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Inception Date
Jan 17, 2017
Leveraged
1x (No leverage)
Index Tracked
First Trust Dow Jones International Internet ETF Class A USD
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

FDIU.L Performance Chart

First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) is down 19.1% since the beginning of the year. FDIU.L is currently trading at $18 per share. Investors who bought $1,000 worth of FDIU.L shares 5 years ago would now be looking at an investment worth $635.


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S&P 500 Index

Returns By Period

First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) has returned -19.05% so far this year and -16.12% over the past 12 months.


First Trust Dow Jones International Internet ETF Class A USD

1D
-0.07%
1M
2.22%
6M
-21.37%
YTD
-19.05%
1Y
-16.12%
3Y*
5.16%
5Y*
-8.67%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIU.L Monthly Returns History

Based on dividend-adjusted daily data since Feb 25, 2021, FDIU.L's average daily return is -0.02%, while the average monthly return is -0.59%.

Historically, 45% of months were positive and 55% were negative. The best month was Nov 2022 with a return of +25.7%, while the worst month was Sep 2022 at -14.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, FDIU.L closed higher 48% of trading days. The best single day was Mar 16, 2022 with a return of +19.3%, while the worst single day was Oct 24, 2022 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.30%-11.57%-9.71%4.53%-0.98%-8.32%9.36%-19.05%
20259.25%5.51%-3.33%-1.85%6.27%5.13%0.82%4.79%8.89%-2.02%-7.81%-0.66%26.13%
2024-5.67%3.77%3.84%1.34%2.12%-1.17%-0.13%3.09%21.12%-3.69%2.19%-3.91%22.61%
202316.41%-12.23%7.86%-6.69%2.40%-1.64%5.68%-6.46%-7.38%-7.08%15.41%0.76%2.44%
2022-10.33%-11.80%-8.06%-9.79%-1.43%0.49%-1.86%0.56%-14.76%-13.14%25.66%2.06%-39.12%
2021-4.28%-8.59%1.92%-3.94%6.43%-10.18%2.43%-7.39%5.82%-8.05%-6.48%-29.31%

Benchmark Metrics

First Trust Dow Jones International Internet ETF Class A USD has an annualized alpha of -15.23%, beta of 0.73, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since February 25, 2021.

  • This ETF participated in 137.00% of S&P 500 Index downside but only 43.70% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.14 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-15.23%
Beta
0.73
0.14
Upside Capture
43.70%
Downside Capture
137.00%

Return for Risk

Risk / Return Rank

FDIU.L ranks 5 for risk / return — in the bottom 5% 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.


FDIU.L Risk / Return Rank: 55
Overall Rank
FDIU.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FDIU.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FDIU.L Omega Ratio Rank: 44
Omega Ratio Rank
FDIU.L Calmar Ratio Rank: 66
Calmar Ratio Rank
FDIU.L Martin Ratio Rank: 66
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 Dow Jones International Internet ETF Class A USD (FDIU.L) 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.


FDIU.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.21

Omega ratioGain probability vs. loss probability

0.90

1.31

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.44

2.35

-2.79

Martin ratioReturn relative to average drawdown

-0.78

10.19

-10.97

Dividends

Dividend History


First Trust Dow Jones International Internet ETF Class A USD doesn't pay dividends

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 Dow Jones International Internet ETF Class A USD. 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 Dow Jones International Internet ETF Class A USD was 68.60%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current First Trust Dow Jones International Internet ETF Class A USD drawdown is 44.81%.


Drawdown

Fall

Recovery

Underwater

Related event

-68.60%Oct 2022
1y 8mo
5y 4moFeb 2021 - now
Bear market2022

Drawdown Indicators


FDIU.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.60%

-56.78%

-11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-37.26%

-9.10%

-28.16%

Max Drawdown (3Y)

Largest decline over 3 years

-37.26%

-18.90%

-18.36%

Max Drawdown (5Y)

Largest decline over 5 years

-64.29%

-25.43%

-38.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-44.81%

-0.49%

-44.32%

Average Drawdown

Average peak-to-trough decline

-42.60%

-10.70%

-31.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.89%

2.09%

+18.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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