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ISIN
US33738R4074
Inception Date
Jan 6, 2014
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
NASDAQ-100 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$896M

Share Price Chart


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Performance

FTQI Performance Chart

First Trust Nasdaq BuyWrite Income ETF (FTQI) is up 11.4% since the beginning of the year. FTQI is currently trading at $22 per share. Investors who bought $1,000 worth of FTQI shares 5 years ago would now be looking at an investment worth $1,736.


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S&P 500 Index

Returns By Period

First Trust Nasdaq BuyWrite Income ETF (FTQI) has returned 11.38% so far this year and 28.68% over the past 12 months. Over the last ten years, FTQI has returned 8.03% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.


First Trust Nasdaq BuyWrite Income ETF

1D
0.55%
1M
2.65%
YTD
11.38%
6M
11.27%
1Y
28.68%
3Y*
16.96%
5Y*
11.66%
10Y*
8.03%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.17%
YTD
8.39%
6M
8.57%
1Y
24.06%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTQI Monthly Returns History

Based on dividend-adjusted daily data since Jan 7, 2014, FTQI's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +7.6%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FTQI closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.16%-1.11%-1.40%7.59%4.21%0.73%11.38%
20252.10%-2.37%-6.37%0.05%3.42%3.35%2.65%1.74%3.83%2.80%0.40%0.88%12.68%
20241.45%3.33%1.81%-2.60%3.14%2.00%-0.14%1.21%2.24%-0.24%5.73%-0.75%18.30%
20237.33%-0.22%3.13%1.09%0.77%3.44%1.85%-0.78%-2.77%-0.54%6.29%2.29%23.63%
20220.00%1.48%3.87%-5.09%0.41%-5.89%7.51%-3.77%-9.29%4.19%2.01%-3.24%-8.77%
20211.44%0.30%2.30%1.29%3.18%-0.48%-1.94%1.60%1.27%0.99%-1.51%1.68%10.46%

Benchmark Metrics

First Trust Nasdaq BuyWrite Income ETF has an annualized alpha of 1.46%, beta of 0.49, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since January 07, 2014.

  • This ETF participated in 60.87% of S&P 500 Index downside but only 52.83% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.49 may look defensive, but with R2 of 0.40 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 0.40 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
1.46%
Beta
0.49
0.40
Upside Capture
52.83%
Downside Capture
60.87%

Expense Ratio

FTQI has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FTQI ranks 88 for risk / return — in the top 88% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FTQI Risk / Return Rank: 8888
Overall Rank
FTQI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTQI Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTQI Omega Ratio Rank: 8787
Omega Ratio Rank
FTQI Calmar Ratio Rank: 8686
Calmar Ratio Rank
FTQI Martin Ratio Rank: 9292
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 Nasdaq BuyWrite Income ETF (FTQI) 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.


FTQIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.52

1.35

+0.16

Calmar ratioReturn relative to maximum drawdown

4.62

2.66

+1.96

Martin ratioReturn relative to average drawdown

22.04

11.86

+10.17

Dividends

Dividend History

First Trust Nasdaq BuyWrite Income ETF provided a 10.90% dividend yield over the last twelve months, with an annual payout of $2.41 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.41$2.39$2.43$2.28$1.78$0.66$0.66$0.66$0.66$0.63$0.64$0.70

Dividend yield

10.90%11.46%11.66%11.49%9.85%3.05%3.27%2.95%3.27%2.74%3.02%3.54%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.21$0.21$0.21$0.20$0.20$0.00$1.02
2025$0.21$0.21$0.21$0.19$0.19$0.19$0.20$0.20$0.20$0.21$0.21$0.21$2.39
2024$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$2.43
2023$0.18$0.18$0.18$0.19$0.19$0.19$0.20$0.20$0.20$0.19$0.19$0.19$2.28
2022$0.06$0.06$0.06$0.06$0.21$0.21$0.20$0.20$0.20$0.18$0.18$0.18$1.78
2021$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.66

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 Nasdaq 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 Nasdaq BuyWrite Income ETF was 19.42%, occurring on Apr 8, 2025. Recovery took 83 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-19.42%Apr 2025
1mo 17d4mo 1d
5mo 18dFeb 2025 - Aug 2025
Bear market2022
-18.60%Oct 2022
5mo 26d9mo 1d
1y 2moApr 2022 - Jul 2023
COVID crash2020
-15.51%Mar 2020
2mo 2d1y 1mo
1y 3moJan 2020 - May 2021
Rate-hike selloffLate 2018
-15.20%Dec 2018
11mo 4d12mo 1d
1y 11moJan 2018 - Dec 2019
2016 correction2016
-13.45%Jan 2016
1mo 12d5mo 27d
7mo 9dDec 2015 - Jul 2016

Drawdown Indicators


FTQIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-56.78%

+37.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

-9.10%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-19.42%

-18.90%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-25.43%

+6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-33.92%

+14.50%

Current Drawdown

Current decline from peak

0.00%

-2.49%

+2.49%

Average Drawdown

Average peak-to-trough decline

-3.74%

-10.72%

+6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

2.03%

-0.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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