- ISIN
- US33733E1047
- CUSIP
- 33733E104
- Issuer
- First Trust
- Inception Date
- Jul 6, 2006
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- The Capital Strength Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $8B
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
FTCS Performance Chart
First Trust Capital Strength ETF (FTCS) is up 0.6% since the beginning of the year. FTCS is currently trading at $93 per share. Investors who bought $1,000 worth of FTCS shares 5 years ago would now be looking at an investment worth $1,326.
Loading charts...
Returns By Period
First Trust Capital Strength ETF (FTCS) has returned 0.55% so far this year and 5.44% over the past 12 months. Over the last ten years, FTCS has returned 10.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
First Trust Capital Strength ETF
- 1D
- -0.25%
- 1M
- -1.88%
- YTD
- 0.55%
- 6M
- -0.32%
- 1Y
- 5.44%
- 3Y*
- 9.28%
- 5Y*
- 5.80%
- 10Y*
- 10.41%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FTCS Monthly Returns History
Based on dividend-adjusted daily data since Jul 11, 2006, FTCS's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 63% of months were positive and 38% were negative. The best month was Oct 2011 with a return of +14.4%, while the worst month was Oct 2008 at -18.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, FTCS closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +13.5%, while the worst single day was Nov 20, 2008 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.59% | 2.67% | -6.34% | 1.12% | -0.59% | -0.56% | 0.55% | ||||||
| 2025 | 2.80% | 1.17% | -1.62% | -1.43% | 2.93% | 0.19% | -0.08% | 2.55% | 0.81% | -2.53% | 1.56% | 0.09% | 6.46% |
| 2024 | 1.16% | 3.40% | 2.57% | -4.72% | 2.43% | 0.88% | 3.82% | 3.98% | 0.37% | -1.85% | 5.51% | -6.19% | 11.19% |
| 2023 | 0.93% | -4.03% | 0.89% | 0.81% | -3.13% | 5.74% | 1.90% | -0.38% | -3.12% | -1.24% | 6.70% | 3.72% | 8.48% |
| 2022 | -7.03% | -3.82% | 3.69% | -5.31% | -0.20% | -5.13% | 5.56% | -3.73% | -6.19% | 11.11% | 6.26% | -4.05% | -10.22% |
| 2021 | -2.80% | 1.36% | 6.87% | 4.50% | 1.72% | 0.65% | 3.24% | 1.96% | -5.73% | 6.88% | -1.86% | 8.10% | 26.75% |
Benchmark Metrics
First Trust Capital Strength ETF has an annualized alpha of 1.47%, beta of 0.88, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since July 11, 2006.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.81%) than losses (94.52%) - typical of diversified or defensive assets.
- With beta of 0.88 and R2 of 0.81, 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
- 1.47%
- Beta
- 0.88
- R²
- 0.81
- Upside Capture
- 95.81%
- Downside Capture
- 94.52%
Expense Ratio
FTCS has an expense ratio of 0.53%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FTCS ranks 16 for risk / return — in the bottom 16% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTCS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.37 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.78 | -2.08 |
| Martin ratioReturn relative to average drawdown | 1.63 | 12.44 | -10.81 |
Dividends
Dividend History
First Trust Capital Strength ETF provided a 1.12% dividend yield over the last twelve months, with an annual payout of $1.03 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.03 | $0.96 | $1.17 | $1.18 | $0.92 | $0.89 | $0.63 | $0.76 | $0.61 | $0.59 | $0.58 | $0.57 |
Dividend yield | 1.12% | 1.04% | 1.33% | 1.47% | 1.23% | 1.06% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Capital Strength ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.00 | $0.29 | ||||||
| 2025 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.96 |
| 2024 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.40 | $1.17 |
| 2023 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.43 | $1.18 |
| 2022 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.29 | $0.92 |
| 2021 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.28 | $0.89 |
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 charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Capital Strength 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 Capital Strength ETF was 53.64%, occurring on Nov 20, 2008. Recovery took 560 trading sessions.
The current First Trust Capital Strength ETF drawdown is 6.45%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.64%Nov 2008 | 1y 4mo | 2y 2mo | 3y 7moJul 2007 - Feb 2011 |
COVID crash2020 | -31.93%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 |
2011 bear market2011 | -24.49%Oct 2011 | 5mo 3d | 5mo 12d | 10mo 15dMay 2011 - Mar 2012 |
Bear market2022 | -20.93%Sep 2022 | 9mo 4d | 1y 4mo | 2y 1moDec 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -18.64%Dec 2018 | 3mo 1d | 3mo 23d | 6mo 24dSep 2018 - Apr 2019 |
Drawdown Indicators
| FTCS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.64% | -56.78% | +3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -9.10% | +1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -12.62% | -18.90% | +6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | -25.43% | +4.50% |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | -33.92% | +1.99% |
Current DrawdownCurrent decline from peak | -6.45% | -1.80% | -4.65% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -10.71% | +3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.03% | +1.31% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with FTCS
Add First Trust Capital Strength ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with FTCS