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First Trust Alerian Disruptive Technology Real Est...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE000RN036E0
WKNA3DGK2
IssuerFirst Trust
Inception DateMar 31, 2022
CategoryREIT
Index TrackedAlerian Disruptive Technology Real Estate
DomicileIreland
Distribution PolicyAccumulating
Asset ClassReal Estate

Expense Ratio

FTGT.DE has a high expense ratio of 0.60%, indicating higher-than-average management fees.


Expense ratio chart for FTGT.DE: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%December2024FebruaryMarchAprilMay
-26.80%
15.91%
FTGT.DE (First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc had a return of -11.96% year-to-date (YTD) and -1.25% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-11.96%6.17%
1 month-7.20%-2.72%
6 months-2.17%17.29%
1 year-1.25%23.80%
5 years (annualized)N/A11.47%
10 years (annualized)N/A10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.21%-1.80%1.15%-9.22%
2023-4.48%9.37%5.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTGT.DE is 10, indicating that it is in the bottom 10% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FTGT.DE is 1010
First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc(FTGT.DE)
The Sharpe Ratio Rank of FTGT.DE is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of FTGT.DE is 1111Sortino Ratio Rank
The Omega Ratio Rank of FTGT.DE is 1111Omega Ratio Rank
The Calmar Ratio Rank of FTGT.DE is 1010Calmar Ratio Rank
The Martin Ratio Rank of FTGT.DE is 77Martin 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 Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FTGT.DE
Sharpe ratio
The chart of Sharpe ratio for FTGT.DE, currently valued at -0.21, compared to the broader market-1.000.001.002.003.004.005.00-0.21
Sortino ratio
The chart of Sortino ratio for FTGT.DE, currently valued at -0.18, compared to the broader market-2.000.002.004.006.008.00-0.18
Omega ratio
The chart of Omega ratio for FTGT.DE, currently valued at 0.98, compared to the broader market0.501.001.502.002.500.98
Calmar ratio
The chart of Calmar ratio for FTGT.DE, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.11
Martin ratio
The chart of Martin ratio for FTGT.DE, currently valued at -0.73, compared to the broader market0.0020.0040.0060.0080.00-0.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.0014.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0020.0040.0060.0080.007.61

Sharpe Ratio

The current First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc Sharpe ratio is -0.21. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.21
2.33
FTGT.DE (First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-28.22%
-3.27%
FTGT.DE (First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc. 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 Alerian Disruptive Technology Real Estate UCITS ETF Acc was 31.66%, occurring on Oct 23, 2023. The portfolio has not yet recovered.

The current First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc drawdown is 28.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.66%Apr 22, 2022388Oct 23, 2023

Volatility

Volatility Chart

The current First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc volatility is 4.45%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.45%
3.72%
FTGT.DE (First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc)
Benchmark (^GSPC)