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ISIN
US33738R8604
CUSIP
33738R860
Inception Date
Sep 20, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
NASDAQ US Banks Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$299M

Share Price Chart


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Performance

FTXO Performance Chart

First Trust Nasdaq Bank ETF (FTXO) is up 8.6% since the beginning of the year. FTXO is currently trading at $41 per share. Investors who bought $1,000 worth of FTXO shares 5 years ago would now be looking at an investment worth $1,513.


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S&P 500 Index

Returns By Period

First Trust Nasdaq Bank ETF (FTXO) has returned 8.60% so far this year and 32.49% over the past 12 months.


First Trust Nasdaq Bank ETF

1D
1.29%
1M
7.19%
YTD
8.60%
6M
6.28%
1Y
32.49%
3Y*
28.73%
5Y*
8.64%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXO Monthly Returns History

Based on dividend-adjusted daily data since Oct 7, 2016, FTXO's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Feb 2021 with a return of +19.5%, while the worst month was Mar 2020 at -30.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FTXO closed higher 51% of trading days. The best single day was Nov 9, 2020 with a return of +14.6%, while the worst single day was Mar 9, 2020 at -15.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.20%-3.81%-2.44%8.40%-2.47%7.10%8.60%
20257.49%-2.90%-8.08%-4.87%7.30%7.13%1.93%6.69%-0.40%-2.76%3.19%6.40%21.32%
2024-0.87%1.24%7.50%-4.59%3.29%0.08%11.42%0.84%-1.86%5.26%14.05%-8.37%29.05%
20239.73%-1.95%-24.04%0.54%-5.17%5.98%11.95%-9.04%-3.54%-5.39%15.11%13.28%0.05%
20223.32%2.48%-8.25%-10.01%4.41%-12.10%8.94%-0.88%-7.23%8.11%3.04%-8.33%-17.93%
20215.62%19.52%4.14%2.22%3.86%-5.84%-3.03%6.02%2.81%4.35%-3.35%0.32%40.53%

Benchmark Metrics

First Trust Nasdaq Bank ETF has an annualized alpha of -2.60%, beta of 1.15, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since October 07, 2016.

  • This ETF participated in 111.23% of S&P 500 Index downside but only 96.14% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.49 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
-2.60%
Beta
1.15
0.49
Upside Capture
96.14%
Downside Capture
111.23%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FTXO ranks 42 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FTXO Risk / Return Rank: 4242
Overall Rank
FTXO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FTXO Sortino Ratio Rank: 4343
Sortino Ratio Rank
FTXO Omega Ratio Rank: 4444
Omega Ratio Rank
FTXO Calmar Ratio Rank: 4040
Calmar Ratio Rank
FTXO Martin Ratio Rank: 3636
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 Bank ETF (FTXO) 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.


FTXOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

1.96

2.78

-0.83

Martin ratioReturn relative to average drawdown

5.40

12.44

-7.04

Dividends

Dividend History

First Trust Nasdaq Bank ETF provided a 1.65% dividend yield over the last twelve months, with an annual payout of $0.68 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.802016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.68$0.73$0.69$0.81$0.77$0.54$0.65$0.71$0.78$0.32$0.04

Dividend yield

1.65%1.92%2.18%3.20%2.94%1.64%2.74%2.53%3.51%1.09%0.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.07$0.00$0.00$0.00$0.07
2025$0.00$0.00$0.12$0.00$0.00$0.21$0.00$0.00$0.17$0.00$0.00$0.23$0.73
2024$0.00$0.00$0.11$0.00$0.00$0.22$0.00$0.00$0.18$0.00$0.00$0.19$0.69
2023$0.00$0.00$0.14$0.00$0.00$0.25$0.00$0.00$0.18$0.00$0.00$0.24$0.81
2022$0.00$0.00$0.13$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.00$0.24$0.77
2021$0.00$0.00$0.06$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.18$0.54

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 Bank 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 Bank ETF was 55.26%, occurring on Mar 23, 2020. Recovery took 230 trading sessions.

The current First Trust Nasdaq Bank ETF drawdown is 0.99%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-55.26%Mar 2020
2y 12d11mo 3d
2y 11moMar 2018 - Feb 2021
2023 bear market2023
-46.55%May 2023
1y 3mo1y 6mo
2y 9moJan 2022 - Nov 2024
2025 selloff2025
-25.84%Apr 2025
4mo 9d3mo
7mo 9dNov 2024 - Jul 2025
2026 correction2026
-16.69%Mar 2026
1mo 2d
4mo 14dFeb 2026 - now
2021 correction2021
-14.20%Jul 2021
1mo 17d2mo 10d
3mo 27dJun 2021 - Sep 2021

Drawdown Indicators


FTXOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.26%

-56.78%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-16.69%

-9.10%

-7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-25.84%

-18.90%

-6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-46.55%

-25.43%

-21.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.99%

-1.80%

+0.81%

Average Drawdown

Average peak-to-trough decline

-15.80%

-10.71%

-5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

2.03%

+4.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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