- Issuer
- First Trust
- Inception Date
- Dec 15, 2020
- Region
- Global ex-U.S. (Broad)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- The International Developed Capital Strength Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Assets Under Management
- $216M
Share Price Chart
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Performance
FICS Performance Chart
First Trust International Developed Capital Strength ETF (FICS) is up 3.8% since the beginning of the year. FICS is currently trading at $41 per share. Investors who bought $1,000 worth of FICS shares 5 years ago would now be looking at an investment worth $1,311.
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Returns By Period
First Trust International Developed Capital Strength ETF (FICS) has returned 3.77% so far this year and 9.36% over the past 12 months.
First Trust International Developed Capital Strength ETF
- 1D
- -0.28%
- 1M
- 1.20%
- YTD
- 3.77%
- 6M
- 3.89%
- 1Y
- 9.36%
- 3Y*
- 10.94%
- 5Y*
- 5.56%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FICS Monthly Returns History
Based on dividend-adjusted daily data since Dec 16, 2020, FICS's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +10.1%, while the worst month was Jan 2022 at -8.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FICS closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was May 2, 2022 at -7.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.88% | 4.97% | -7.64% | 3.84% | 1.28% | 0.88% | 3.77% | ||||||
| 2025 | 4.34% | 2.58% | 1.22% | 5.49% | 3.09% | -0.03% | -3.31% | 1.57% | -1.07% | 0.40% | 2.13% | 2.65% | 20.44% |
| 2024 | -0.19% | 2.72% | 1.28% | -4.82% | 5.29% | -1.50% | 2.81% | 4.52% | 2.27% | -5.58% | 0.51% | -4.03% | 2.59% |
| 2023 | 7.61% | -4.21% | 5.86% | 2.90% | -3.33% | 4.19% | 0.45% | -2.81% | -4.95% | -1.86% | 7.97% | 6.18% | 18.07% |
| 2022 | -8.05% | -3.53% | 2.27% | -0.68% | -6.08% | -7.06% | 6.53% | -7.05% | -7.33% | 4.65% | 10.08% | -3.15% | -19.47% |
| 2021 | -1.36% | -0.02% | 3.48% | 4.47% | 4.11% | 1.47% | 2.68% | 2.05% | -5.65% | 4.34% | -2.15% | 5.36% | 19.78% |
Benchmark Metrics
First Trust International Developed Capital Strength ETF has an annualized alpha of 0.14%, beta of 0.61, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since December 16, 2020.
- This ETF participated in 79.30% of S&P 500 Index downside but only 62.33% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.61 may look defensive, but with R2 of 0.36 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 0.36 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.14%
- Beta
- 0.61
- R²
- 0.36
- Upside Capture
- 62.33%
- Downside Capture
- 79.30%
Expense Ratio
FICS has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FICS ranks 20 for risk / return — below 20% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust International Developed Capital Strength ETF (FICS) 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.
| FICS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.37 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.78 | -1.87 |
| Martin ratioReturn relative to average drawdown | 2.59 | 12.44 | -9.85 |
Dividends
Dividend History
First Trust International Developed Capital Strength ETF provided a 1.90% dividend yield over the last twelve months, with an annual payout of $0.79 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.79 | $0.74 | $0.68 | $0.34 | $0.55 | $0.46 |
Dividend yield | 1.90% | 1.85% | 2.01% | 1.02% | 1.89% | 1.26% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust International Developed Capital Strength 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 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.00 | $0.19 | ||||||
| 2025 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.03 | $0.74 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.19 | $0.68 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.34 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.08 | $0.55 |
| 2021 | $0.05 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.13 | $0.46 |
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 International Developed Capital Strength 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 International Developed Capital Strength ETF was 29.16%, occurring on Sep 27, 2022. Recovery took 425 trading sessions.
The current First Trust International Developed Capital Strength ETF drawdown is 2.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -29.16%Sep 2022 | 9mo 2d | 1y 8mo | 2y 5moDec 2021 - Jun 2024 |
2025 selloff2025 | -11.14%Apr 2025 | 28d | 15d | 1mo 13dMar 2025 - Apr 2025 |
2025 correction2025 | -10.88%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 |
2026 correction2026 | -10.32%Mar 2026 | 25d | — | 3mo 23dMar 2026 - now |
2021 pullback2021 | -7.83%Oct 2021 | 28d | 2mo 23d | 3mo 21dSep 2021 - Dec 2021 |
Drawdown Indicators
| FICS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.16% | -56.78% | +27.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -9.10% | -1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -18.90% | +7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.16% | -25.43% | -3.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.01% | -1.80% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -10.71% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 2.03% | +1.59% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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