(FDD) First Trust STOXX European - Ratings and Ratios
Stocks, Dividend, Index, Portfolio, Income
| Risk via 10d forecast | |
|---|---|
| Volatility | 14.2% |
| Value at Risk 5%th | 24.0% |
| Reward | |
|---|---|
| Sharpe Ratio | 2.20 |
| Alpha Jensen | 35.13 |
| Character | |
|---|---|
| Hurst Exponent | 0.429 |
| Beta | 1.030 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.55% |
| Mean DD | 3.91% |
Description: FDD First Trust STOXX European October 23, 2025
The First Trust STOXX® European Select Dividend Index Fund (NYSE ARCA: FDD) is an ETF that allocates at least 90 % of its net assets-including any investment borrowings-to the constituents of its benchmark index. The index tracks 30 European equities drawn from the STOXX Europe 600 that meet two strict dividend criteria: a non-negative five-year dividend-per-share growth rate and a dividend-to-earnings ratio capped at 60 %.
Key quantitative attributes (as of the most recent filing) include an expense ratio of roughly 0.45 %, a weighted average dividend yield near 5.2 %, and a concentration of holdings in the utilities, consumer staples, and financial sectors, which together represent about 55 % of the portfolio. The fund’s performance is sensitive to Euro-USD exchange movements and to the broader European monetary policy stance, particularly the European Central Bank’s interest-rate trajectory.
Given the fund’s focus on high-yield, dividend-growth stocks, its risk profile aligns with investors seeking income plus modest capital appreciation, but it may underperform in a rising-rate environment where dividend-paying sectors tend to lag growth-oriented segments.
For a deeper quantitative breakdown of FDD’s risk-adjusted return profile, you may want to explore the analytics on ValueRay.
FDD ETF Overview
| Market Cap in USD | 626m |
| Category | Europe Stock |
| TER | 0.59% |
| IPO / Inception | 2007-08-27 |
| Return 12m vs S&P 500 | 33.0% |
| Analyst Rating | - |
FDD Dividends
| Dividend Yield | 4.95% |
| Yield on Cost 5y | 8.97% |
| Yield CAGR 5y | 13.71% |
| Payout Consistency | 88.0% |
| Payout Ratio | - |
FDD Growth Ratios
| CAGR | 21.60% |
| CAGR/Max DD Calmar Ratio | 1.48 |
| CAGR/Mean DD Pain Ratio | 5.52 |
| Current Volume | 153.7k |
| Average Volume | 143.2k |
What is the price of FDD shares?
Over the past week, the price has changed by +2.91%, over one month by +4.20%, over three months by +3.74% and over the past year by +54.14%.
Is First Trust STOXX European a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of FDD is around 18.23 USD . This means that FDD is currently overvalued and has a potential downside of 9.75%.
Is FDD a buy, sell or hold?
What are the forecasts/targets for the FDD price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 20.6 | 23.8% |
FDD Fundamental Data Overview November 04, 2025
Beta = 1.03
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 625.9m USD (625.9m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 625.9m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 625.9m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.81% (E(625.9m)/V(625.9m) * Re(9.81%) + (debt-free company))
Discount Rate = 9.81% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FDD ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle