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First Trust BuyWrite Income ETF (FTHI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33738R3084
CUSIP33738R308
IssuerFirst Trust
Inception DateJan 6, 2014
RegionNorth America (U.S.)
CategoryActively Managed, Derivative Income
Index TrackedNo Index (Active)
Distribution PolicyDistributing
Home Pagewww.ftportfolios.com
Asset ClassAlternatives

Expense Ratio

The First Trust BuyWrite Income ETF has a high expense ratio of 0.85%, indicating higher-than-average management fees.


Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

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 BuyWrite Income ETF

Popular comparisons: FTHI vs. JEPI, FTHI vs. AIT, FTHI vs. EPI, FTHI vs. FZFLX, FTHI vs. QCLR, FTHI vs. SPY, FTHI vs. RSP, FTHI vs. VOO, FTHI vs. JEPQ, FTHI vs. FTCS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust BuyWrite Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2024FebruaryMarchApril
92.55%
177.49%
FTHI (First Trust BuyWrite Income ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust BuyWrite Income ETF had a return of 6.27% year-to-date (YTD) and 18.93% in the last 12 months. Over the past 10 years, First Trust BuyWrite Income ETF had an annualized return of 7.05%, while the S&P 500 had an annualized return of 10.52%, indicating that First Trust BuyWrite Income ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.27%6.92%
1 month-0.98%-2.83%
6 months17.25%23.86%
1 year18.93%23.33%
5 years (annualized)6.65%11.66%
10 years (annualized)7.05%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.97%2.92%2.45%
2023-2.48%-1.61%5.93%2.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FTHI is 95, placing it in the top 5% 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 FTHI is 9595
First Trust BuyWrite Income ETF(FTHI)
The Sharpe Ratio Rank of FTHI is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 9696Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 9595Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 9797Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 9393Martin 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 BuyWrite Income ETF (FTHI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FTHI
Sharpe ratio
The chart of Sharpe ratio for FTHI, currently valued at 2.59, compared to the broader market-1.000.001.002.003.004.002.59
Sortino ratio
The chart of Sortino ratio for FTHI, currently valued at 3.82, compared to the broader market-2.000.002.004.006.008.003.82
Omega ratio
The chart of Omega ratio for FTHI, currently valued at 1.48, compared to the broader market0.501.001.502.002.501.48
Calmar ratio
The chart of Calmar ratio for FTHI, currently valued at 3.50, compared to the broader market0.002.004.006.008.0010.0012.003.50
Martin ratio
The chart of Martin ratio for FTHI, currently valued at 14.20, compared to the broader market0.0020.0040.0060.0014.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current First Trust BuyWrite Income ETF Sharpe ratio is 2.59. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.59
2.19
FTHI (First Trust BuyWrite Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust BuyWrite Income ETF granted a 8.52% dividend yield in the last twelve months. The annual payout for that period amounted to $1.88 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$1.88$1.82$1.75$0.96$0.96$0.96$0.96$0.93$0.94$1.00$0.81

Dividend yield

8.52%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust BuyWrite Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.16$0.16$0.16
2023$0.15$0.15$0.15$0.15$0.15$0.15$0.16$0.16$0.16$0.15$0.15$0.15
2022$0.08$0.15$0.15$0.17$0.17$0.17$0.15$0.15$0.15$0.14$0.14$0.14
2021$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08
2020$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08
2019$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08
2018$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08
2017$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08
2016$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08
2015$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.08$0.08$0.08$0.08
2014$0.07$0.06$0.01$0.08$0.09$0.09$0.08$0.09$0.08$0.09$0.09

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.16%
-2.94%
FTHI (First Trust BuyWrite Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust BuyWrite Income 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 BuyWrite Income ETF was 32.65%, occurring on Mar 23, 2020. Recovery took 280 trading sessions.

The current First Trust BuyWrite Income ETF drawdown is 1.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.65%Feb 20, 202023Mar 23, 2020280May 3, 2021303
-17.17%Aug 30, 201880Dec 24, 2018132Jul 5, 2019212
-16.7%Apr 21, 2022113Sep 30, 2022175Jun 13, 2023288
-15.1%Sep 18, 201568Jan 20, 201683Jul 20, 2016151
-11.12%Jun 1, 201552Aug 24, 201516Sep 16, 201568

Volatility

Volatility Chart

The current First Trust BuyWrite Income ETF volatility is 2.54%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.54%
3.65%
FTHI (First Trust BuyWrite Income ETF)
Benchmark (^GSPC)