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First Trust Global Engineering and Construction ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33736M1036
CUSIP33736M103
IssuerFirst Trust
Inception DateOct 13, 2008
RegionDeveloped Markets (Broad)
CategoryBuilding & Construction
Index TrackedISE Global Engineering & Construction Index
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

The First Trust Global Engineering and Construction ETF has a high expense ratio of 0.70%, indicating higher-than-average management fees.


Expense ratio chart for FLM: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

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.


First Trust Global Engineering and Construction ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Global Engineering and Construction ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarch
15.02%
21.14%
FLM (First Trust Global Engineering and Construction ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.84%
1 monthN/A-2.98%
6 monthsN/A22.02%
1 yearN/A24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.05%
2023-5.39%-2.66%9.63%5.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FLM is 80, placing it in the top 20% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FLM is 8080
First Trust Global Engineering and Construction ETF(FLM)
The Sharpe Ratio Rank of FLM is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of FLM is 7979Sortino Ratio Rank
The Omega Ratio Rank of FLM is 9898Omega Ratio Rank
The Calmar Ratio Rank of FLM is 5757Calmar Ratio Rank
The Martin Ratio Rank of FLM is 9696Martin 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 Global Engineering and Construction ETF (FLM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLM
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarch
1.37
2.21
FLM (First Trust Global Engineering and Construction ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Global Engineering and Construction ETF granted a 1.30% dividend yield in the last twelve months. The annual payout for that period amounted to $0.74 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.74$0.66$0.79$0.80$1.42$0.94$0.80$0.89$0.23$0.52$0.75$0.97

Dividend yield

1.30%1.16%1.64%1.46%2.88%1.84%1.74%1.49%0.46%1.17%1.66%1.89%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Global Engineering and Construction ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
2023$0.00$0.00$0.09$0.00$0.00$0.19$0.00$0.00$0.13$0.00$0.00$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.66$0.00$0.00$0.10$0.00$0.00$0.03
2021$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.14$0.00$0.00$0.27
2020$0.00$0.00$0.65$0.00$0.00$0.32$0.00$0.00$0.19$0.00$0.00$0.25
2019$0.00$0.00$0.02$0.00$0.00$0.61$0.00$0.00$0.13$0.00$0.00$0.17
2018$0.00$0.00$0.01$0.00$0.00$0.55$0.00$0.00$0.11$0.00$0.00$0.12
2017$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.08$0.00$0.00$0.38
2016$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.02$0.00$0.00$0.03
2015$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.03$0.00$0.00$0.10
2014$0.00$0.00$0.02$0.00$0.00$0.48$0.00$0.00$0.15$0.00$0.00$0.11
2013$0.66$0.00$0.00$0.12$0.00$0.00$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarch
-2.44%
-0.39%
FLM (First Trust Global Engineering and Construction ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Global Engineering and Construction 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 Global Engineering and Construction ETF was 50.07%, occurring on Mar 18, 2020. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.07%Jan 29, 2018528Mar 18, 2020
-33.44%May 2, 2011108Oct 3, 2011476Sep 16, 2013584
-30.86%Jan 7, 200938Mar 3, 200943May 4, 200981
-27.71%Jun 13, 2014309Jan 20, 2016200Feb 15, 2017509
-24.42%Nov 5, 200812Nov 20, 200811Dec 8, 200823

Volatility

Volatility Chart

The current First Trust Global Engineering and Construction ETF volatility is 1.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2024FebruaryMarch
1.41%
1.82%
FLM (First Trust Global Engineering and Construction ETF)
Benchmark (^GSPC)