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First Trust Dividend Strength ETF (FTDS) Sharpe Ratio: 1.86

ETF · Currency in USD · Last updated Aug 2, 2026

FTDS is a passive ETF by First Trust tracking the investment results of the Dividend Strength Index. FTDS launched on Dec 5, 2006 and has a 0.70% expense ratio.

FTDS's Sharpe Ratio of 1.86 indicates that for each unit of volatility, it generates 1.86 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FTDS Sharpe Ratio Rank

FTDS Sharpe Ratio Rank: 80.781
Exceptional

FTDS ranks above 80.7% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

FTDS Sharpe Ratio Market Positioning

The chart shows FTDS's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.56 or lower
  • Yellow zone (middle 50%): 0.56 to 1.74
  • Green zone (top 25%): 1.74 or higher
  • Top 1%: 6.32+
  • Median: 1.25 — half of all investments score higher

How it compares to other similar ETFs

The table compares First Trust Dividend Strength ETF's Sharpe Ratio with other ETFs in the Mid Cap Blend Equities category across multiple time periods, showing how FTDS's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CTEFCastellan Targeted Equity ETF2.52
CPAICounterpoint Quantitative Equity ETF2.19
CSDInvesco S&P Spin-Off ETF2.12
LSAFLeaderShares AlphaFactor US Core Equity ETF2.03
ETHOAmplify Etho Climate Leadership U.S. ETF2.00
FDLSInspire Fidelis Multi Factor ETF2.00
SRHQSRH U.S. Quality ETF1.97
JPMEJPMorgan Diversified Return US Mid Cap Equity ETF1.94
OPTZOptimize Strategy Index ETF1.88
ONEOSPDR Russell 1000 Momentum Focus ETF1.88
FTDSFirst Trust Dividend Strength ETF1.86
Benchmark

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Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows FTDS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FTDS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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