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First Trust Dow Jones Global Select Dividend Index...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33734X2009

CUSIP

33734X200

Inception Date

Nov 21, 2007

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Dow Jones Global Select Dividend Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

FGD has an expense ratio of 0.59%, 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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S&P 500

Returns By Period

First Trust Dow Jones Global Select Dividend Index Fund (FGD) returned 19.22% year-to-date (YTD) and 20.36% over the past 12 months. Over the past 10 years, FGD returned 5.88% annually, underperforming the S&P 500 benchmark at 10.84%.


FGD

YTD

19.22%

1M

5.26%

6M

13.70%

1Y

20.36%

3Y*

8.16%

5Y*

14.63%

10Y*

5.88%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.52%2.86%3.64%3.31%5.60%19.22%
2024-0.99%0.45%2.93%-1.14%4.77%-2.98%4.62%3.54%2.16%-3.82%1.56%-4.94%5.71%
20237.78%-3.84%-2.45%2.22%-5.84%3.71%4.01%-4.13%-2.50%-2.70%6.89%6.04%8.21%
20222.51%-1.90%0.71%-5.37%3.34%-10.49%1.52%-4.21%-10.81%5.45%13.86%0.48%-7.24%
20211.19%7.65%5.75%2.70%5.03%-2.90%-0.58%1.20%-2.86%2.21%-4.58%5.06%20.83%
2020-2.73%-9.81%-25.06%7.66%3.38%3.13%0.67%3.81%-3.79%0.06%18.79%5.08%-5.23%
20197.09%1.79%-1.75%3.65%-5.92%4.26%-2.13%-3.15%6.07%4.21%1.63%4.04%20.63%
20185.09%-6.07%-1.14%2.50%-2.97%-0.80%2.87%-1.34%0.93%-5.94%0.89%-6.50%-12.50%
20173.29%0.72%1.66%1.22%1.66%0.94%2.57%-0.79%2.22%-0.39%1.09%2.44%17.87%
2016-3.03%0.52%6.91%3.12%-1.48%-0.77%3.68%0.70%1.89%-2.93%0.79%2.36%11.93%
20150.16%3.96%-3.98%4.08%-0.87%-4.12%-1.39%-6.45%-3.37%6.07%-1.44%-2.52%-10.15%
2014-4.02%5.61%1.88%3.82%1.16%1.56%-2.95%1.31%-6.37%1.09%-0.85%-3.39%-1.81%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, FGD is among the top 14% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FGD is 8686
Overall Rank
The Sharpe Ratio Rank of FGD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FGD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FGD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FGD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FGD is 8484
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 Dow Jones Global Select Dividend Index Fund (FGD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

First Trust Dow Jones Global Select Dividend Index Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.41
  • 5-Year: 0.88
  • 10-Year: 0.31
  • All Time: 0.19

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of First Trust Dow Jones Global Select Dividend Index Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

First Trust Dow Jones Global Select Dividend Index Fund provided a 5.28% dividend yield over the last twelve months, with an annual payout of $1.39 per share.


4.00%4.50%5.00%5.50%6.00%6.50%$0.00$0.50$1.00$1.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.39$1.31$1.43$1.26$1.34$1.35$1.30$1.28$1.06$1.02$1.10$1.31

Dividend yield

5.28%5.87%6.44%5.74%5.34%6.17%5.19%5.87%4.02%4.36%5.06%5.18%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Dow Jones Global Select Dividend Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.11$0.00$0.00$0.11
2024$0.00$0.00$0.02$0.00$0.00$0.55$0.00$0.00$0.36$0.00$0.00$0.38$1.31
2023$0.00$0.00$0.11$0.00$0.00$0.62$0.00$0.00$0.24$0.00$0.00$0.47$1.43
2022$0.00$0.00$0.10$0.00$0.00$0.44$0.00$0.00$0.34$0.00$0.00$0.39$1.26
2021$0.00$0.00$0.11$0.00$0.00$0.39$0.00$0.00$0.35$0.00$0.00$0.49$1.34
2020$0.00$0.00$0.47$0.00$0.00$0.29$0.00$0.00$0.24$0.00$0.00$0.35$1.35
2019$0.00$0.00$0.11$0.00$0.00$0.69$0.00$0.00$0.20$0.00$0.00$0.30$1.30
2018$0.00$0.00$0.10$0.00$0.00$0.53$0.00$0.00$0.23$0.00$0.00$0.41$1.28
2017$0.00$0.00$0.11$0.00$0.00$0.48$0.00$0.00$0.19$0.00$0.00$0.27$1.06
2016$0.00$0.00$0.13$0.00$0.00$0.47$0.00$0.00$0.19$0.00$0.00$0.23$1.02
2015$0.00$0.00$0.10$0.00$0.00$0.48$0.00$0.00$0.29$0.00$0.00$0.24$1.10
2014$0.12$0.00$0.00$0.54$0.00$0.00$0.25$0.00$0.00$0.40$1.31

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 Global Select Dividend Index Fund. 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 Global Select Dividend Index Fund was 68.05%, occurring on Mar 9, 2009. Recovery took 1032 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.05%Nov 30, 2007287Mar 9, 20091032Apr 25, 20131319
-44.84%Feb 13, 202027Mar 23, 2020204Jan 12, 2021231
-28.68%Feb 10, 2022169Oct 12, 2022398May 14, 2024567
-28.1%Jul 7, 2014389Jan 20, 2016377Jul 19, 2017766
-20.89%Jan 29, 2018229Dec 24, 2018285Feb 12, 2020514
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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