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First Trust Innovation Leaders ETF (ILDR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33740F5659

CUSIP

33740F565

Inception Date

May 25, 2021

Region

Global (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Expense Ratio

ILDR has an expense ratio of 0.75%, 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.


Performance

Performance Chart


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Returns By Period

First Trust Innovation Leaders ETF (ILDR) returned -2.82% year-to-date (YTD) and 14.12% over the past 12 months.


ILDR

YTD

-2.82%

1M

12.63%

6M

-5.25%

1Y

14.12%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.05%-4.10%-10.18%3.41%2.87%-2.82%
20242.35%8.74%1.65%-6.21%3.30%8.50%-2.24%3.14%2.89%0.97%7.29%-3.26%29.31%
20239.84%-1.09%4.93%-1.60%7.93%5.96%3.86%-3.02%-6.11%-4.48%13.65%5.80%39.34%
2022-13.11%-2.00%2.78%-17.22%-5.49%-7.58%12.01%-0.91%-7.82%3.23%3.62%-6.07%-34.94%
20210.45%8.31%-0.24%4.16%-5.56%4.80%-3.39%-0.74%7.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ILDR is 59, 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 ILDR is 5959
Overall Rank
The Sharpe Ratio Rank of ILDR is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ILDR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ILDR is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ILDR is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ILDR is 5858
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 Innovation Leaders ETF (ILDR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

First Trust Innovation Leaders ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.50
  • All Time: 0.19

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of First Trust Innovation Leaders ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

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


0.00%0.05%0.10%0.15%$0.00$0.01$0.01$0.02$0.02$0.03$0.03$0.042021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.00$0.00$0.00$0.00$0.03

Dividend yield

0.00%0.00%0.00%0.00%0.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Innovation Leaders 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 Innovation Leaders ETF was 44.61%, occurring on Jun 16, 2022. Recovery took 513 trading sessions.

The current First Trust Innovation Leaders ETF drawdown is 11.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.61%Nov 18, 2021145Jun 16, 2022513Jul 3, 2024658
-26.43%Feb 19, 202535Apr 8, 2025
-13.41%Jul 17, 202414Aug 5, 202435Sep 24, 202449
-9.31%Sep 7, 202120Oct 4, 202123Nov 4, 202143
-6.17%Jan 24, 20252Jan 27, 202515Feb 18, 202517

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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