- Issuer
- First Trust
- Inception Date
- Dec 8, 2017
- Category
- Technology Equities
- 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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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.38% | -7.31% | -4.38% | 13.96% | 8.82% | -3.85% | 3.41% | 4.51% | |||||
| 2025 | 8.63% | -8.27% | -9.68% | -0.43% | 7.92% | 7.26% | 3.98% | -0.58% | 2.67% | 0.51% | -3.25% | -1.50% | 5.45% |
| 2024 | 3.51% | 6.44% | 1.21% | -3.10% | -3.43% | 7.81% | -3.12% | 0.54% | 4.73% | 7.31% | 10.51% | 3.81% | 41.28% |
| 2023 | 11.26% | -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% |
| 2021 | 0.54% | -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
- R²
- 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.
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.TO | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.40 | CA$1.47 | CA$0.38 | CA$0.32 | CA$0.44 | CA$0.38 | CA$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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | |||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.03 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.37 | CA$0.00 | CA$0.00 | CA$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 3mo | 1y 12mo | 3y 3moJul 2021 - Nov 2024 | Bear market2022 |
-26.31%Apr 2025 | 2mo 3d | 4mo 29d | 7mo 2dFeb 2025 - Sep 2025 | 2025 selloff2025 |
-21.40%Mar 2026 | 5mo 2d | 2mo 3d | 7mo 5dOct 2025 - Jun 2026 | — |
-18.48%May 2021 | 2mo 22d | 2mo 12d | 5mo 4dFeb 2021 - Jul 2021 | — |
-15.28%Mar 2020 | 2mo 24d | 4mo 14d | 7mo 8dJan 2020 - Aug 2020 | COVID crash2020 |
Drawdown Indicators
| FDN.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.22% | -0.82% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -10.74% | -9.63% | -1.11% |
Ulcer IndexDepth 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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Build a portfolio with FDN.TO
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