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Inception Date
Dec 8, 2017
Leveraged
1x (No leverage)
Index Tracked
StrataQuant Technology Index
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

FHQ.TO Performance Chart

First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO) is up 24.2% since the beginning of the year. FHQ.TO is currently trading at CA$137 per share. Investors who bought CA$1,000 worth of FHQ.TO shares 5 years ago would now be looking at an investment worth CA$1,856.


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S&P 500 Index

Returns By Period

First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO) has returned 24.19% so far this year and 33.63% over the past 12 months. Looking at the last ten years, FHQ.TO has achieved an annualized return of 19.80%, outperforming the S&P 500 Index benchmark, which averaged 14.32% per year.


First Trust AlphaDEX U.S. Technology Sector Index ETF

1D
0.39%
1M
-4.66%
6M
18.60%
YTD
24.19%
1Y
33.63%
3Y*
22.48%
5Y*
13.16%
10Y*
19.80%

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)

FHQ.TO Monthly Returns History

Based on dividend-adjusted daily data since Nov 13, 2014, FHQ.TO's average daily return is +0.07%, while the average monthly return is +1.48%. At this rate, an investment would double in approximately 3.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +18.2%, while the worst month was Jan 2022 at -16.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FHQ.TO closed higher 45% of trading days. The best single day was Mar 13, 2020 with a return of +8.0%, while the worst single day was Apr 4, 2025 at -13.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.46%-2.98%-5.47%18.18%13.51%5.55%-3.92%24.19%
20256.92%-9.38%-8.62%-1.25%7.28%6.92%4.26%-1.69%5.61%6.04%-6.41%0.62%8.42%
20243.69%4.52%-0.63%-3.40%-0.29%6.17%-0.32%-1.98%2.51%3.81%10.74%-0.79%25.83%
20238.04%3.32%2.61%-6.31%10.55%2.15%5.12%-0.40%-5.03%-3.58%11.68%5.18%36.49%
2022-16.73%1.91%-0.57%-7.26%-1.83%-7.34%7.67%-2.54%-6.88%5.09%2.21%-3.86%-28.18%
20210.07%3.66%-3.32%1.99%-0.20%5.91%1.69%4.05%-3.55%4.21%4.41%0.81%21.01%

Benchmark Metrics

First Trust AlphaDEX U.S. Technology Sector Index ETF has an annualized alpha of 10.59%, beta of 0.57, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since November 13, 2014.

  • This ETF captured 133.52% of S&P 500 Index gains and 121.30% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 0.57 may look defensive, but with R2 of 0.21 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 0.21 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
10.59%
Beta
0.57
0.21
Upside Capture
133.52%
Downside Capture
121.30%

Return for Risk

Risk / Return Rank

FHQ.TO ranks 50 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FHQ.TO Risk / Return Rank: 5050
Overall Rank
FHQ.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FHQ.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
FHQ.TO Omega Ratio Rank: 4848
Omega Ratio Rank
FHQ.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
FHQ.TO Martin Ratio Rank: 4949
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 AlphaDEX U.S. Technology Sector Index ETF (FHQ.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.


FHQ.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

2.44

2.67

-0.23

Martin ratioReturn relative to average drawdown

6.72

9.87

-3.15

Dividends

Dividend History

First Trust AlphaDEX U.S. Technology Sector Index ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of CA$0.00 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendCA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.97CA$0.29CA$0.24CA$0.28CA$0.29CA$0.34CA$0.11

Dividend yield

0.00%0.00%0.02%0.00%0.00%1.18%0.43%0.50%0.80%0.83%1.20%0.43%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust AlphaDEX U.S. Technology Sector Index 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$0.02CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.02
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$0.00CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.85CA$0.97

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 AlphaDEX U.S. Technology Sector Index 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 AlphaDEX U.S. Technology Sector Index ETF was 32.05%, occurring on Nov 4, 2022. Recovery took 302 trading sessions.

The current First Trust AlphaDEX U.S. Technology Sector Index ETF drawdown is 6.70%.


Drawdown

Fall

Recovery

Underwater

Related event

-32.05%Nov 2022
11mo 21d1y 2mo
2y 2moNov 2021 - Jan 2024
Bear market2022
-30.02%Mar 2020
25d1mo 26d
2mo 21dFeb 2020 - May 2020
COVID crash2020
-27.64%Apr 2025
2mo 4d5mo 5d
7mo 9dFeb 2025 - Sep 2025
2025 selloff2025
-23.70%Dec 2018
3mo 24d6mo 29d
10mo 23dSep 2018 - Jul 2019
Rate-hike selloffLate 2018
-19.65%Feb 2016
7mo 28d7mo 21d
1y 3moJun 2015 - Oct 2016

Drawdown Indicators


FHQ.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.05%

-48.87%

+16.82%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-9.17%

-4.96%

Max Drawdown (3Y)

Largest decline over 3 years

-27.64%

-19.59%

-8.05%

Max Drawdown (5Y)

Largest decline over 5 years

-32.05%

-23.14%

-8.91%

Max Drawdown (10Y)

Largest decline over 10 years

-32.05%

-27.97%

-4.08%

Current Drawdown

Current decline from peak

-6.70%

-0.82%

-5.88%

Average Drawdown

Average peak-to-trough decline

-7.63%

-9.63%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

2.47%

+2.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FHQ.TO

Add First Trust AlphaDEX U.S. Technology Sector Index ETF 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 FHQ.TO