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First Trust Indxx Global Natural Resources Income ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33734X8386

CUSIP

33734X838

Issuer

First Trust

Inception Date

Mar 11, 2010

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Indxx Global Natural Resources Income Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FTRI features an expense ratio of 0.70%, falling within the medium range.


Expense ratio chart for FTRI: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

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:
FTRI vs. COPX FTRI vs. SPY
Popular comparisons:
FTRI vs. COPX FTRI vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Indxx Global Natural Resources 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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.76%
8.53%
FTRI (First Trust Indxx Global Natural Resources Income ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Indxx Global Natural Resources Income ETF had a return of -4.94% year-to-date (YTD) and -4.02% in the last 12 months. Over the past 10 years, First Trust Indxx Global Natural Resources Income ETF had an annualized return of 0.86%, while the S&P 500 had an annualized return of 11.06%, indicating that First Trust Indxx Global Natural Resources Income ETF did not perform as well as the benchmark.


FTRI

YTD

-4.94%

1M

-7.66%

6M

-5.76%

1Y

-4.02%

5Y*

5.77%

10Y*

0.86%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.61%-0.08%7.47%0.44%3.32%-4.47%3.93%-0.45%1.72%-3.25%0.88%-4.94%
20237.37%-7.68%-1.21%-1.58%-9.36%8.64%7.83%-4.40%-1.36%-3.22%3.66%4.87%1.53%
20225.52%6.84%7.47%-5.49%2.17%-15.04%3.46%0.18%-8.36%4.33%12.69%-3.15%7.49%
2021-0.08%12.76%1.01%5.48%5.69%-0.92%-0.00%-1.69%-6.63%-0.23%-0.77%9.69%25.30%
2020-3.87%-10.97%-20.36%8.49%4.22%2.77%2.17%4.40%-5.03%-4.18%20.05%7.52%-0.78%
201910.39%2.78%0.54%0.42%-4.06%4.69%-2.05%-7.03%4.91%0.35%1.17%9.31%21.97%
20184.77%-3.01%-1.51%2.93%0.97%-2.39%3.24%-1.92%2.78%-5.42%-3.72%-4.75%-8.34%
2017-0.05%-2.39%0.64%1.87%-1.35%-1.66%4.37%0.87%3.46%2.54%-0.24%3.39%11.78%
2016-4.11%-0.32%9.49%10.42%-6.50%1.09%0.51%2.16%-0.15%0.14%3.80%4.89%22.11%
2015-16.07%18.03%-8.20%19.27%-9.39%-5.67%-18.07%-5.17%-15.82%17.46%-15.95%-9.09%-45.58%
2014-5.03%3.26%0.65%3.66%2.29%3.98%5.24%-6.05%-9.84%-6.94%-1.67%-5.81%-16.39%
20130.46%-9.38%-6.33%-7.46%-2.79%-12.33%1.12%5.49%3.44%1.95%-6.05%5.57%-24.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTRI is 9, meaning it’s performing worse than 91% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FTRI is 99
Overall Rank
The Sharpe Ratio Rank of FTRI is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FTRI is 99
Sortino Ratio Rank
The Omega Ratio Rank of FTRI is 99
Omega Ratio Rank
The Calmar Ratio Rank of FTRI is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FTRI is 88
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 Indxx Global Natural Resources Income ETF (FTRI) 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 FTRI, currently valued at -0.15, compared to the broader market0.002.004.00-0.152.10
The chart of Sortino ratio for FTRI, currently valued at -0.10, compared to the broader market-2.000.002.004.006.008.0010.00-0.102.80
The chart of Omega ratio for FTRI, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.39
The chart of Calmar ratio for FTRI, currently valued at -0.05, compared to the broader market0.005.0010.0015.00-0.053.09
The chart of Martin ratio for FTRI, currently valued at -0.52, compared to the broader market0.0020.0040.0060.0080.00100.00-0.5213.49
FTRI
^GSPC

The current First Trust Indxx Global Natural Resources Income ETF Sharpe ratio is -0.15. 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 Indxx Global Natural Resources 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.15
2.10
FTRI (First Trust Indxx Global Natural Resources Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Indxx Global Natural Resources Income ETF provided a 6.57% dividend yield over the last twelve months, with an annual payout of $0.78 per share.


2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.78$0.86$1.15$0.91$0.43$0.78$0.46$0.45$0.34$0.12$0.60$0.49

Dividend yield

6.57%6.57%8.37%6.59%3.63%6.27%4.24%3.60%2.96%1.21%3.30%2.19%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.06$0.00$0.00$0.19$0.00$0.00$0.16$0.00$0.00$0.11$0.52
2023$0.00$0.00$0.16$0.00$0.00$0.28$0.00$0.00$0.15$0.00$0.00$0.27$0.86
2022$0.00$0.00$0.24$0.00$0.00$0.28$0.00$0.00$0.45$0.00$0.00$0.19$1.15
2021$0.00$0.00$0.14$0.00$0.00$0.06$0.00$0.00$0.42$0.00$0.00$0.29$0.91
2020$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.07$0.43
2019$0.00$0.00$0.20$0.00$0.00$0.16$0.00$0.00$0.21$0.00$0.00$0.22$0.78
2018$0.00$0.00$0.06$0.00$0.00$0.16$0.00$0.00$0.11$0.00$0.00$0.13$0.46
2017$0.00$0.00$0.05$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.13$0.45
2016$0.00$0.00$0.01$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.09$0.34
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.09$0.12
2014$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.22$0.00$0.00$0.17$0.60
2013$0.05$0.00$0.00$0.21$0.00$0.00$0.20$0.00$0.00$0.03$0.49

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-53.49%
-2.62%
FTRI (First Trust Indxx Global Natural Resources Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Indxx Global Natural Resources 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 Indxx Global Natural Resources Income ETF was 79.58%, occurring on Jan 20, 2016. The portfolio has not yet recovered.

The current First Trust Indxx Global Natural Resources Income ETF drawdown is 53.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.58%Apr 11, 20111200Jan 20, 2016
-31.61%Apr 16, 201053Jun 30, 201062Sep 28, 2010115
-15.62%Feb 9, 201125Mar 16, 201114Apr 5, 201139
-8.66%Nov 12, 20103Nov 16, 201012Dec 3, 201015
-6.5%Oct 15, 20103Oct 19, 20104Oct 25, 20107

Volatility

Volatility Chart

The current First Trust Indxx Global Natural Resources Income ETF volatility is 5.51%, 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%JulyAugustSeptemberOctoberNovemberDecember
5.51%
3.79%
FTRI (First Trust Indxx Global Natural Resources 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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