- ISIN
- US33733E8075
- CUSIP
- 33733E807
- Issuer
- First Trust
- Inception Date
- May 8, 2007
- Region
- North America (U.S.)
- Category
- Energy Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- ISE-Revere Natural Gas Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $627M
Share Price Chart
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Performance
FCG Performance Chart
First Trust Natural Gas ETF (FCG) is up 17.2% since the beginning of the year. FCG is currently trading at $27 per share. Investors who bought $1,000 worth of FCG shares 5 years ago would now be looking at an investment worth $1,939.
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Returns By Period
First Trust Natural Gas ETF (FCG) has returned 17.24% so far this year and 12.39% over the past 12 months. Over the last ten years, FCG has returned 3.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
First Trust Natural Gas ETF
- 1D
- 1.64%
- 1M
- -9.95%
- YTD
- 17.24%
- 6M
- 18.20%
- 1Y
- 12.39%
- 3Y*
- 10.11%
- 5Y*
- 14.16%
- 10Y*
- 3.88%
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%
FCG Monthly Returns History
Based on dividend-adjusted daily data since May 11, 2007, FCG's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, an investment would double in approximately 23.1 years.
Historically, 50% of months were positive and 50% were negative. The best month was Apr 2020 with a return of +84.8%, while the worst month was Mar 2020 at -44.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.
On a daily basis, FCG closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +18.9%, while the worst single day was Mar 9, 2020 at -28.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.40% | 9.06% | 13.98% | -0.92% | -9.17% | -4.21% | 17.24% | ||||||
| 2025 | 0.97% | -2.21% | 2.90% | -16.14% | 5.66% | 5.65% | 2.51% | 1.60% | -1.71% | -4.60% | 9.77% | -4.18% | -2.28% |
| 2024 | -3.91% | 7.20% | 9.90% | -1.09% | 1.81% | -3.82% | 0.23% | -3.68% | -5.56% | -0.93% | 10.96% | -5.21% | 4.16% |
| 2023 | 2.16% | -7.39% | -1.94% | 2.62% | -6.97% | 9.32% | 10.57% | 3.03% | -1.41% | -0.08% | -4.62% | -1.06% | 2.55% |
| 2022 | 13.15% | 11.88% | 12.70% | -0.86% | 17.99% | -22.68% | 14.19% | 5.72% | -12.86% | 19.53% | -0.22% | -9.05% | 47.24% |
| 2021 | 11.45% | 25.53% | 4.11% | 1.56% | 11.91% | 12.91% | -13.84% | -1.20% | 21.18% | 8.97% | -6.98% | 1.54% | 98.49% |
Benchmark Metrics
First Trust Natural Gas ETF has an annualized alpha of -9.13%, beta of 1.22, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since May 11, 2007.
- This ETF participated in 143.24% of S&P 500 Index downside but only 88.98% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.36 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
- -9.13%
- Beta
- 1.22
- R²
- 0.36
- Upside Capture
- 88.98%
- Downside Capture
- 143.24%
Expense Ratio
FCG has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FCG ranks 16 for risk / return — in the bottom 16% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) 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.
| FCG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 2.78 | -2.09 |
| Martin ratioReturn relative to average drawdown | 2.05 | 12.44 | -10.39 |
Dividends
Dividend History
First Trust Natural Gas ETF provided a 2.34% dividend yield over the last twelve months, with an annual payout of $0.64 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.64 | $0.67 | $0.68 | $0.79 | $0.74 | $0.30 | $0.34 | $0.35 | $0.22 | $0.36 | $0.44 | $1.07 |
Dividend yield | 2.34% | 2.86% | 2.76% | 3.25% | 3.04% | 1.73% | 3.82% | 2.87% | 1.46% | 1.56% | 1.70% | 4.79% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Natural Gas 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 | $0.15 | $0.00 | $0.00 | $0.00 | $0.15 | ||||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.67 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.12 | $0.68 |
| 2023 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.79 |
| 2022 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.26 | $0.74 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.30 |
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 Natural Gas 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 Natural Gas ETF was 97.20%, occurring on Mar 23, 2020. The portfolio has not yet recovered.
The current First Trust Natural Gas ETF drawdown is 76.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -97.20%Mar 2020 | 11y 9mo | — | 18y 8dJun 2008 - now |
2007 correction2007 | -16.09%Aug 2007 | 2mo 11d | 1mo 15d | 3mo 26dJun 2007 - Oct 2007 |
Financial crisis2007–2009 | -11.85%Jan 2008 | 8d | 28d | 1mo 6dJan 2008 - Feb 2008 |
Financial crisis2007–2009 | -11.29%Nov 2007 | 20d | 1mo 7d | 1mo 27dNov 2007 - Jan 2008 |
Financial crisis2007–2009 | -11.01%Mar 2008 | 20d | 18d | 1mo 8dFeb 2008 - Apr 2008 |
Drawdown Indicators
| FCG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.20% | -56.78% | -40.42% |
Max Drawdown (1Y)Largest decline over 1 year | -17.90% | -9.10% | -8.80% |
Max Drawdown (3Y)Largest decline over 3 years | -29.44% | -18.90% | -10.54% |
Max Drawdown (5Y)Largest decline over 5 years | -33.33% | -25.43% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -85.04% | -33.92% | -51.12% |
Current DrawdownCurrent decline from peak | -76.36% | -1.80% | -74.56% |
Average DrawdownAverage peak-to-trough decline | -65.39% | -10.71% | -54.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 2.03% | +4.65% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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