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Inception Date
Dec 8, 2017
Leveraged
1x (No leverage)
Index Tracked
Dow Jones Internet Composite Index
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

FDN.TO Performance Chart

First Trust Dow Jones Internet ETF (FDN.TO) is up 4.5% since the beginning of the year. FDN.TO is currently trading at CA$32 per share. Investors who bought CA$1,000 worth of FDN.TO shares 5 years ago would now be looking at an investment worth CA$1,271.


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S&P 500 Index

Returns By Period

First Trust Dow Jones Internet ETF (FDN.TO) has returned 4.51% so far this year and 6.45% over the past 12 months. Over the last ten years, FDN.TO has returned 3.50% per year, falling short of the S&P 500 Index benchmark, which averaged 14.32% annually.


First Trust Dow Jones Internet ETF

1D
0.35%
1M
5.14%
6M
6.20%
YTD
4.51%
1Y
6.45%
3Y*
19.77%
5Y*
4.92%
10Y*
3.50%

Benchmark (S&P 500 Index)

1D
-0.31%
1M
0.87%
6M
10.62%
YTD
13.50%
1Y
24.35%
3Y*
21.67%
5Y*
14.33%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDN.TO Monthly Returns History

Based on dividend-adjusted daily data since Oct 30, 2014, FDN.TO's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.

Historically, 54% of months were positive and 46% were negative. The best month was Apr 2026 with a return of +14.0%, while the worst month was Jan 2022 at -15.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 10 months.

On a daily basis, FDN.TO closed higher 31% of trading days. The best single day was Dec 24, 2014 with a return of +15.7%, while the worst single day was Apr 15, 2015 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.38%-7.31%-4.38%13.96%8.82%-3.85%3.41%4.51%
20258.63%-8.27%-9.68%-0.43%7.92%7.26%3.98%-0.58%2.67%0.51%-3.25%-1.50%5.45%
20243.51%6.44%1.21%-3.10%-3.43%7.81%-3.12%0.54%4.73%7.31%10.51%3.81%41.28%
202311.26%-0.46%7.97%-4.06%9.69%1.70%6.84%1.08%-5.38%-4.50%11.26%7.26%49.01%
2022-15.09%-5.30%-0.47%-13.18%-12.06%-8.59%8.51%2.13%-4.11%1.69%-4.35%-1.88%-43.35%
20210.54%-8.78%-3.50%2.01%-3.13%11.75%-0.52%4.46%-4.43%-0.07%-1.70%-1.03%-5.63%

Benchmark Metrics

First Trust Dow Jones Internet ETF has an annualized alpha of 3.53%, beta of 0.26, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since October 30, 2014.

  • This ETF participated in 108.07% of S&P 500 Index downside but only 71.55% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.26 may look defensive, but with R2 of 0.04 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.04 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
3.53%
Beta
0.26
0.04
Upside Capture
71.55%
Downside Capture
108.07%

Return for Risk

Risk / Return Rank

FDN.TO ranks 14 for risk / return — in the bottom 14% 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.


FDN.TO Risk / Return Rank: 1414
Overall Rank
FDN.TO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FDN.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
FDN.TO Omega Ratio Rank: 1414
Omega Ratio Rank
FDN.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
FDN.TO Martin Ratio Rank: 1313
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 Internet ETF (FDN.TO) 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.


FDN.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.57

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.08

1.33

-0.26

Calmar ratioReturn relative to maximum drawdown

0.30

2.67

-2.36

Martin ratioReturn relative to average drawdown

0.68

9.87

-9.19

Dividends

Dividend History

First Trust Dow Jones Internet ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of CA$0.00 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%CA$0.00CA$0.50CA$1.00CA$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendCA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.40CA$1.47CA$0.38CA$0.32CA$0.44CA$0.38CA$0.38

Dividend yield

0.00%0.00%0.00%0.00%0.00%1.65%5.69%1.47%1.40%1.76%1.51%1.50%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Dow Jones Internet ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2025CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2024CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2023CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2022CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2021CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.03CA$0.00CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.40

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 Internet 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 Dow Jones Internet ETF was 50.44%, occurring on Nov 10, 2022. Recovery took 453 trading sessions.

The current First Trust Dow Jones Internet ETF drawdown is 3.22%.


Drawdown

Fall

Recovery

Underwater

Related event

-50.44%Nov 2022
1y 3mo1y 12mo
3y 3moJul 2021 - Nov 2024
Bear market2022
-26.31%Apr 2025
2mo 3d4mo 29d
7mo 2dFeb 2025 - Sep 2025
2025 selloff2025
-21.40%Mar 2026
5mo 2d2mo 3d
7mo 5dOct 2025 - Jun 2026
-18.48%May 2021
2mo 22d2mo 12d
5mo 4dFeb 2021 - Jul 2021
-15.28%Mar 2020
2mo 24d4mo 14d
7mo 8dJan 2020 - Aug 2020
COVID crash2020

Drawdown Indicators


FDN.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.44%

-48.87%

-1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-21.40%

-9.17%

-12.23%

Max Drawdown (3Y)

Largest decline over 3 years

-26.31%

-19.59%

-6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-50.44%

-23.14%

-27.30%

Max Drawdown (10Y)

Largest decline over 10 years

-50.44%

-27.97%

-22.47%

Current Drawdown

Current decline from peak

-3.22%

-0.82%

-2.40%

Average Drawdown

Average peak-to-trough decline

-10.74%

-9.63%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

2.47%

+6.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FDN.TO

Add First Trust Dow Jones Internet 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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