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First Trust Nasdaq Retail ETF (FTXD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33738R8299

CUSIP

33738R829

Inception Date

Sep 20, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Nasdaq US Smart Retail TR

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FTXD has an expense ratio of 0.60%, placing it in the medium range.


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 Nasdaq Retail ETF

Popular comparisons:
FTXD vs. RTH
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Performance

Performance Chart


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S&P 500

Returns By Period


FTXD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.34%0.00%-1.34%
202311.53%-3.52%3.81%-2.88%-3.78%5.60%10.01%-6.37%-6.04%-5.99%12.00%6.93%20.12%
2022-3.86%-7.88%-4.00%-12.69%-6.12%-6.12%8.25%-3.59%-13.30%-4.08%20.95%-4.28%-34.27%
20214.77%0.46%6.72%0.60%4.30%2.70%0.03%5.67%-4.84%5.98%0.30%0.50%30.09%
2020-3.79%-7.68%-16.72%16.44%8.19%2.30%7.35%6.55%0.55%-4.18%10.76%-0.89%15.33%
20193.53%4.03%-0.81%2.25%-6.77%4.81%2.26%0.45%3.28%1.54%3.50%0.62%19.74%
20189.09%-4.56%-6.31%1.49%1.98%6.15%1.01%6.61%-0.48%-3.10%-3.62%-8.68%-2.03%
2017-6.78%5.29%-0.63%1.38%-1.79%-1.79%2.67%-3.41%4.76%-1.55%8.08%2.10%7.66%
2016-0.60%5.47%-2.55%2.16%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTXD is 49, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FTXD is 4949
Overall Rank
The Sharpe Ratio Rank of FTXD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FTXD is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FTXD is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FTXD is 9999
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 Nasdaq Retail ETF (FTXD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for First Trust Nasdaq Retail ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

First Trust Nasdaq Retail ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.14 per share.


0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.14$0.45$0.18$0.19$0.23$0.29$0.19$0.35$0.05

Dividend yield

0.00%1.58%0.76%0.53%0.82%1.16%0.89%1.65%0.23%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.14$0.14
2023$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.03$0.00$0.00$0.00$0.45
2022$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.03$0.18
2021$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.00$0.04$0.19
2020$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.03$0.00$0.00$0.07$0.23
2019$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.06$0.29
2018$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.07$0.19
2017$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.06$0.00$0.00$0.08$0.35
2016$0.05$0.05

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 Retail 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 Retail ETF was 47.88%, occurring on Nov 3, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.88%Nov 23, 2021239Nov 3, 2022
-33.11%Feb 21, 202020Mar 23, 202080Jul 21, 2020100
-21.02%Sep 13, 201866Dec 24, 2018215Nov 26, 2019281
-14.35%Jan 30, 201831Apr 2, 201836Aug 17, 201867
-12.15%Dec 15, 201611Jan 27, 201789Dec 6, 2017100
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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