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ETFs

First Trust Developed Markets ex-US Small Cap AlphaDex Fund

FDTS
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Feb 15, 2012
Expense Ratio
0.8%
Type
Global Ex. US Equities
Fund Owner
First Trust
Volume (1m avg. daily)
$24,246
AUM
$7,812,078
Associated Index
NASDAQ AlphaDEX Developed Markets Ex-US Small Cap Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

022100
Posco DX Company Ltd.
1.79%
5406
Kobe Steel Ltd
0.76%
BWLPG
BW LPG Limited
0.73%
3132
Macnica Holdings Inc.
0.72%
6632
JVCKenwood Corporation
0.67%
5352
Krosaki Harima Corporation
0.59%
CLS
Celestica, Inc.
0.59%
5410
Godo Steel Ltd
0.57%
7744
Noritsu Koki Co. Ltd
0.56%
1U1
1&1 AG
0.54%
Invest with FDTS
Trade FDTS Options

What is FDTS?

The First Trust Developed Markets Ex-US Small Cap AlphaDEX Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Developed Markets Ex-US Small Cap Index. The NASDAQ AlphaDEX Developed Markets Ex-US Small Cap Index employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Developed Markets Ex-US Index. The Index is constructed by ranking the stocks in the NASDAQ Developed Markets Ex-US Index separately on growth and value factors.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

FDTS
Performance Measures**

for the time period Feb 16, 2012 to Dec 4, 2025

Returns

1M Trailing Return: 4.1%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 6.0%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -51.3%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 28.5%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.39

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.14

The annualized return divided by the max drawdown for the selected time period.

ETFs related toFDTS

ETFs correlated to FDTS include XAUG, FNDC, LGRO

FDTS
First Trust Exchange-Traded Fund III - First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
XAUG
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August
FNDC
Schwab Strategic Trust - Schwab Fundamental International Small Company Index ETF
LGRO
Advisors Series Trust - Level Four Large Cap Growth Active ETF
EMC
Global X Funds - Global X Emerging Markets Great Consumer ETF
GAUG
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - August
VSS
Vanguard Group, Inc. - Vanguard FTSE All-World Ex-US Small Capital Index Fund ETF
GWX
SSgA Active Trust - SPDR S&P International Small Cap ETF
SCHC
Schwab Strategic Trust - Schwab International Small-Cap Equity ETF
AUGW
AIM ETF Products Trust - AllianzIM U.S. Large Cap Buffer20 Aug ETF
SCZ
BlackRock Institutional Trust Company N.A. - iShares MSCI EAFE Small-Cap ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

FDTS is a Global Ex. US Equities ETF. The First Trust Developed Markets Ex-US Small Cap AlphaDEX Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Developed Markets Ex-US Small Cap Index. The NASDAQ AlphaDEX Developed Markets Ex-US Small Cap Index employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Developed Markets Ex-US Index. The Index is constructed by ranking the stocks in the NASDAQ Developed Markets Ex-US Index separately on growth and value factors.

FDTS tracks the NASDAQ AlphaDEX Developed Markets Ex-US Small Cap Index.

No, FDTS is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, FDTS is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on FDTS is 0.0251%. This is the percent change in the value of FDTS over the most recent 1-month period. The 3-month return on FDTS is 0.0371%. This is the percent change in the value of FDTS over the most recent 3-month period.

The standard deviation of FDTS for the past year is 0.2885%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to FDTS include PBW, IGF, and ARKK.

ETFs correlated to FDTS include XAUG, FNDC, and LGRO.

ETFs that are inversely correlated to FDTS include EFZ, EPV, and EDZ.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.