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First Trust Nasdaq Semiconductor ETF (FTXL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33738R8117

CUSIP

33738R811

Issuer

First Trust

Inception Date

Sep 20, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Nasdaq U.S. Smart Semiconductor Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

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:
FTXL vs. SMH FTXL vs. XSD FTXL vs. SOXS FTXL vs. XLK FTXL vs. VOO FTXL vs. PSI FTXL vs. NVDA FTXL vs. IVV FTXL vs. SOXL FTXL vs. ALB
Popular comparisons:
FTXL vs. SMH FTXL vs. XSD FTXL vs. SOXS FTXL vs. XLK FTXL vs. VOO FTXL vs. PSI FTXL vs. NVDA FTXL vs. IVV FTXL vs. SOXL FTXL vs. ALB

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-6.35%
11.19%
FTXL (First Trust Nasdaq Semiconductor ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Nasdaq Semiconductor ETF had a return of 7.29% year-to-date (YTD) and 18.72% in the last 12 months.


FTXL

YTD

7.29%

1M

-6.35%

6M

-6.35%

1Y

18.72%

5Y (annualized)

19.18%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.20%8.96%3.25%-4.45%8.67%6.36%-3.77%-2.85%0.02%-5.52%7.29%
202313.09%0.80%7.08%-7.33%10.02%7.90%5.86%-3.76%-6.57%-7.30%15.87%12.47%54.41%
2022-13.86%0.59%0.26%-13.81%4.38%-15.96%15.55%-9.92%-11.61%2.07%17.00%-8.37%-33.88%
20212.32%7.02%-1.26%-2.04%1.60%6.48%-1.19%1.99%-1.59%2.99%10.84%4.88%36.04%
2020-2.96%-7.57%-10.54%15.74%8.55%6.07%7.49%1.69%-0.52%1.28%18.11%5.03%46.08%
201913.86%7.20%1.32%8.25%-15.71%12.27%7.42%-5.02%5.14%6.71%3.25%8.04%61.77%
20186.65%1.39%-0.29%-7.79%12.36%-5.87%2.11%1.36%-7.23%-11.03%5.68%-9.91%-14.47%
20173.30%1.30%4.62%-0.50%4.95%-7.13%5.04%2.42%8.03%10.65%-3.04%-0.15%32.19%
20160.89%-1.48%8.74%5.90%14.48%

Expense Ratio

FTXL features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for FTXL: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTXL is 22, indicating that it is in the bottom 22% 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 FTXL is 2222
Combined Rank
The Sharpe Ratio Rank of FTXL is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXL is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FTXL is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FTXL is 3535
Calmar Ratio Rank
The Martin Ratio Rank of FTXL is 1919
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 Semiconductor ETF (FTXL) 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 FTXL, currently valued at 0.61, compared to the broader market0.002.004.006.000.612.54
The chart of Sortino ratio for FTXL, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.0012.001.023.40
The chart of Omega ratio for FTXL, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.47
The chart of Calmar ratio for FTXL, currently valued at 0.83, compared to the broader market0.005.0010.0015.000.833.66
The chart of Martin ratio for FTXL, currently valued at 2.10, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.1016.28
FTXL
^GSPC

The current First Trust Nasdaq Semiconductor ETF Sharpe ratio is 0.61. 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 Nasdaq Semiconductor 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.61
2.54
FTXL (First Trust Nasdaq Semiconductor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Nasdaq Semiconductor ETF provided a 0.54% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 2 consecutive years.


0.20%0.40%0.60%0.80%1.00%$0.00$0.10$0.20$0.30$0.40$0.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.47$0.49$0.47$0.20$0.29$0.38$0.18$0.14$0.03

Dividend yield

0.54%0.60%0.89%0.25%0.48%0.92%0.70%0.47%0.12%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Nasdaq Semiconductor 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$0.08$0.00$0.00$0.13$0.00$0.00$0.10$0.00$0.00$0.30
2023$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.13$0.00$0.00$0.17$0.49
2022$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.19$0.47
2021$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.11$0.20
2020$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.00$0.06$0.00$0.00$0.08$0.29
2019$0.00$0.00$0.05$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.10$0.38
2018$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.05$0.18
2017$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.03$0.14
2016$0.03$0.03

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.51%
-1.41%
FTXL (First Trust Nasdaq Semiconductor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Nasdaq Semiconductor 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 Semiconductor ETF was 43.87%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.

The current First Trust Nasdaq Semiconductor ETF drawdown is 18.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.87%Jan 4, 2022197Oct 14, 2022300Dec 26, 2023497
-35.44%Jan 24, 202036Mar 16, 202057Jun 5, 202093
-32.56%Mar 13, 2018199Dec 24, 201882Apr 24, 2019281
-24.97%Jul 11, 202420Aug 7, 2024
-18.16%Apr 25, 201923May 28, 201940Jul 24, 201963

Volatility

Volatility Chart

The current First Trust Nasdaq Semiconductor ETF volatility is 8.82%, 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.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.82%
4.07%
FTXL (First Trust Nasdaq Semiconductor ETF)
Benchmark (^GSPC)