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First Trust S-Network Global E-Commerce ETF (ISHP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33738R8299

Issuer

First Trust

Inception Date

Sep 20, 2016

Region

Global (Broad)

Leveraged

1x

Index Tracked

S-Network Global E-Commerce Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


Expense ratio chart for ISHP: 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%

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

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


60.00%80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
97.98%
174.82%
ISHP (First Trust S-Network Global E-Commerce ETF)
Benchmark (^GSPC)

Returns By Period

First Trust S-Network Global E-Commerce ETF had a return of 26.37% year-to-date (YTD) and 25.86% in the last 12 months.


ISHP

YTD

26.37%

1M

0.38%

6M

19.35%

1Y

25.86%

5Y*

8.79%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.34%4.83%3.56%-1.94%3.31%-0.33%0.57%4.34%9.27%3.23%5.24%26.37%
202311.53%-3.52%3.81%-2.88%-3.77%7.33%10.01%-6.37%-5.91%-5.99%12.00%6.93%22.24%
2022-3.86%-7.88%-3.88%-12.69%-6.12%-5.69%8.25%-3.59%-13.30%-4.08%20.95%-4.16%-33.79%
20214.77%0.46%6.72%0.60%4.30%2.70%0.03%5.67%-4.84%5.98%0.30%0.50%30.09%
2020-3.79%-7.68%-16.72%16.45%8.19%2.30%7.35%6.55%0.55%-4.18%10.76%-0.88%15.34%
20193.53%4.03%-0.81%2.25%-6.77%4.81%2.26%0.45%3.28%1.54%3.50%0.63%19.74%
20189.09%-4.56%-6.31%1.49%1.98%6.15%1.01%6.61%-0.48%-3.10%-3.62%-8.68%-2.04%
2017-6.78%5.29%-0.63%1.38%-1.79%-1.79%2.67%-3.41%4.76%-1.54%8.08%2.10%7.66%
2016-0.60%5.47%-2.55%2.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ISHP is 61, 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 ISHP is 6161
Overall Rank
The Sharpe Ratio Rank of ISHP is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ISHP is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ISHP is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ISHP is 4545
Calmar Ratio Rank
The Martin Ratio Rank of ISHP is 7070
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 S-Network Global E-Commerce ETF (ISHP) 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 ISHP, currently valued at 1.46, compared to the broader market0.002.004.001.461.90
The chart of Sortino ratio for ISHP, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.0010.002.032.54
The chart of Omega ratio for ISHP, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.35
The chart of Calmar ratio for ISHP, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.962.81
The chart of Martin ratio for ISHP, currently valued at 9.53, compared to the broader market0.0020.0040.0060.0080.00100.009.5312.39
ISHP
^GSPC

The current First Trust S-Network Global E-Commerce ETF Sharpe ratio is 1.46. 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 S-Network Global E-Commerce 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.46
1.90
ISHP (First Trust S-Network Global E-Commerce ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust S-Network Global E-Commerce ETF provided a 1.00% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.36$0.46$0.18$0.19$0.23$0.29$0.19$0.35$0.05

Dividend yield

1.00%1.58%0.76%0.52%0.82%1.16%0.89%1.64%0.23%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust S-Network Global E-Commerce 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$0.00$0.00$0.00$0.14$0.00$0.00$0.03$0.00$0.00$0.19$0.36
2023$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.03$0.00$0.00$0.00$0.46
2022$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.03$0.18
2021$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.00$0.04$0.19
2020$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.03$0.00$0.00$0.08$0.23
2019$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.07$0.29
2018$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.07$0.19
2017$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.06$0.00$0.00$0.08$0.35
2016$0.05$0.05

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%JulyAugustSeptemberOctoberNovemberDecember
-5.65%
-3.58%
ISHP (First Trust S-Network Global E-Commerce ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust S-Network Global E-Commerce 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 S-Network Global E-Commerce ETF was 47.57%, occurring on Nov 3, 2022. Recovery took 525 trading sessions.

The current First Trust S-Network Global E-Commerce ETF drawdown is 5.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.57%Nov 23, 2021239Nov 3, 2022525Dec 6, 2024764
-33.11%Feb 21, 202022Mar 23, 202083Jul 21, 2020105
-21.01%Sep 13, 201871Dec 24, 2018233Nov 26, 2019304
-14.36%Jan 30, 201843Apr 2, 201897Aug 17, 2018140
-12.15%Dec 15, 201629Jan 27, 2017217Dec 6, 2017246

Volatility

Volatility Chart

The current First Trust S-Network Global E-Commerce ETF volatility is 5.06%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.06%
3.64%
ISHP (First Trust S-Network Global E-Commerce ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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