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First Trust Dow Jones Internet UCITS ETF Class A U...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BG0SSC32
IssuerFirst Trust
Inception DateJun 18, 2018
CategoryTechnology Equities
Index TrackedMSCI World/Information Tech NR USD
Asset ClassEquity

Expense Ratio

FDN.L has a high expense ratio of 0.55%, indicating higher-than-average management fees.


Expense ratio chart for FDN.L: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

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.


First Trust Dow Jones Internet UCITS ETF Class A USD

Popular comparisons: FDN.L vs. IUIT.L, FDN.L vs. XLKQ.L, FDN.L vs. ONEQ, FDN.L vs. SMGB.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in First Trust Dow Jones Internet UCITS ETF Class A USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
47.23%
100.88%
FDN.L (First Trust Dow Jones Internet UCITS ETF Class A USD)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Dow Jones Internet UCITS ETF Class A USD had a return of 8.64% year-to-date (YTD) and 40.06% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.64%9.47%
1 month-2.37%1.91%
6 months22.27%18.36%
1 year40.06%26.61%
5 years (annualized)7.85%12.90%
10 years (annualized)N/A10.79%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.79%4.78%2.12%-2.99%8.64%
202312.52%-0.44%4.72%-5.65%11.26%3.29%4.96%-0.74%-1.68%-4.62%7.20%9.56%45.94%
2022-14.69%-3.03%2.54%-11.94%-12.88%-5.27%9.29%4.35%-2.84%-3.38%-6.05%-4.30%-40.66%
20211.06%1.84%-1.26%4.78%-3.89%11.12%-1.75%3.72%-2.90%1.45%-2.03%-2.46%9.09%
20204.36%-2.96%-4.32%15.45%10.64%5.33%1.62%6.49%-0.62%-0.67%5.17%1.68%48.88%
20199.53%2.78%2.86%5.93%-1.99%2.22%7.60%-7.76%-2.62%-5.34%3.35%-1.87%14.03%
2018-3.36%-1.30%8.31%-2.79%-9.55%-0.31%-6.68%-15.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDN.L is 51, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FDN.L is 5151
FDN.L (First Trust Dow Jones Internet UCITS ETF Class A USD)
The Sharpe Ratio Rank of FDN.L is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of FDN.L is 4242Sortino Ratio Rank
The Omega Ratio Rank of FDN.L is 7272Omega Ratio Rank
The Calmar Ratio Rank of FDN.L is 5757Calmar Ratio Rank
The Martin Ratio Rank of FDN.L is 4646Martin 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 Dow Jones Internet UCITS ETF Class A USD (FDN.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FDN.L
Sharpe ratio
The chart of Sharpe ratio for FDN.L, currently valued at 0.82, compared to the broader market0.002.004.000.82
Sortino ratio
The chart of Sortino ratio for FDN.L, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.001.42
Omega ratio
The chart of Omega ratio for FDN.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.501.32
Calmar ratio
The chart of Calmar ratio for FDN.L, currently valued at 1.03, compared to the broader market0.002.004.006.008.0010.0012.0014.001.03
Martin ratio
The chart of Martin ratio for FDN.L, currently valued at 3.39, compared to the broader market0.0020.0040.0060.0080.003.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.0014.001.84
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.75, compared to the broader market0.0020.0040.0060.0080.008.75

Sharpe Ratio

The current First Trust Dow Jones Internet UCITS ETF Class A USD Sharpe ratio is 0.82. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Dow Jones Internet UCITS ETF Class A USD with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
0.82
2.09
FDN.L (First Trust Dow Jones Internet UCITS ETF Class A USD)
Benchmark (^GSPC)

Dividends

Dividend History


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

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-20.37%
-0.10%
FDN.L (First Trust Dow Jones Internet UCITS ETF Class A USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Dow Jones Internet UCITS 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 Internet UCITS ETF Class A USD was 46.90%, occurring on Dec 28, 2022. Recovery took 287 trading sessions.

The current First Trust Dow Jones Internet UCITS ETF Class A USD drawdown is 20.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.9%Nov 17, 2021278Dec 28, 2022287Feb 16, 2024565
-25.2%Jul 31, 2019158Mar 12, 202038May 7, 2020196
-24.5%Sep 4, 201880Dec 24, 201881Apr 23, 2019161
-23.53%Feb 28, 202440Apr 25, 2024
-16.23%Feb 12, 202116Mar 5, 202175Jun 24, 202191

Volatility

Volatility Chart

The current First Trust Dow Jones Internet UCITS ETF Class A USD volatility is 6.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
6.42%
3.76%
FDN.L (First Trust Dow Jones Internet UCITS ETF Class A USD)
Benchmark (^GSPC)