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ISIN
US33738R6392
Inception Date
Jun 22, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Indxx Global Medical Equipment Index
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$3M

Highlights

Avg. Volume (1M)
6K
Avg. Volume Value (1M)
$110.14K

Share Price Chart


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Performance

MDEV Performance Chart

First Trust Indxx Medical Devices ETF (MDEV) is down 3.4% since the beginning of the year. MDEV is currently trading at $20 per share. Investors who bought $1,000 worth of MDEV shares 5 years ago would now be looking at an investment worth $761.


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Benchmark

Compare this symbol against anything

Returns By Period

First Trust Indxx Medical Devices ETF (MDEV) has returned -3.39% so far this year and 2.88% over the past 12 months.


First Trust Indxx Medical Devices ETF

1D
0.39%
1M
2.37%
6M
-2.88%
YTD
-3.39%
1Y
2.88%
3Y*
-0.73%
5Y*
-5.32%
10Y*
ALL TIME*
-4.28%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDEV Monthly Returns History

Based on dividend-adjusted daily data since Jun 23, 2021, MDEV's average daily return is -0.01%, while the average monthly return is -0.21%.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2023 with a return of +11.8%, while the worst month was Jan 2022 at -13.4%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MDEV closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.52%0.13%-9.05%-2.52%2.12%1.39%5.67%-3.39%
20257.79%-6.15%-3.13%-0.74%0.45%2.30%-3.73%3.46%-2.49%2.60%4.36%-1.86%2.00%
2024-0.39%2.98%3.25%-6.31%1.60%-2.48%2.86%6.16%2.64%-4.85%1.85%-4.67%1.79%
20236.45%-3.81%5.87%3.55%-6.47%6.31%-0.39%-6.12%-8.00%-7.64%11.84%8.45%7.55%
2022-13.44%-1.14%-0.14%-12.35%1.02%-8.86%8.24%-8.28%-9.50%5.22%10.28%-0.66%-28.59%
20210.59%4.53%2.24%-4.72%1.56%-4.28%4.27%3.83%

Benchmark Metrics

First Trust Indxx Medical Devices ETF has an annualized alpha of -12.47%, beta of 0.85, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since June 23, 2021.

  • This ETF participated in 130.46% of S&P 500 Index downside but only 65.62% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -12.47% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.85 and R2 of 0.58, 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
-12.47%
Beta
0.85
0.58
Upside Capture
65.62%
Downside Capture
130.46%

Expense Ratio

MDEV has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MDEV ranks 14 for risk / return — above 14% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.


MDEV Risk / Return Rank: 1414
Overall Rank
MDEV Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MDEV Sortino Ratio Rank: 1414
Sortino Ratio Rank
MDEV Omega Ratio Rank: 1414
Omega Ratio Rank
MDEV Calmar Ratio Rank: 1313
Calmar Ratio Rank
MDEV Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for First Trust Indxx Medical Devices ETF (MDEV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MDEVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.04

1.25

-0.22

Calmar ratioReturn relative to maximum drawdown

0.13

2.00

-1.87

Martin ratioReturn relative to average drawdown

0.29

8.49

-8.21

Dividends

Dividend History

First Trust Indxx Medical Devices ETF provided a 0.11% dividend yield over the last twelve months, with an annual payout of $0.02 per share.


PeriodTTM
Dividend$0.02

Dividend yield

0.11%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.02$0.00$0.02

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 Indxx Medical Devices 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 Indxx Medical Devices ETF was 42.34%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current First Trust Indxx Medical Devices ETF drawdown is 27.70%.


Drawdown

Fall

Recovery

Underwater

Related event

-42.34%Sep 2022
1y 19d
4y 11moSep 2021 - now
Bear market2022
-2.81%Aug 2021
5d13d
18dAug 2021 - Aug 2021
-2.06%Jul 2021
11d3d
14dJul 2021 - Jul 2021
-0.92%Jul 2021
1d2d
2dJul 2021 - Jul 2021
-0.91%Jul 2021
1d6d
7dJun 2021 - Jul 2021

Drawdown Indicators


MDEVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-56.78%

+14.44%

Max Drawdown (1Y)

Largest decline over 1 year

-18.13%

-9.10%

-9.03%

Max Drawdown (3Y)

Largest decline over 3 years

-20.43%

-18.90%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

-25.43%

-16.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-27.70%

-1.58%

-26.12%

Average Drawdown

Average peak-to-trough decline

-25.80%

-10.70%

-15.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.45%

2.14%

+6.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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