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First Trust EIP Carbon Impact ETF (ECLN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

First Trust

Inception Date

Aug 19, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

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.


Popular comparisons:
ECLN vs. QCLN ECLN vs. XLU ECLN vs. GABF ECLN vs. UTG
Popular comparisons:
ECLN vs. QCLN ECLN vs. XLU ECLN vs. GABF ECLN vs. UTG

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.47%
12.14%
ECLN (First Trust EIP Carbon Impact ETF)
Benchmark (^GSPC)

Returns By Period

First Trust EIP Carbon Impact ETF had a return of 30.50% year-to-date (YTD) and 34.91% in the last 12 months.


ECLN

YTD

30.50%

1M

5.32%

6M

23.05%

1Y

34.91%

5Y (annualized)

10.97%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.49%0.11%5.67%-0.12%6.08%-1.57%6.24%3.57%4.79%0.28%30.50%
20231.22%-4.36%2.36%0.83%-5.15%2.66%1.93%-4.35%-5.39%-0.23%5.67%2.13%-3.36%
2022-2.56%2.08%8.32%-5.41%3.89%-5.43%7.06%0.82%-8.75%4.50%5.43%-3.01%5.40%
20210.79%-5.79%8.15%3.38%-1.30%-0.76%1.96%2.54%-4.98%6.08%-2.79%5.38%12.26%
20205.19%-7.65%-9.56%5.98%3.59%-2.67%7.99%-0.85%-1.26%3.88%3.53%2.12%8.98%
20192.15%2.69%-1.58%-1.11%3.50%5.66%

Expense Ratio

ECLN has a high expense ratio of 0.97%, indicating higher-than-average management fees.


Expense ratio chart for ECLN: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ECLN is 83, placing it in the top 17% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ECLN is 8383
Combined Rank
The Sharpe Ratio Rank of ECLN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ECLN is 9090
Sortino Ratio Rank
The Omega Ratio Rank of ECLN is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ECLN is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ECLN is 7979
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 EIP Carbon Impact ETF (ECLN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ECLN, currently valued at 2.89, compared to the broader market0.002.004.002.892.54
The chart of Sortino ratio for ECLN, currently valued at 3.95, compared to the broader market-2.000.002.004.006.008.0010.003.953.40
The chart of Omega ratio for ECLN, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.521.47
The chart of Calmar ratio for ECLN, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.343.66
The chart of Martin ratio for ECLN, currently valued at 15.24, compared to the broader market0.0020.0040.0060.0080.00100.0015.2416.26
ECLN
^GSPC

The current First Trust EIP Carbon Impact ETF Sharpe ratio is 2.89. 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 EIP Carbon Impact ETF 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.89
2.54
ECLN (First Trust EIP Carbon Impact ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust EIP Carbon Impact ETF provided a 2.37% dividend yield over the last twelve months, with an annual payout of $0.73 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%1.50%2.00%2.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.73$0.62$0.47$0.41$0.38$0.15

Dividend yield

2.37%2.54%1.83%1.66%1.68%0.71%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust EIP Carbon Impact ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.11$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.00$0.55
2023$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.18$0.62
2022$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.22$0.47
2021$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.13$0.41
2020$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.08$0.38
2019$0.15$0.15

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.88%
ECLN (First Trust EIP Carbon Impact ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust EIP Carbon Impact 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 EIP Carbon Impact ETF was 32.28%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.28%Feb 19, 202024Mar 23, 2020161Nov 9, 2020185
-19.79%Sep 13, 2022266Oct 3, 2023204Jul 26, 2024470
-13.24%Apr 11, 202248Jun 17, 202238Aug 12, 202286
-8.64%Jan 26, 202123Feb 26, 202128Apr 8, 202151
-7.28%Sep 3, 202117Sep 28, 202164Dec 29, 202181

Volatility

Volatility Chart

The current First Trust EIP Carbon Impact ETF volatility is 4.18%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.18%
3.96%
ECLN (First Trust EIP Carbon Impact ETF)
Benchmark (^GSPC)