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First Trust Nasdaq Bank ETF (FTXO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33738R8604
CUSIP33738R860
IssuerFirst Trust
Inception DateSep 20, 2016
RegionNorth America (U.S.)
CategoryFinancials Equities
Index TrackedNASDAQ US Banks Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The First Trust Nasdaq Bank ETF has a high expense ratio of 0.60%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with FTXO

First Trust Nasdaq Bank ETF

Popular comparisons: FTXO vs. IYF, FTXO vs. IYG, FTXO vs. XLF, FTXO vs. KBWB

Performance

Performance Chart

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


20.00%40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2024FebruaryMarch
58.61%
142.57%
FTXO (First Trust Nasdaq Bank ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Nasdaq Bank ETF had a return of 6.97% year-to-date (YTD) and 32.45% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.97%10.04%
1 month8.17%3.53%
6 months33.96%22.79%
1 year32.45%32.16%
5 years (annualized)5.03%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.87%1.24%
2023-9.04%-3.54%-5.39%15.11%13.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for First Trust Nasdaq Bank ETF (FTXO) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FTXO
First Trust Nasdaq Bank ETF
1.31
^GSPC
S&P 500
2.76

Sharpe Ratio

The current First Trust Nasdaq Bank ETF Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.31
2.76
FTXO (First Trust Nasdaq Bank ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Nasdaq Bank ETF granted a 2.86% dividend yield in the last twelve months. The annual payout for that period amounted to $0.77 per share.


PeriodTTM20232022202120202019201820172016
Dividend$0.77$0.81$0.77$0.54$0.65$0.71$0.78$0.32$0.04

Dividend yield

2.86%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
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
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
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
2020$0.00$0.00$0.12$0.00$0.00$0.21$0.00$0.00$0.15$0.00$0.00$0.18
2019$0.00$0.00$0.10$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.00$0.22
2018$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.13$0.00$0.00$0.48
2017$0.00$0.00$0.01$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.12
2016$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-22.04%
0
FTXO (First Trust Nasdaq Bank ETF)
Benchmark (^GSPC)

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 22.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.26%Mar 12, 2018512Mar 23, 2020230Feb 19, 2021742
-46.55%Jan 18, 2022326May 4, 2023
-14.2%Jun 2, 202133Jul 19, 202149Sep 27, 202182
-12.81%Mar 2, 201731Apr 13, 2017136Oct 26, 2017167
-11.3%Oct 25, 202140Dec 20, 202112Jan 6, 202252

Volatility

Volatility Chart

The current First Trust Nasdaq Bank ETF volatility is 5.65%, 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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
5.65%
2.82%
FTXO (First Trust Nasdaq Bank ETF)
Benchmark (^GSPC)