- ISIN
- US33734X3098
- CUSIP
- 33734X309
- Issuer
- First Trust
- Inception Date
- May 9, 2011
- Region
- Developed Markets (Broad)
- Category
- Consumer Discretionary Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- NASDAQ OMX Global Automobile (TR)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $54M
Share Price Chart
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Performance
CARZ Performance Chart
First Trust NASDAQ Global Auto Index Fund (CARZ) is up 55.0% since the beginning of the year. CARZ is currently trading at $121 per share. Investors who bought $1,000 worth of CARZ shares 5 years ago would now be looking at an investment worth $2,096.
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Returns By Period
First Trust NASDAQ Global Auto Index Fund (CARZ) has returned 55.03% so far this year and 110.10% over the past 12 months. Looking at the last ten years, CARZ has achieved an annualized return of 16.21%, outperforming the S&P 500 Index benchmark, which averaged 13.65% per year.
First Trust NASDAQ Global Auto Index Fund
- 1D
- -1.58%
- 1M
- 13.96%
- YTD
- 55.03%
- 6M
- 57.92%
- 1Y
- 110.10%
- 3Y*
- 33.87%
- 5Y*
- 15.95%
- 10Y*
- 16.21%
Benchmark (S&P 500 Index)
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
CARZ Monthly Returns History
Based on dividend-adjusted daily data since May 10, 2011, CARZ's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +27.3%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CARZ closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +13.4%, while the worst single day was Mar 16, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.54% | 4.06% | -8.16% | 27.30% | 15.90% | 1.30% | 55.03% | ||||||
| 2025 | 0.56% | -2.29% | -6.34% | -1.23% | 9.53% | 7.67% | 2.62% | 5.59% | 8.70% | 8.40% | -3.41% | 3.77% | 37.18% |
| 2024 | -5.10% | 7.07% | 1.93% | -4.88% | 4.68% | 0.11% | -1.75% | -1.39% | 2.57% | -2.14% | 1.57% | 1.24% | 3.26% |
| 2023 | 18.52% | -0.62% | 6.95% | -5.81% | 7.06% | 9.39% | 5.44% | -7.56% | -5.66% | -8.67% | 12.39% | 8.61% | 42.47% |
| 2022 | -0.99% | -3.36% | 1.41% | -13.49% | 3.31% | -12.44% | 10.54% | -6.47% | -12.95% | 1.88% | 12.04% | -11.86% | -31.25% |
| 2021 | 4.23% | 0.74% | 5.97% | -3.61% | 6.62% | 2.56% | 0.40% | -2.19% | -1.77% | 9.21% | -3.16% | -1.30% | 18.09% |
Benchmark Metrics
First Trust NASDAQ Global Auto Index Fund has an annualized alpha of -0.21%, beta of 1.11, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since May 11, 2011.
- This ETF participated in 122.27% of S&P 500 Index downside but only 117.53% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.11 and R2 of 0.57, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.21%
- Beta
- 1.11
- R²
- 0.57
- Upside Capture
- 117.53%
- Downside Capture
- 122.27%
Expense Ratio
CARZ has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CARZ ranks 95 for risk / return — in the top 95% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust NASDAQ Global Auto Index Fund (CARZ) and compare them to S&P 500 Index.
| CARZ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.41 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 7.67 | 2.98 | +4.68 |
| Martin ratioReturn relative to average drawdown | 30.97 | 13.78 | +17.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
First Trust NASDAQ Global Auto Index Fund provided a 1.38% dividend yield over the last twelve months, with an annual payout of $1.66 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.66 | $1.66 | $0.68 | $0.80 | $0.64 | $1.35 | $0.33 | $1.09 | $0.89 | $0.89 | $0.85 | $0.59 |
Dividend yield | 1.38% | 2.13% | 1.17% | 1.40% | 1.59% | 2.25% | 0.63% | 3.23% | 2.85% | 2.11% | 2.47% | 1.64% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust NASDAQ Global Auto Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $1.08 | $1.66 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.29 | $0.68 |
| 2023 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.22 | $0.80 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.24 | $0.64 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $1.06 | $1.35 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust NASDAQ Global Auto Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust NASDAQ Global Auto Index Fund was 51.20%, occurring on Mar 18, 2020. Recovery took 162 trading sessions.
The current First Trust NASDAQ Global Auto Index Fund drawdown is 1.94%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -51.20%Mar 2020 | 2y 1mo | 7mo 22d | 2y 9moJan 2018 - Nov 2020 |
Bear market2022 | -40.30%Oct 2022 | 11mo 13d | 2y 8mo | 3y 8moNov 2021 - Jul 2025 |
2011 bear market2011 | -33.03%Sep 2011 | 2mo 16d | 1y 5mo | 1y 8moJul 2011 - Mar 2013 |
2016 bear market2016 | -31.17%Feb 2016 | 9mo 19d | 1y 7mo | 2y 4moApr 2015 - Sep 2017 |
2014 correction2014 | -16.13%Oct 2014 | 3mo 8d | 5mo 29d | 9mo 7dJul 2014 - Apr 2015 |
Drawdown Indicators
| CARZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.20% | -56.78% | +5.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -9.10% | -5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -27.84% | -18.90% | -8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -40.30% | -25.43% | -14.87% |
Max Drawdown (10Y)Largest decline over 10 years | -51.20% | -33.92% | -17.28% |
Current DrawdownCurrent decline from peak | -1.94% | -0.33% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -12.89% | -10.72% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 1.97% | +1.60% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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