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First Trust NASDAQ Global Auto Index Fund (CARZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33734X3098

CUSIP

33734X309

Inception Date

May 9, 2011

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

NASDAQ OMX Global Automobile (TR)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

CARZ has an expense ratio of 0.70%, placing it in the medium range.


Expense ratio chart for CARZ: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CARZ: 0.70%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust NASDAQ Global Auto Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
120.03%
307.12%
CARZ (First Trust NASDAQ Global Auto Index Fund)
Benchmark (^GSPC)

Returns By Period

First Trust NASDAQ Global Auto Index Fund had a return of -8.99% year-to-date (YTD) and -3.03% in the last 12 months. Over the past 10 years, First Trust NASDAQ Global Auto Index Fund had an annualized return of 4.37%, while the S&P 500 had an annualized return of 10.11%, indicating that First Trust NASDAQ Global Auto Index Fund did not perform as well as the benchmark.


CARZ

YTD

-8.99%

1M

-6.81%

6M

-9.04%

1Y

-3.03%

5Y*

16.76%

10Y*

4.37%

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Monthly Returns

The table below presents the monthly returns of CARZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.57%-2.29%-6.34%-1.10%-8.99%
2024-5.10%7.07%1.93%-4.88%4.68%0.11%-1.75%-1.39%2.57%-2.14%1.57%1.23%3.25%
202318.52%-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%-12.94%1.88%12.04%-11.86%-31.25%
20214.23%0.74%5.97%-3.61%6.62%2.56%0.40%-2.19%-1.77%9.21%-3.16%-1.30%18.09%
2020-2.12%-6.09%-22.83%16.34%6.21%4.87%7.23%19.79%-0.91%0.05%21.81%8.47%54.65%
20199.25%0.48%-4.41%6.46%-10.98%7.30%-2.42%-4.44%5.54%4.60%-0.45%1.87%11.40%
20183.51%-2.20%-4.33%1.00%-3.54%-5.39%0.75%-3.08%0.49%-5.78%-0.85%-7.03%-23.91%
20173.71%0.76%0.94%-0.25%0.76%1.99%1.44%1.07%7.31%3.28%1.93%0.18%25.47%
2016-11.29%-4.51%9.50%-2.50%0.92%-8.61%11.25%1.84%-1.58%2.51%-1.37%3.68%-2.50%
20150.36%8.13%-0.06%1.87%-0.22%-4.05%-4.23%-6.78%-4.53%11.14%0.87%-2.45%-1.40%
2014-4.87%5.55%3.40%-4.08%1.91%2.24%-2.55%-0.17%-4.76%-1.64%4.30%-3.22%-4.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CARZ is 17, meaning it’s performing worse than 83% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CARZ is 1717
Overall Rank
The Sharpe Ratio Rank of CARZ is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CARZ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of CARZ is 1919
Omega Ratio Rank
The Calmar Ratio Rank of CARZ is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CARZ is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust NASDAQ Global Auto Index Fund (CARZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for CARZ, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00
CARZ: -0.05
^GSPC: 0.46
The chart of Sortino ratio for CARZ, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.00
CARZ: 0.14
^GSPC: 0.77
The chart of Omega ratio for CARZ, currently valued at 1.02, compared to the broader market0.501.001.502.00
CARZ: 1.02
^GSPC: 1.11
The chart of Calmar ratio for CARZ, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
CARZ: -0.06
^GSPC: 0.47
The chart of Martin ratio for CARZ, currently valued at -0.18, compared to the broader market0.0020.0040.0060.00
CARZ: -0.18
^GSPC: 1.94

The current First Trust NASDAQ Global Auto Index Fund Sharpe ratio is -0.05. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust NASDAQ Global Auto Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.05
0.46
CARZ (First Trust NASDAQ Global Auto Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust NASDAQ Global Auto Index Fund provided a 1.16% dividend yield over the last twelve months, with an annual payout of $0.61 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.61$0.68$0.80$0.64$1.35$0.33$1.09$0.89$0.89$0.85$0.59$0.63

Dividend yield

1.16%1.17%1.40%1.59%2.26%0.63%3.23%2.85%2.10%2.48%1.64%1.69%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00
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$0.12$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$0.09$0.00$0.00$1.06$1.35
2020$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.04$0.00$0.00$0.18$0.33
2019$0.00$0.00$0.06$0.00$0.00$0.47$0.00$0.00$0.26$0.00$0.00$0.30$1.09
2018$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.11$0.00$0.00$0.24$0.89
2017$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.17$0.00$0.00$0.27$0.89
2016$0.00$0.00$0.07$0.00$0.00$0.40$0.00$0.00$0.13$0.00$0.00$0.26$0.85
2015$0.00$0.00$0.04$0.00$0.00$0.32$0.00$0.00$0.04$0.00$0.00$0.19$0.59
2014$0.02$0.00$0.00$0.40$0.00$0.00$0.01$0.00$0.00$0.20$0.63

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.00%
-10.07%
CARZ (First Trust NASDAQ Global Auto Index Fund)
Benchmark (^GSPC)

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 16.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.2%Jan 24, 2018535Mar 18, 2020162Nov 5, 2020697
-40.3%Nov 5, 2021237Oct 14, 2022
-33.03%Jul 8, 201142Sep 22, 2011306Mar 11, 2013348
-31.17%Apr 28, 2015201Feb 11, 2016398Sep 19, 2017599
-16.13%Jul 7, 201470Oct 13, 2014122Apr 10, 2015192

Volatility

Volatility Chart

The current First Trust NASDAQ Global Auto Index Fund volatility is 19.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.94%
14.23%
CARZ (First Trust NASDAQ Global Auto Index Fund)
Benchmark (^GSPC)