PortfoliosLab logo
First Trust Low Duration Strategic Focus ETF (LDSF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33740F8703

CUSIP

33740F870

Inception Date

Jan 3, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

LDSF has an expense ratio of 0.77%, placing it in the medium range.


Share Price Chart


Loading data...

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


Loading data...

Returns By Period

First Trust Low Duration Strategic Focus ETF (LDSF) returned 2.03% year-to-date (YTD) and 5.88% over the past 12 months.


LDSF

YTD

2.03%

1M

1.35%

6M

1.92%

1Y

5.88%

5Y*

2.07%

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 LDSF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.65%1.02%0.01%0.49%-0.16%2.03%
20240.44%-0.38%0.54%-0.89%1.11%0.56%1.45%1.12%1.10%-1.27%0.86%-0.49%4.20%
20231.80%-0.84%1.01%0.55%-0.15%-0.42%0.72%0.34%-0.57%-0.58%2.72%1.83%6.53%
2022-0.74%-0.44%-1.36%-0.86%-0.42%-1.89%1.89%-0.76%-2.15%-0.14%1.42%-0.08%-5.47%
2021-0.20%-0.39%-0.07%0.27%0.27%0.27%-0.05%0.00%-0.08%-0.34%-0.28%0.32%-0.28%
20200.69%0.13%-4.50%2.26%1.23%0.31%1.18%0.06%-0.19%-0.16%1.21%0.39%2.48%
20190.17%1.01%0.12%0.83%-0.05%0.59%0.52%0.39%0.32%-0.05%0.44%0.14%4.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 95, LDSF is among the top 5% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LDSF is 9595
Overall Rank
The Sharpe Ratio Rank of LDSF is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of LDSF is 9696
Sortino Ratio Rank
The Omega Ratio Rank of LDSF is 9595
Omega Ratio Rank
The Calmar Ratio Rank of LDSF is 9797
Calmar Ratio Rank
The Martin Ratio Rank of LDSF is 9393
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 Low Duration Strategic Focus ETF (LDSF) 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 Low Duration Strategic Focus ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 2.14
  • 5-Year: 0.66
  • All Time: 0.64

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 Low Duration Strategic Focus 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.


Loading data...

Dividends

Dividend History

First Trust Low Duration Strategic Focus ETF provided a 4.59% dividend yield over the last twelve months, with an annual payout of $0.87 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.80201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.87$0.85$0.77$0.48$0.39$0.54$0.63

Dividend yield

4.59%4.53%4.08%2.61%1.97%2.65%3.06%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.07$0.07$0.07$0.07$0.00$0.29
2024$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.08$0.07$0.07$0.07$0.07$0.85
2023$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.77
2022$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.05$0.05$0.04$0.05$0.06$0.48
2021$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.03$0.03$0.03$0.39
2020$0.04$0.04$0.04$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.12$0.54
2019$0.05$0.06$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.05$0.06$0.63

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Low Duration Strategic Focus 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 Low Duration Strategic Focus ETF was 8.56%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current First Trust Low Duration Strategic Focus ETF drawdown is 0.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.56%Mar 4, 202014Mar 23, 202094Aug 5, 2020108
-7.87%Jan 19, 2021444Oct 20, 2022296Dec 26, 2023740
-1.46%Oct 2, 202470Jan 13, 202527Feb 21, 202597
-1.33%Mar 28, 202413Apr 16, 202421May 15, 202434
-1.3%Apr 2, 20255Apr 8, 202512Apr 25, 202517

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...