See what your fund actually adds
First Trust STOXX European Select Dividend Index Fund FDD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FDD | Replication |
|---|---|---|
| Annualized growth | 12.1% | 13.4% |
| Annualized volatility | 18.2% | 15.6% |
| Sharpe ratio | 0.72 | 0.88 |
| Maximum drawdown | 33.3% | 25.5% |
| Replication fit (R²) | 0.86 · Tracking error 6.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model FDD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 100.0% |