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First Trust Global Wind Energy ETF (FAN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33736G1067
CUSIP33736G106
IssuerFirst Trust
Inception DateJun 16, 2008
RegionDeveloped Markets (Broad)
CategoryAlternative Energy Equities
Index TrackedISE Clean Edge Global Wind Energy Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The First Trust Global Wind Energy ETF has a high expense ratio of 0.62%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.62%

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.


First Trust Global Wind Energy ETF

Popular comparisons: FAN vs. TAN, FAN vs. ICLN, FAN vs. QCLN, FAN vs. PBD, FAN vs. RAYS, FAN vs. WNDY, FAN vs. IWC, FAN vs. VOO, FAN vs. GRID, FAN vs. ESGV

Performance

Performance Chart

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


-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
-35.18%
275.41%
FAN (First Trust Global Wind Energy ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Global Wind Energy ETF had a return of -9.62% year-to-date (YTD) and -15.63% in the last 12 months. Over the past 10 years, First Trust Global Wind Energy ETF had an annualized return of 4.72%, while the S&P 500 had an annualized return of 10.43%, indicating that First Trust Global Wind Energy ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-9.62%5.29%
1 month-1.62%-2.47%
6 months10.39%16.40%
1 year-15.63%20.88%
5 years (annualized)4.15%11.60%
10 years (annualized)4.72%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-7.04%-0.91%1.75%
2023-7.92%-6.21%11.00%9.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FAN is 4, indicating that it is in the bottom 4% of the market 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 FAN is 44
First Trust Global Wind Energy ETF(FAN)
The Sharpe Ratio Rank of FAN is 44Sharpe Ratio Rank
The Sortino Ratio Rank of FAN is 44Sortino Ratio Rank
The Omega Ratio Rank of FAN is 33Omega Ratio Rank
The Calmar Ratio Rank of FAN is 44Calmar Ratio Rank
The Martin Ratio Rank of FAN is 44Martin 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 Global Wind Energy ETF (FAN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FAN
Sharpe ratio
The chart of Sharpe ratio for FAN, currently valued at -0.83, compared to the broader market-1.000.001.002.003.004.005.00-0.83
Sortino ratio
The chart of Sortino ratio for FAN, currently valued at -1.15, compared to the broader market-2.000.002.004.006.008.00-1.15
Omega ratio
The chart of Omega ratio for FAN, currently valued at 0.87, compared to the broader market1.001.502.002.500.87
Calmar ratio
The chart of Calmar ratio for FAN, currently valued at -0.35, compared to the broader market0.002.004.006.008.0010.0012.00-0.35
Martin ratio
The chart of Martin ratio for FAN, currently valued at -1.21, compared to the broader market0.0020.0040.0060.0080.00-1.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current First Trust Global Wind Energy ETF Sharpe ratio is -0.83. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.83
1.79
FAN (First Trust Global Wind Energy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Global Wind Energy ETF granted a 1.80% dividend yield in the last twelve months. The annual payout for that period amounted to $0.27 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.27$0.28$0.26$0.36$0.20$0.35$0.31$0.34$0.71$0.27$0.27$0.08

Dividend yield

1.80%1.71%1.50%1.79%0.84%2.42%2.67%2.59%6.04%2.35%2.61%0.71%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.03
2023$0.00$0.00$0.04$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.04
2022$0.00$0.00$0.03$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.04
2021$0.00$0.00$0.05$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.06
2020$0.00$0.00$0.04$0.00$0.00$0.09$0.00$0.00$0.03$0.00$0.00$0.03
2019$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.06$0.00$0.00$0.10
2018$0.00$0.00$0.04$0.00$0.00$0.15$0.00$0.00$0.06$0.00$0.00$0.06
2017$0.00$0.00$0.05$0.00$0.00$0.24$0.00$0.00$0.06$0.00$0.00$0.00
2016$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.56
2015$0.00$0.00$0.02$0.00$0.00$0.14$0.00$0.00$0.04$0.00$0.00$0.07
2014$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.03$0.00$0.00$0.15
2013$0.01$0.00$0.00$0.04$0.00$0.00$0.02$0.00$0.00$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-39.85%
-4.42%
FAN (First Trust Global Wind Energy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Global Wind Energy 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 Global Wind Energy ETF was 81.36%, occurring on Jul 24, 2012. Recovery took 2126 trading sessions.

The current First Trust Global Wind Energy ETF drawdown is 39.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.36%Jun 19, 20081033Jul 24, 20122126Jan 5, 20213159
-46.29%Jan 8, 2021701Oct 20, 2023

Volatility

Volatility Chart

The current First Trust Global Wind Energy ETF volatility is 4.45%, 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%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril
4.45%
3.35%
FAN (First Trust Global Wind Energy ETF)
Benchmark (^GSPC)