PortfoliosLab logoPortfoliosLab logo
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


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

FDNI.L Performance Chart

First Trust Dow Jones International Internet ETF Class A USD (FDNI.L) is down 19.0% since the beginning of the year. FDNI.L is currently trading at £14 per share. Investors who bought £1,000 worth of FDNI.L shares 5 years ago would now be looking at an investment worth £651.


Loading charts...

S&P 500 Index

Returns By Period

First Trust Dow Jones International Internet ETF Class A USD (FDNI.L) has returned -19.01% so far this year and -16.52% over the past 12 months.


First Trust Dow Jones International Internet ETF Class A USD

1D
0.22%
1M
2.11%
6M
-21.40%
YTD
-19.01%
1Y
-16.52%
3Y*
4.18%
5Y*
-8.22%
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDNI.L Monthly Returns History

Based on dividend-adjusted daily data since Jan 17, 2017, FDNI.L's average daily return is +3.07%, while the average monthly return is +71.16%. At this rate, an investment would double in approximately 0.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Feb 2021 with a return of +8,180.1%, while the worst month was Oct 2022 at -15.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, FDNI.L closed higher 50% of trading days. The best single day was Feb 3, 2021 with a return of +7,325.9%, while the worst single day was Oct 20, 2023 at -19.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.19%-9.78%-8.07%1.72%-0.23%-6.86%7.82%-19.01%
202510.36%4.15%-5.85%-4.97%5.20%3.48%4.35%2.62%9.45%0.36%-8.57%-2.31%17.62%
2024-5.39%4.37%3.76%2.29%0.89%-0.78%-1.80%0.74%18.77%0.34%3.53%-2.75%24.52%
202313.91%-10.76%5.65%-8.22%-5.22%5.15%10.54%-10.36%-3.73%-6.60%10.65%0.05%-3.10%
2022-9.85%-11.79%-6.19%-5.52%-1.77%4.20%-2.00%5.06%-11.01%-15.72%21.04%1.02%-31.88%
20210.54%8,180.13%-7.73%1.79%-6.40%9.31%-10.82%3.48%-5.63%4.40%-4.98%-8.16%6,246.96%

Benchmark Metrics

First Trust Dow Jones International Internet ETF Class A USD has an annualized alpha of 213678.08%, beta of 1.06, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 17, 2017.

  • This ETF captured 339.74% of S&P 500 Index gains and 111.88% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.00 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
213,678.08%
Beta
1.06
0.00
Upside Capture
339.74%
Downside Capture
111.88%

Return for Risk

Risk / Return Rank

FDNI.L ranks 4 for risk / return — in the bottom 4% 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.


FDNI.L Risk / Return Rank: 44
Overall Rank
FDNI.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FDNI.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FDNI.L Omega Ratio Rank: 44
Omega Ratio Rank
FDNI.L Calmar Ratio Rank: 55
Calmar Ratio Rank
FDNI.L Martin Ratio Rank: 55
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 (FDNI.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.


FDNI.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-3.19

Omega ratioGain probability vs. loss probability

0.89

1.31

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.45

2.50

-2.95

Martin ratioReturn relative to average drawdown

-0.79

9.11

-9.90

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.


Loading charts...

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 64.63%, 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 47.79%.


Drawdown

Fall

Recovery

Underwater

Related event

-64.63%Oct 2022
1y 8mo
5y 5moFeb 2021 - now
Bear market2022
-34.39%Mar 2020
27d9mo 16d
10mo 13dFeb 2020 - Dec 2020
COVID crash2020
-19.92%Dec 2018
11mo 9d11mo 4d
1y 10moJan 2018 - Nov 2019
Rate-hike selloffLate 2018
-3.95%Jan 2020
8d12d
20dJan 2020 - Feb 2020
-3.53%Jun 2017
9d1mo 2d
1mo 11dJun 2017 - Jul 2017

Drawdown Indicators


FDNI.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-64.63%

-37.07%

-27.56%

Max Drawdown (1Y)

Largest decline over 1 year

-35.98%

-8.03%

-27.95%

Max Drawdown (3Y)

Largest decline over 3 years

-35.98%

-22.15%

-13.83%

Max Drawdown (5Y)

Largest decline over 5 years

-56.60%

-22.15%

-34.45%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-47.79%

-1.42%

-46.37%

Average Drawdown

Average peak-to-trough decline

-27.64%

-5.29%

-22.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.58%

2.20%

+18.38%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FDNI.L

Add First Trust Dow Jones International Internet ETF Class A USD to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FDNI.L