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

ETF Info

ISIN

US33738R3084

CUSIP

33738R308

Issuer

First Trust

Inception Date

Jan 6, 2014

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Distribution Policy

Distributing

Asset Class

Alternatives

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.


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

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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.10%
13.49%
FTHI (First Trust BuyWrite Income ETF)
Benchmark (^GSPC)

Returns By Period

First Trust BuyWrite Income ETF had a return of 20.02% year-to-date (YTD) and 23.36% in the last 12 months. Over the past 10 years, First Trust BuyWrite Income ETF had an annualized return of 7.80%, while the S&P 500 had an annualized return of 11.31%, indicating that First Trust BuyWrite Income ETF did not perform as well as the benchmark.


FTHI

YTD

20.02%

1M

3.25%

6M

10.10%

1Y

23.36%

5Y (annualized)

8.15%

10Y (annualized)

7.80%

^GSPC (Benchmark)

YTD

26.24%

1M

3.68%

6M

13.49%

1Y

32.33%

5Y (annualized)

13.85%

10Y (annualized)

11.31%

Monthly Returns

The table below presents the monthly returns of FTHI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.97%2.92%2.45%-2.28%3.57%1.06%1.59%1.50%1.57%0.22%20.02%
20235.67%-0.81%1.70%1.75%0.99%3.74%2.09%-0.23%-2.48%-1.61%5.93%2.63%20.72%
20220.09%0.82%5.01%-5.92%2.98%-7.53%6.53%-3.54%-8.36%6.62%3.78%-3.34%-4.37%
20210.54%1.33%3.85%1.55%3.32%0.17%-2.26%2.08%-0.90%3.18%-1.55%2.04%13.95%
2020-1.30%-8.59%-15.24%9.90%1.77%2.31%2.90%-0.08%-3.05%-2.21%5.56%3.15%-7.11%
20196.01%2.62%0.12%2.56%-3.47%5.00%0.54%-0.60%1.81%0.95%0.69%0.88%18.13%
20181.45%-4.08%-0.89%-0.65%2.17%1.75%1.49%2.53%-0.43%-5.32%0.37%-7.96%-9.72%
20170.08%0.88%-0.01%0.93%0.61%2.14%1.18%0.63%2.29%2.04%1.49%1.30%14.41%
2016-6.31%2.46%4.79%-1.85%2.21%0.03%4.49%-1.08%2.51%-4.02%7.01%1.07%11.03%
2015-0.56%3.56%-0.92%-1.06%5.08%-3.78%1.10%-4.89%-1.95%6.20%1.74%-1.37%2.57%
2014-3.59%3.24%1.06%0.57%1.51%1.73%-2.39%2.46%-0.17%0.92%1.25%0.12%6.70%

Expense Ratio

FTHI features an expense ratio of 0.85%, falling within the medium range.


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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FTHI is 87, placing it in the top 13% of ETFs on our website 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 8787
Overall Rank
The Sharpe Ratio Rank of FTHI is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 9393
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for FTHI, currently valued at 2.82, compared to the broader market-2.000.002.004.002.822.64
The chart of Sortino ratio for FTHI, currently valued at 3.81, compared to the broader market-2.000.002.004.006.008.0010.0012.003.813.51
The chart of Omega ratio for FTHI, currently valued at 1.60, compared to the broader market0.501.001.502.002.503.001.601.49
The chart of Calmar ratio for FTHI, currently valued at 4.03, compared to the broader market0.005.0010.0015.004.033.81
The chart of Martin ratio for FTHI, currently valued at 22.66, compared to the broader market0.0020.0040.0060.0080.00100.0022.6616.91
FTHI
^GSPC

The current First Trust BuyWrite Income ETF Sharpe ratio is 2.82. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust BuyWrite Income ETF 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.82
2.64
FTHI (First Trust BuyWrite Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust BuyWrite Income ETF provided a 7.61% dividend yield over the last twelve months, with an annual payout of $1.81 per share. The fund has been increasing its distributions for 6 consecutive years.


4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.50$1.00$1.50$2.002014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$1.81$1.82$1.75$0.96$0.96$0.96$0.96$0.94$0.94$1.00$0.81

Dividend yield

7.61%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.16$0.16$0.16$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.00$1.66
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$1.82
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$1.75
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$0.96
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$0.96
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$0.96
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$0.96
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$0.94
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$0.94
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$1.00
2014$0.07$0.06$0.01$0.08$0.09$0.09$0.08$0.09$0.08$0.09$0.09$0.81

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.21%
0
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 0.21%.


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 3.10%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
3.10%
3.99%
FTHI (First Trust BuyWrite Income ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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