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First Trust Nasdaq Transportation ETF (FTXR)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US33738R7952
CUSIP
33738R795
Inception Date
Sep 20, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq U.S. Smart Transportation Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

First Trust Nasdaq Transportation ETF (FTXR) has returned -1.58% so far this year and 30.24% over the past 12 months.


First Trust Nasdaq Transportation ETF

1D
3.50%
1M
-9.61%
YTD
-1.58%
6M
9.31%
1Y
30.24%
3Y*
13.80%
5Y*
4.64%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 22, 2016, FTXR's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Aug 2020 with a return of +18.3%, while the worst month was Mar 2020 at -27.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FTXR closed higher 46% of trading days. The best single day was Mar 24, 2020 with a return of +16.2%, while the worst single day was Mar 18, 2020 at -13.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.02%5.70%-9.61%-1.58%
20252.49%-7.41%-8.66%-4.14%10.54%1.14%2.26%7.23%1.38%2.26%2.98%5.47%14.70%
2024-2.03%5.92%3.81%-5.43%0.16%0.95%1.82%0.45%2.48%2.19%11.90%-5.17%17.09%
202312.85%-0.60%-3.32%-3.58%-0.56%14.62%4.69%-5.70%-4.11%-10.39%9.88%8.85%20.93%
2022-6.60%-1.86%2.64%-10.62%-1.18%-10.82%12.80%-2.84%-15.43%11.90%6.54%-8.88%-25.38%
20211.40%6.47%8.68%1.03%3.64%-1.17%-4.80%-1.08%-3.46%10.38%-1.62%3.45%24.02%

Benchmark Metrics

First Trust Nasdaq Transportation ETF has an annualized alpha of -2.13%, beta of 1.00, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since September 23, 2016.

  • This ETF participated in 130.28% of S&P 500 Index downside but only 115.30% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.13% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.00 and R² of 0.55, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-2.13%
Beta
1.00
0.55
Upside Capture
115.30%
Downside Capture
130.28%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FTXR ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FTXR Risk / Return Rank: 6565
Overall Rank
FTXR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FTXR Sortino Ratio Rank: 6666
Sortino Ratio Rank
FTXR Omega Ratio Rank: 5858
Omega Ratio Rank
FTXR Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTXR Martin Ratio Rank: 6565
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 Transportation ETF (FTXR) and compare them to a chosen benchmark (S&P 500 Index).


FTXRBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.90

+0.22

Sortino ratio

Return per unit of downside risk

1.73

1.39

+0.34

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

2.00

1.40

+0.60

Martin ratio

Return relative to average drawdown

6.82

6.61

+0.21

Explore FTXR risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

First Trust Nasdaq Transportation ETF provided a 1.33% dividend yield over the last twelve months, with an annual payout of $0.51 per share.


0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.802016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.51$0.59$0.73$0.45$0.60$0.23$0.09$0.33$0.38$0.31$0.05

Dividend yield

1.33%1.52%2.13%1.50%2.38%0.67%0.33%1.34%1.74%1.18%0.24%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Nasdaq Transportation 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$0.03$0.03
2025$0.00$0.00$0.12$0.00$0.00$0.20$0.00$0.00$0.11$0.00$0.00$0.17$0.59
2024$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.13$0.00$0.00$0.40$0.73
2023$0.00$0.00$0.15$0.00$0.00$0.11$0.00$0.00$0.07$0.00$0.00$0.12$0.45
2022$0.00$0.00$0.20$0.00$0.00$0.14$0.00$0.00$0.10$0.00$0.00$0.17$0.60
2021$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.07$0.23

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 Transportation 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 Transportation ETF was 52.06%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.

The current First Trust Nasdaq Transportation ETF drawdown is 11.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.06%Jan 17, 2018549Mar 23, 2020168Nov 18, 2020717
-33.96%Jan 5, 2022186Sep 30, 2022528Nov 6, 2024714
-29.71%Nov 26, 202490Apr 8, 2025151Nov 12, 2025241
-14.49%Feb 19, 202628Mar 30, 2026
-12.39%Jun 4, 202175Sep 20, 202133Nov 4, 2021108

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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