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ISIN
US33738R6889
CUSIP
33738R688
Inception Date
Aug 23, 2013
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
S&P International Dividend Aristocrats Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$165M

Share Price Chart


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Performance

FID Performance Chart

First Trust S&P International Dividend Aristocrats ETF (FID) is up 9.1% since the beginning of the year. FID is currently trading at $22 per share. Investors who bought $1,000 worth of FID shares 5 years ago would now be looking at an investment worth $1,458.


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S&P 500 Index

Returns By Period

First Trust S&P International Dividend Aristocrats ETF (FID) has returned 9.08% so far this year and 22.92% over the past 12 months.


First Trust S&P International Dividend Aristocrats ETF

1D
0.47%
1M
2.45%
YTD
9.08%
6M
11.36%
1Y
22.92%
3Y*
17.77%
5Y*
7.84%
10Y*

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FID Monthly Returns History

Based on dividend-adjusted daily data since Aug 29, 2018, FID's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +15.8%, while the worst month was Mar 2020 at -22.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FID closed higher 52% of trading days. The best single day was Mar 2, 2022 with a return of +10.3%, while the worst single day was Mar 12, 2020 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.69%4.35%-6.49%4.70%2.25%-0.26%9.08%
2025-0.31%2.90%3.50%5.19%3.66%4.16%0.34%2.64%0.43%0.08%3.92%1.81%32.07%
2024-2.79%-0.45%2.45%-2.45%4.76%-1.47%4.13%4.58%3.25%-2.56%-0.06%-3.56%5.42%
20236.20%-4.00%0.69%2.48%-5.03%2.74%3.45%-3.39%-3.60%-2.59%7.55%6.10%9.92%
20220.75%-1.91%5.22%-7.34%1.82%-6.15%0.69%-4.73%-9.46%1.02%11.10%0.64%-9.69%
20210.74%3.42%4.26%2.62%4.20%-2.56%-0.66%0.58%-2.53%1.83%-4.15%4.95%12.90%

Benchmark Metrics

First Trust S&P International Dividend Aristocrats ETF has an annualized alpha of 0.38%, beta of 0.60, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since August 30, 2018.

  • This ETF participated in 79.37% of S&P 500 Index downside but only 63.05% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.60 may look defensive, but with R2 of 0.39 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 0.39 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
0.38%
Beta
0.60
0.39
Upside Capture
63.05%
Downside Capture
79.37%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FID ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FID Risk / Return Rank: 6464
Overall Rank
FID Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FID Sortino Ratio Rank: 7373
Sortino Ratio Rank
FID Omega Ratio Rank: 6868
Omega Ratio Rank
FID Calmar Ratio Rank: 5353
Calmar Ratio Rank
FID Martin Ratio Rank: 5454
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 S&P International Dividend Aristocrats ETF (FID) and compare them to S&P 500 Index.


FIDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

2.58

2.98

-0.41

Martin ratioReturn relative to average drawdown

9.00

13.78

-4.78

Dividends

Dividend History

First Trust S&P International Dividend Aristocrats ETF provided a 4.00% dividend yield over the last twelve months, with an annual payout of $0.90 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.8020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.90$0.88$0.70$0.68$0.65$0.67$0.64$0.68$0.28

Dividend yield

4.00%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust S&P International Dividend Aristocrats ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.00$0.00$0.00$0.05
2025$0.00$0.00$0.04$0.00$0.00$0.37$0.00$0.00$0.18$0.00$0.00$0.30$0.88
2024$0.00$0.00$0.03$0.00$0.00$0.34$0.00$0.00$0.12$0.00$0.00$0.22$0.70
2023$0.00$0.00$0.03$0.00$0.00$0.31$0.00$0.00$0.13$0.00$0.00$0.20$0.68
2022$0.00$0.00$0.01$0.00$0.00$0.31$0.00$0.00$0.13$0.00$0.00$0.20$0.65
2021$0.00$0.00$0.02$0.00$0.00$0.23$0.00$0.00$0.16$0.00$0.00$0.26$0.67

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 S&P International Dividend Aristocrats 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 S&P International Dividend Aristocrats ETF was 39.79%, occurring on Mar 23, 2020. Recovery took 247 trading sessions.

The current First Trust S&P International Dividend Aristocrats ETF drawdown is 0.64%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.79%Mar 2020
2mo 1d11mo 28d
1y 1moJan 2020 - Mar 2021
Bear market2022
-29.13%Oct 2022
9mo 3d1y 11mo
2y 8moJan 2022 - Sep 2024
Rate-hike selloffLate 2018
-11.33%Dec 2018
3mo 7d3mo 20d
6mo 27dSep 2018 - Apr 2019
2025 pullback2025
-9.61%Jan 2025
3mo 18d2mo 5d
5mo 23dSep 2024 - Mar 2025
2025 selloff2025
-9.34%Apr 2025
19d14d
1mo 3dMar 2025 - Apr 2025

Drawdown Indicators


FIDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.79%

-56.78%

+16.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-9.10%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

-18.90%

+7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-25.43%

-3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.64%

-0.33%

-0.31%

Average Drawdown

Average peak-to-trough decline

-8.47%

-10.72%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.97%

+0.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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