yield comparison.

Year	FEUZ	CGO
2026	0.02%	2.36%
2025	2.81%	8.43%
2024	2.01%	8.43%
2023	2.95%	10.57%
2022	3.14%	12.68%
2021	2.52%	7.80%
2020	1.46%	8.18%
2019	1.93%	8.96%
2018	2.46%	11.81%
2017	1.29%	7.97%
2016	2.12%	11.40%
2015	1.09%	10.51%
2014	0.02%	9.08%
2013	0.00%	8.56%
2012	0.00%	8.73%
2011	0.00%	8.80%
2010	0.00%	8.28%
2009	0.00%	8.36%
2008	0.00%	14.64%
2007	0.00%	6.71%
2006	0.00%	5.88%
2005	0.00%	0.71%