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Inception Date
Oct 2, 2024
Leveraged
1x (No leverage)
Index Tracked
Bloomberg New Constructs Core Earnings Leaders Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$82M

Share Price Chart


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Performance

FTCE Performance Chart

First Trust New Constructs Core Earnings Leaders ETF (FTCE) is up 14.7% since the beginning of the year. FTCE is currently trading at $29 per share.


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S&P 500 Index

Returns By Period

First Trust New Constructs Core Earnings Leaders ETF (FTCE) has returned 14.69% so far this year and 37.80% over the past 12 months.


First Trust New Constructs Core Earnings Leaders ETF

1D
0.28%
1M
10.79%
YTD
14.69%
6M
15.43%
1Y
37.80%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTCE Monthly Returns History

Based on dividend-adjusted daily data since Oct 3, 2024, FTCE's average daily return is +0.09%, while the average monthly return is +1.86%. At this rate, an investment would double in approximately 3.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was May 2026 with a return of +10.9%, while the worst month was Mar 2026 at -4.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, FTCE closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.87%-1.89%-4.85%8.12%10.92%0.56%14.69%
20253.12%1.78%-4.56%-1.17%5.69%6.86%0.60%2.93%7.45%0.58%-0.02%0.83%26.14%
2024-0.87%4.96%-3.93%-0.04%

Benchmark Metrics

First Trust New Constructs Core Earnings Leaders ETF has an annualized alpha of 6.32%, beta of 0.93, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since October 04, 2024.

  • This ETF captured 114.41% of S&P 500 Index gains but only 86.00% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 6.32% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.93 and R2 of 0.87, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
6.32%
Beta
0.93
0.87
Upside Capture
114.41%
Downside Capture
86.00%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FTCE ranks 80 for risk / return — in the top 80% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FTCE Risk / Return Rank: 8080
Overall Rank
FTCE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FTCE Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTCE Omega Ratio Rank: 8383
Omega Ratio Rank
FTCE Calmar Ratio Rank: 7373
Calmar Ratio Rank
FTCE Martin Ratio Rank: 7474
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 New Constructs Core Earnings Leaders ETF (FTCE) and compare them to S&P 500 Index.


FTCEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.91

2.39

+0.53

Sortino ratio

Return per unit of downside risk

3.94

3.25

+0.69

Omega ratio

Gain probability vs. loss probability

1.51

1.43

+0.08

Calmar ratio

Return relative to maximum drawdown

3.74

3.11

+0.62

Martin ratio

Return relative to average drawdown

14.34

14.38

-0.04

Dividends

Dividend History

First Trust New Constructs Core Earnings Leaders ETF provided a 0.79% dividend yield over the last twelve months, with an annual payout of $0.22 per share.


0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.22$0.24$0.06

Dividend yield

0.79%0.96%0.28%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust New Constructs Core Earnings Leaders 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$0.06$0.00$0.00$0.11$0.00$0.00$0.04$0.00$0.00$0.03$0.24
2024$0.06$0.06

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 New Constructs Core Earnings Leaders 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 New Constructs Core Earnings Leaders ETF was 18.11%, occurring on Apr 8, 2025. Recovery took 44 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-18.11%Apr 2025
1mo 17d2mo 4d
3mo 21dFeb 2025 - Jun 2025
2026 correction2026
-10.16%Mar 2026
1mo 26d1mo 5d
3mo 1dJan 2026 - May 2026
2025 pullback2025
-5.59%Jan 2025
1mo 6d1mo 1d
2mo 7dDec 2024 - Feb 2025
2025 pullback2025
-5.24%Nov 2025
23d21d
1mo 14dOct 2025 - Dec 2025
2024 pullback2024
-4.26%Nov 2024
20d7d
27dOct 2024 - Nov 2024

Drawdown Indicators


FTCEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.11%

-56.78%

+38.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-9.10%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.50%

-10.72%

+8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

1.97%

+0.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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