PortfoliosLab logo
First Trust Natural Gas ETF (FCG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33733E8075

CUSIP

33733E807

Inception Date

May 8, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

ISE-Revere Natural Gas Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

FCG has an expense ratio of 0.60%, placing it in the medium range.


Share Price Chart


Loading data...

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


Loading data...

Returns By Period

First Trust Natural Gas ETF (FCG) returned -5.96% year-to-date (YTD) and -12.71% over the past 12 months. Over the past 10 years, FCG returned -5.70% annually, underperforming the S&P 500 benchmark at 10.87%.


FCG

YTD

-5.96%

1M

10.26%

6M

-7.49%

1Y

-12.71%

5Y*

31.49%

10Y*

-5.70%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.97%-2.21%2.90%-16.14%10.36%-5.96%
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%
20232.16%-7.39%-1.94%2.62%-6.97%9.32%10.57%3.03%-1.41%-0.08%-4.62%-1.06%2.55%
202213.16%11.88%12.70%-0.86%17.99%-22.68%14.19%5.72%-12.86%19.53%-0.22%-9.05%47.24%
202111.45%25.53%4.11%1.56%11.91%12.91%-13.84%-1.20%21.18%8.97%-6.98%1.54%98.49%
2020-20.98%-20.15%-44.74%84.82%-3.39%1.72%-0.67%1.21%-18.19%-0.00%34.54%9.60%-23.20%
201915.99%-2.17%3.99%-2.95%-15.03%2.61%-10.70%-13.68%2.85%-8.99%-2.59%20.03%-15.76%
2018-0.09%-11.56%2.10%8.00%2.98%2.75%-0.47%-3.18%-0.25%-13.05%-7.66%-18.08%-34.81%
2017-1.18%-6.07%0.98%-5.84%-7.73%-2.27%2.74%-7.99%12.48%-0.69%1.48%3.92%-11.38%
2016-5.83%-20.24%23.64%17.96%1.03%0.13%0.21%4.67%3.49%-9.12%12.83%-3.09%19.53%
2015-10.53%11.86%-4.61%14.21%-13.76%-9.10%-27.51%2.19%-19.26%8.54%-5.25%-22.15%-59.07%
2014-0.21%1.95%4.40%9.18%-0.31%5.07%-12.08%2.12%-15.55%-16.10%-16.26%-10.36%-41.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FCG is 6, meaning it’s performing worse than 94% 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 FCG is 66
Overall Rank
The Sharpe Ratio Rank of FCG is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FCG is 66
Sortino Ratio Rank
The Omega Ratio Rank of FCG is 66
Omega Ratio Rank
The Calmar Ratio Rank of FCG is 99
Calmar Ratio Rank
The Martin Ratio Rank of FCG is 33
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 Natural Gas ETF (FCG) 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 Natural Gas ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: -0.40
  • 5-Year: 0.79
  • 10-Year: -0.14
  • All Time: -0.15

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 Natural Gas 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.


Loading data...

Dividends

Dividend History

First Trust Natural Gas ETF provided a 3.48% dividend yield over the last twelve months, with an annual payout of $0.80 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.80$0.68$0.79$0.74$0.30$0.34$0.35$0.22$0.36$0.44$1.08$0.75

Dividend yield

3.48%2.76%3.25%3.04%1.73%3.83%2.88%1.46%1.56%1.69%4.82%1.34%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.18$0.00$0.00$0.18
2024$0.00$0.00$0.06$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
2020$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.15$0.34
2019$0.00$0.00$0.07$0.00$0.00$0.13$0.00$0.00$0.03$0.00$0.00$0.13$0.35
2018$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.02$0.22
2017$0.00$0.00$0.06$0.00$0.00$0.29$0.00$0.00$0.01$0.00$0.00$0.00$0.36
2016$0.00$0.00$0.11$0.00$0.00$0.23$0.00$0.00$0.02$0.00$0.00$0.08$0.44
2015$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.18$0.00$0.00$0.19$1.08
2014$0.06$0.00$0.00$0.37$0.00$0.00$0.02$0.00$0.00$0.30$0.75

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.


Loading data...

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 80.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.2%Jun 19, 20082960Mar 23, 2020
-16.09%Jun 18, 200751Aug 28, 200732Oct 12, 200783
-11.85%Jan 15, 20086Jan 23, 200819Feb 20, 200825
-11.29%Nov 7, 200714Nov 27, 200725Jan 3, 200839
-11.01%Feb 29, 200815Mar 20, 200811Apr 7, 200826

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...