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ISIN
US33733E7085
Inception Date
Dec 5, 2006
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dividend Strength Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$39M

Share Price Chart


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Performance

FTDS Performance Chart

First Trust Dividend Strength ETF (FTDS) is up 6.2% since the beginning of the year. FTDS is currently trading at $60 per share. Investors who bought $1,000 worth of FTDS shares 5 years ago would now be looking at an investment worth $1,380.


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S&P 500 Index

Returns By Period

First Trust Dividend Strength ETF (FTDS) has returned 6.18% so far this year and 18.57% over the past 12 months. Over the last ten years, FTDS has returned 10.96% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


First Trust Dividend Strength ETF

1D
0.40%
1M
-1.13%
YTD
6.18%
6M
4.93%
1Y
18.57%
3Y*
15.76%
5Y*
6.66%
10Y*
10.96%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTDS Monthly Returns History

Based on dividend-adjusted daily data since Apr 28, 2004, FTDS's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -21.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FTDS closed higher 46% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Dec 7, 2006 at -14.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.89%4.43%-2.93%3.14%-4.48%0.40%6.18%
20253.92%-0.76%-1.90%-3.04%3.11%2.95%1.58%5.41%-0.16%-2.68%3.38%1.46%13.64%
2024-1.26%3.09%6.90%-4.16%2.58%-0.91%5.70%1.69%-0.20%-0.48%6.35%-7.68%11.12%
20237.06%-2.28%-4.45%-1.86%-5.77%8.56%5.97%-3.14%-2.74%-2.93%7.51%6.88%11.75%
2022-8.22%2.25%4.40%-8.99%2.94%-10.95%8.47%-2.34%-8.95%9.19%5.56%-4.83%-13.54%
20212.63%5.84%3.30%4.10%1.57%-0.85%0.75%2.72%-3.99%5.75%-2.57%3.62%24.79%

Benchmark Metrics

First Trust Dividend Strength ETF has an annualized alpha of 1.08%, beta of 0.69, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since April 28, 2004.

  • This ETF participated in 103.79% of S&P 500 Index downside but only 92.31% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.69 may look defensive, but with R2 of 0.42 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.42 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.08%
Beta
0.69
0.42
Upside Capture
92.31%
Downside Capture
103.79%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FTDS ranks 46 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FTDS Risk / Return Rank: 4646
Overall Rank
FTDS Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FTDS Sortino Ratio Rank: 4444
Sortino Ratio Rank
FTDS Omega Ratio Rank: 4040
Omega Ratio Rank
FTDS Calmar Ratio Rank: 5959
Calmar Ratio Rank
FTDS Martin Ratio Rank: 4545
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 Dividend Strength ETF (FTDS) 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.


FTDSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.84

2.78

+0.05

Martin ratioReturn relative to average drawdown

7.28

12.44

-5.16

Dividends

Dividend History

First Trust Dividend Strength ETF provided a 1.66% dividend yield over the last twelve months, with an annual payout of $0.99 per share.


1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.99$0.90$1.04$1.00$0.98$0.36$0.40$0.41$0.33$0.26$0.35$0.23

Dividend yield

1.66%1.59%2.05%2.15%2.31%0.72%0.99%1.13%1.14%0.79%1.24%0.95%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Dividend Strength 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$0.31$0.00$0.00$0.00$0.31
2025$0.00$0.00$0.22$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.25$0.90
2024$0.00$0.00$0.19$0.00$0.00$0.27$0.00$0.00$0.23$0.00$0.00$0.34$1.04
2023$0.00$0.00$0.22$0.00$0.00$0.27$0.00$0.00$0.14$0.00$0.00$0.38$1.00
2022$0.00$0.00$0.14$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.38$0.98
2021$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.09$0.36

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 Dividend 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 Dividend Strength ETF was 56.53%, occurring on Mar 9, 2009. Recovery took 1012 trading sessions.

The current First Trust Dividend Strength ETF drawdown is 4.79%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.53%Mar 2009
3y 2mo4y 7d
7y 3moDec 2005 - Mar 2013
COVID crash2020
-42.47%Mar 2020
1mo 2d7mo 23d
8mo 25dFeb 2020 - Nov 2020
Bear market2022
-23.35%Sep 2022
10mo 17d1y 5mo
2y 4moNov 2021 - Mar 2024
Rate-hike selloffLate 2018
-22.60%Dec 2018
3mo 7d11mo 26d
1y 2moSep 2018 - Dec 2019
2016 bear market2016
-21.85%Feb 2016
1y 5mo9mo 10d
2y 2moSep 2014 - Nov 2016

Drawdown Indicators


FTDSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-56.78%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-9.10%

+2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-18.90%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-25.43%

+2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

-33.92%

-8.55%

Current Drawdown

Current decline from peak

-4.79%

-1.80%

-2.99%

Average Drawdown

Average peak-to-trough decline

-9.85%

-10.71%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.03%

+0.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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