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

ETF Info

ISIN

US33736M1036

CUSIP

33736M103

Inception Date

Oct 13, 2008

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

ISE Global Engineering & Construction Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

FLM has an expense ratio of 0.70%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FLM vs. VOO
Popular comparisons:

Performance

Performance Chart


Loading data...

S&P 500

Returns By Period


FLM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

1.00%

1M

12.45%

6M

0.40%

1Y

11.91%

3Y*

15.05%

5Y*

15.04%

10Y*

10.82%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.05%0.00%0.00%-1.05%
20235.29%-2.85%0.82%-0.01%-2.60%9.22%3.22%-2.18%-5.39%-2.66%9.63%5.39%17.87%
2022-2.80%0.26%2.11%-6.51%2.24%-8.01%5.58%-2.05%-11.20%8.77%6.04%-3.25%-10.33%
2021-0.94%5.92%7.30%2.79%0.22%-4.74%0.38%1.25%-1.66%2.69%-5.26%4.92%12.71%
2020-3.42%-8.71%-19.88%10.65%4.94%1.92%-2.59%8.32%-3.38%-1.76%15.53%3.90%0.51%
20197.43%3.29%-1.76%3.46%-8.72%7.00%-5.75%-3.51%3.94%2.90%1.10%4.14%12.81%
20184.84%-6.28%-2.80%4.42%-3.45%-1.48%1.93%-2.81%2.37%-11.59%-0.06%-7.91%-21.72%
20172.78%0.88%2.52%3.34%-1.44%2.69%1.23%0.09%3.46%2.22%1.88%1.32%22.96%
2016-5.29%0.86%11.06%1.93%0.21%-4.52%5.13%1.41%1.19%-1.78%3.26%0.30%13.54%
2015-4.58%7.84%-0.71%8.68%-1.46%-1.82%-1.61%-2.11%-6.04%7.66%-1.44%-4.07%-1.04%
2014-3.81%4.81%-0.05%0.74%1.46%0.11%-2.62%1.43%-6.62%-5.38%-1.99%1.02%-10.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLM is 73, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FLM is 7373
Overall Rank
The Sharpe Ratio Rank of FLM is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FLM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FLM is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FLM is 4747
Calmar Ratio Rank
The Martin Ratio Rank of FLM is 9595
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 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.


There isn't enough data available to calculate the Sharpe ratio for First Trust Global Engineering and Construction ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


Loading data...

Dividends

Dividend History

First Trust Global Engineering and Construction ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.22 per share.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.502014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.22$0.66$0.79$0.80$1.42$0.94$0.80$0.89$0.23$0.52$0.75

Dividend yield

0.00%1.16%1.64%1.46%2.88%1.84%1.74%1.49%0.46%1.17%1.66%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.16$0.22$0.37
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$0.66
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$0.79
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$0.80
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$1.42
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$0.94
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$0.80
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$0.89
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$0.23
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$0.52
2014$0.02$0.00$0.00$0.48$0.00$0.00$0.15$0.00$0.00$0.11$0.75

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.


Loading data...

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 chart below shows the rolling one-month volatility.


Loading data...