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

ETF Info

ISIN

US33736G1067

CUSIP

33736G106

Inception Date

Jun 16, 2008

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

ISE Clean Edge Global Wind Energy Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

FAN has an expense ratio of 0.62%, placing it in the medium range.


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


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Returns By Period

First Trust Global Wind Energy ETF (FAN) returned 13.33% year-to-date (YTD) and -1.43% over the past 12 months. Over the past 10 years, FAN returned 5.62% annually, underperforming the S&P 500 benchmark at 10.79%.


FAN

YTD

13.33%

1M

10.93%

6M

7.49%

1Y

-1.43%

5Y*

7.64%

10Y*

5.62%

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.24%2.81%-0.98%4.66%6.62%13.33%
2024-7.04%-0.91%1.75%-0.78%13.99%-6.33%5.43%-0.61%6.52%-7.78%-3.08%-8.09%-8.96%
20234.33%-4.65%3.90%0.17%-3.89%2.35%-2.23%-7.38%-7.92%-6.21%11.01%9.50%-3.19%
2022-7.21%5.43%-0.08%-8.51%2.88%-6.85%7.26%-3.30%-14.87%3.21%11.53%-0.26%-13.12%
20210.77%-6.77%3.31%-2.79%-0.36%-1.03%-0.70%3.18%-4.54%4.64%-8.14%1.03%-11.62%
20201.33%-3.37%-15.22%3.90%10.02%4.57%15.36%5.30%0.49%3.14%15.04%12.15%61.20%
201911.95%1.25%1.09%2.45%-5.24%6.27%-2.77%-0.85%2.69%2.91%3.30%5.44%31.18%
20184.00%-4.72%2.13%4.56%-3.15%-5.58%4.07%-3.08%-2.02%-9.77%8.25%-5.15%-11.39%
20174.19%0.15%3.60%3.73%3.21%-2.50%2.17%0.30%-0.04%0.68%-4.07%4.17%16.29%
2016-4.67%-3.60%11.98%2.66%2.18%3.36%3.74%1.53%0.89%-1.80%-6.89%0.89%9.38%
20151.77%5.80%-0.74%6.64%4.24%-4.70%1.10%-5.83%-4.41%9.67%-0.53%1.75%14.35%
20140.26%6.94%-0.75%1.41%7.37%2.16%-5.70%-1.43%-7.20%-4.36%1.46%-7.43%-8.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FAN is 18, meaning it’s performing worse than 82% 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 FAN is 1818
Overall Rank
The Sharpe Ratio Rank of FAN is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FAN is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FAN is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FAN is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FAN is 1919
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 Global Wind Energy ETF (FAN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

First Trust Global Wind Energy ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: -0.07
  • 5-Year: 0.35
  • 10-Year: 0.27
  • All Time: -0.07

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of First Trust Global Wind Energy ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

First Trust Global Wind Energy ETF provided a 1.31% dividend yield over the last twelve months, with an annual payout of $0.22 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.8020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.22$0.23$0.28$0.26$0.36$0.19$0.35$0.31$0.34$0.71$0.27$0.27

Dividend yield

1.31%1.52%1.72%1.50%1.80%0.83%2.42%2.68%2.59%6.04%2.36%2.61%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.02$0.00$0.00$0.02
2024$0.00$0.00$0.03$0.00$0.00$0.13$0.00$0.00$0.05$0.00$0.00$0.03$0.23
2023$0.00$0.00$0.04$0.00$0.00$0.13$0.00$0.00$0.08$0.00$0.00$0.04$0.28
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$0.26
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$0.36
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$0.19
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$0.35
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$0.31
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$0.34
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$0.71
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$0.27
2014$0.03$0.00$0.00$0.06$0.00$0.00$0.03$0.00$0.00$0.15$0.27

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 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 31.33%.


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 chart below shows the rolling one-month volatility.


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