- Issuer
- First Trust
- Inception Date
- Aug 5, 2025
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DGLO Performance Chart
First Trust RBA Deglobalization ETF (DGLO) is up 15.8% since the beginning of the year. DGLO is currently trading at $24 per share.
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Returns By Period
First Trust RBA Deglobalization ETF
- 1D
- 0.12%
- 1M
- 1.83%
- YTD
- 15.82%
- 6M
- 15.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
DGLO Monthly Returns History
Based on dividend-adjusted daily data since Aug 7, 2025, DGLO's average daily return is +0.08%, while the average monthly return is +1.54%. At this rate, an investment would double in approximately 3.8 years.
Historically, 73% of months were positive and 27% were negative. The best month was Jan 2026 with a return of +7.1%, while the worst month was Mar 2026 at -3.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.
On a daily basis, DGLO closed higher 51% of trading days. The best single day was Feb 6, 2026 with a return of +3.1%, while the worst single day was Oct 10, 2025 at -2.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.05% | 6.18% | -3.78% | 4.73% | 0.21% | 0.90% | 15.82% | ||||||
| 2025 | 2.40% | -0.18% | -1.44% | 0.08% | 0.77% | 1.61% |
Benchmark Metrics
First Trust RBA Deglobalization ETF has an annualized alpha of 5.79%, beta of 0.76, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since August 07, 2025.
- This ETF captured 46.97% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -55.04%) - a profile typical of hedging or uncorrelated assets.
- R2 of 0.40 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.79%
- Beta
- 0.76
- R²
- 0.40
- Upside Capture
- 46.97%
- Downside Capture
- -55.04%
Expense Ratio
DGLO has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust RBA Deglobalization ETF (DGLO) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGLO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.66 | — |
| Martin ratioReturn relative to average drawdown | — | 11.86 | — |
Dividends
Dividend History
First Trust RBA Deglobalization ETF provided a 0.48% dividend yield over the last twelve months, with an annual payout of $0.11 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.11 | $0.08 |
Dividend yield | 0.48% | 0.39% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust RBA Deglobalization ETF. 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 | $0.03 | $0.00 | $0.00 | $0.00 | $0.03 | ||||||
| 2025 | $0.08 | $0.08 |
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 RBA Deglobalization ETF. 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 RBA Deglobalization ETF was 7.74%, occurring on Mar 20, 2026. Recovery took 50 trading sessions.
The current First Trust RBA Deglobalization ETF drawdown is 1.96%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -7.74%Mar 2026 | 17d | 2mo 14d | 3mo 1dMar 2026 - Jun 2026 |
2025 pullback2025 | -7.11%Nov 2025 | 2mo 27d | 20d | 3mo 17dAug 2025 - Dec 2025 |
2025 pullback2025 | -2.78%Dec 2025 | 19d | 5d | 24dDec 2025 - Jan 2026 |
2025 pullback2025 | -2.12%Aug 2025 | 6d | 2d | 8dAug 2025 - Aug 2025 |
2026 pullback2026 | -2.08%Jun 2026 | 2d | — | 7d 23hJun 2026 - now |
Drawdown Indicators
| DGLO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.74% | -56.78% | +49.04% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.96% | -2.49% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -10.72% | +8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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