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ISIN
US33736G1067
CUSIP
33736G106
Inception Date
Jun 16, 2008
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
ISE Clean Edge Global Wind Energy Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$303M

Share Price Chart


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Performance

FAN Performance Chart

First Trust Global Wind Energy ETF (FAN) is up 23.7% since the beginning of the year. FAN is currently trading at $25 per share. Investors who bought $1,000 worth of FAN shares 5 years ago would now be looking at an investment worth $1,279.


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S&P 500 Index

Returns By Period

First Trust Global Wind Energy ETF (FAN) has returned 23.74% so far this year and 44.31% over the past 12 months. Over the last ten years, FAN has returned 10.17% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


First Trust Global Wind Energy ETF

1D
2.05%
1M
-3.25%
YTD
23.74%
6M
24.17%
1Y
44.31%
3Y*
15.70%
5Y*
5.04%
10Y*
10.17%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAN Monthly Returns History

Based on dividend-adjusted daily data since Jun 27, 2008, FAN's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was May 2009 with a return of +21.9%, while the worst month was Oct 2008 at -37.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FAN closed higher 51% of trading days. The best single day was Nov 24, 2008 with a return of +19.4%, while the worst single day was Sep 29, 2008 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.04%8.64%1.10%9.30%-3.00%-3.43%23.74%
2025-0.24%2.81%-0.98%4.65%9.05%6.52%4.08%-1.81%4.12%5.28%-1.76%3.30%40.38%
2024-7.04%-0.91%1.75%-0.78%13.99%-6.33%5.43%-0.61%6.51%-7.78%-3.06%-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%-3.20%
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%-11.63%

Benchmark Metrics

First Trust Global Wind Energy ETF has an annualized alpha of -7.03%, beta of 1.01, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since June 27, 2008.

  • This ETF participated in 123.69% of S&P 500 Index downside but only 85.35% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -7.03% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.01 and R2 of 0.57, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-7.03%
Beta
1.01
0.57
Upside Capture
85.35%
Downside Capture
123.69%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FAN ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FAN Risk / Return Rank: 7171
Overall Rank
FAN Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAN Sortino Ratio Rank: 6666
Sortino Ratio Rank
FAN Omega Ratio Rank: 6363
Omega Ratio Rank
FAN Calmar Ratio Rank: 8080
Calmar Ratio Rank
FAN Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Global Wind Energy ETF (FAN) 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.


FANBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

4.00

2.78

+1.22

Martin ratioReturn relative to average drawdown

13.49

12.44

+1.05

Dividends

Dividend History

First Trust Global Wind Energy ETF provided a 1.00% dividend yield over the last twelve months, with an annual payout of $0.25 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.25$0.28$0.23$0.28$0.26$0.36$0.20$0.35$0.31$0.34$0.71$0.27

Dividend yield

1.00%1.35%1.52%1.71%1.50%1.79%0.84%2.42%2.67%2.59%6.04%2.35%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.02$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.05$0.28
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$0.12$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

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 79.94%, occurring on Jul 24, 2012. Recovery took 2119 trading sessions.

The current First Trust Global Wind Energy ETF drawdown is 6.98%.


Related event

Drawdown

Fall

Recovery

Underwater

2012 bear market2012
-79.94%Jul 2012
4y 28d8y 5mo
12y 6moJun 2008 - Dec 2020
2023 bear market2023
-46.29%Oct 2023
2y 9mo2y 4mo
5y 1moJan 2021 - Feb 2026
2026 correction2026
-11.13%Jun 2026
1mo 4d
1mo 17dMay 2026 - now
2026 pullback2026
-5.26%Mar 2026
17d11d
28dMar 2026 - Mar 2026
2026 pullback2026
-2.11%Apr 2026
1d1d
2dApr 2026 - Apr 2026

Drawdown Indicators


FANBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-79.94%

-56.78%

-23.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-9.10%

-2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-18.90%

-5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-25.43%

-13.02%

Max Drawdown (10Y)

Largest decline over 10 years

-46.29%

-33.92%

-12.37%

Current Drawdown

Current decline from peak

-6.98%

-1.80%

-5.18%

Average Drawdown

Average peak-to-trough decline

-45.08%

-10.71%

-34.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.03%

+1.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FAN

Add First Trust Global Wind Energy ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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