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First Trust FTSE EPRA/NAREIT Developed Markets Rea...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33736N1019

CUSIP

33736N101

Inception Date

Aug 27, 2007

Region

Developed Markets (Broad)

Category

REIT

Leveraged

1x

Index Tracked

FTSE EPRA/NAREIT Developed Index

Asset Class

Real Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

FFR has an expense ratio of 0.60%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period


FFR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.74%0.00%0.00%-2.74%
202311.94%-7.52%-0.48%0.21%-2.72%2.87%2.57%-0.82%-7.28%-3.74%12.41%5.09%10.80%
2022-5.99%-3.75%5.19%-5.59%-6.09%-7.51%9.01%-6.67%-13.42%2.77%9.97%-6.44%-27.32%
2021-0.81%4.12%2.80%6.44%2.15%0.90%3.30%1.17%-5.36%6.18%-2.43%6.76%27.43%
20200.55%-7.90%-22.98%6.80%0.92%2.71%2.31%2.82%-3.00%-3.59%13.10%3.80%-8.81%
201911.02%-0.25%3.70%-1.49%-0.41%1.76%0.29%1.78%2.87%2.17%-1.39%0.46%21.84%
2018-0.22%-6.52%2.93%1.49%1.65%1.69%0.97%1.18%-2.44%-3.31%3.35%-5.24%-4.96%
20171.51%3.12%-1.81%0.85%1.00%0.66%2.10%0.31%-0.11%-0.97%2.56%1.25%10.89%
2016-4.99%0.53%9.14%-0.50%0.56%4.16%4.97%-2.80%-0.67%-5.93%-2.30%1.98%3.19%
20155.12%-1.33%-0.31%-2.08%-1.71%-4.15%3.90%-4.78%0.56%4.82%-0.77%0.63%-0.66%
2014-0.51%4.36%0.31%2.70%3.42%1.39%-0.61%2.29%-6.20%6.18%0.98%0.51%15.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FFR is 52, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FFR is 5252
Overall Rank
The Sharpe Ratio Rank of FFR is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FFR is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FFR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FFR is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FFR is 7878
Martin 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 FTSE EPRA/NAREIT Developed Markets Real Estate (FFR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for First Trust FTSE EPRA/NAREIT Developed Markets Real Estate. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend History

First Trust FTSE EPRA/NAREIT Developed Markets Real Estate provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.39 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.502014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.39$1.00$0.69$1.43$0.35$2.41$1.42$1.14$1.48$0.62$1.43

Dividend yield

0.00%2.32%1.78%2.64%0.79%4.97%3.38%2.51%3.50%1.45%3.27%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust FTSE EPRA/NAREIT Developed Markets Real Estate. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.03$0.39$0.42
2023$0.00$0.00$0.14$0.00$0.00$0.32$0.00$0.00$0.16$0.00$0.00$0.38$1.00
2022$0.00$0.00$0.03$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.40$0.69
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$1.10$1.43
2020$0.00$0.00$0.02$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.00$0.35
2019$0.00$0.00$0.22$0.00$0.00$0.26$0.00$0.00$0.31$0.00$0.00$1.62$2.41
2018$0.00$0.00$0.07$0.00$0.00$0.36$0.00$0.00$0.34$0.00$0.00$0.64$1.42
2017$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.17$0.00$0.00$0.73$1.14
2016$0.00$0.00$0.13$0.00$0.00$0.27$0.00$0.00$0.30$0.00$0.00$0.78$1.48
2015$0.00$0.00$0.03$0.00$0.00$0.25$0.00$0.00$0.24$0.00$0.00$0.10$0.62
2014$0.12$0.00$0.00$0.31$0.00$0.00$0.26$0.00$0.00$0.73$1.43

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 FTSE EPRA/NAREIT Developed Markets Real Estate. 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 FTSE EPRA/NAREIT Developed Markets Real Estate was 72.26%, occurring on Mar 9, 2009. Recovery took 1318 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.26%Oct 3, 2007351Mar 9, 20091318Jun 5, 20141669
-42.79%Feb 18, 202025Mar 23, 2020291May 18, 2021316
-34.62%Jan 3, 2022198Oct 14, 2022
-16.62%Jan 28, 2015263Feb 11, 201697Jun 30, 2016360
-13.52%Aug 1, 201679Nov 18, 2016267Dec 13, 2017346

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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