PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
First Trust Global Engineering and Construction ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33736M1036

CUSIP

33736M103

Issuer

First Trust

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 features an expense ratio of 0.70%, falling within the medium range.


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


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:
FLM vs. VOO

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.


FLM (First Trust Global Engineering and Construction ETF)
Benchmark (^GSPC)

Returns By Period


FLM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.66%

1M

-3.44%

6M

3.10%

1Y

22.14%

5Y*

12.04%

10Y*

11.24%

*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%-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.


Sharpe ratio
No data
FLM
^GSPC

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


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

Dividends

Dividend History

First Trust Global Engineering and Construction ETF provided a 0.66% dividend yield over the last twelve months, with an annual payout of $0.37 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$0.37$0.66$0.79$0.80$1.42$0.94$0.80$0.89$0.23$0.52$0.75

Dividend yield

0.66%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.


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 0.75%, 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.


FLM (First Trust Global Engineering and Construction ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab