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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Structured Credit Income Opportunities 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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Returns By Period
First Trust Structured Credit Income Opportunities ETF (SCIO) has returned 0.75% so far this year and 7.17% over the past 12 months.
First Trust Structured Credit Income Opportunities ETF
- 1D
- 0.17%
- 1M
- -0.64%
- YTD
- 0.75%
- 6M
- 1.97%
- 1Y
- 7.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.11%
- 1M
- -3.43%
- YTD
- -3.84%
- 6M
- -1.98%
- 1Y
- 16.08%
- 3Y*
- 16.86%
- 5Y*
- 10.37%
- 10Y*
- 12.29%
Monthly Returns
Based on dividend-adjusted daily data since Feb 28, 2024, SCIO's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.
Historically, 85% of months were positive and 15% were negative. The best month was Aug 2025 with a return of +2.0%, while the worst month was Mar 2026 at -1.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.
On a daily basis, SCIO closed higher 53% of trading days. The best single day was Jun 23, 2025 with a return of +1.1%, while the worst single day was Jun 24, 2025 at -1.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.60% | 1.08% | -1.07% | 0.15% | 0.75% | ||||||||
| 2025 | 1.01% | 1.87% | 0.60% | 0.23% | 0.50% | 1.77% | 0.27% | 1.97% | -0.14% | 0.51% | 0.74% | 0.42% | 10.17% |
| 2024 | 0.30% | 0.87% | -0.62% | 0.80% | 0.77% | 1.04% | 1.18% | 1.21% | -0.72% | 1.17% | 0.26% | 6.43% |
Benchmark Metrics
First Trust Structured Credit Income Opportunities ETF has an annualized alpha of 8.32%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 29, 2024.
- This ETF captured 27.06% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.75%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.00 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 8.32%
- Beta
- 0.00
- R²
- 0.00
- Upside Capture
- 27.06%
- Downside Capture
- -10.75%
Expense Ratio
SCIO has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SCIO ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Structured Credit Income Opportunities ETF (SCIO) and compare them to a chosen benchmark (S&P 500 Index).
| SCIO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.88 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.73 | 1.37 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 4.20 | 1.39 | +2.81 |
Martin ratioReturn relative to average drawdown | 13.78 | 6.43 | +7.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SCIO 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 Structured Credit Income Opportunities ETF provided a 6.17% dividend yield over the last twelve months, with an annual payout of $1.28 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.28 | $1.31 | $1.21 |
Dividend yield | 6.17% | 6.31% | 6.02% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Structured Credit Income Opportunities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.10 | $0.10 | $0.10 | $0.00 | $0.29 | ||||||||
| 2025 | $0.11 | $0.11 | $0.11 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.11 | $0.10 | $0.10 | $1.31 |
| 2024 | $0.09 | $0.10 | $0.10 | $0.11 | $0.11 | $0.12 | $0.14 | $0.14 | $0.31 | $1.21 |
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 Structured Credit Income Opportunities 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 Structured Credit Income Opportunities ETF was 1.72%, occurring on Mar 26, 2026. The portfolio has not yet recovered.
The current First Trust Structured Credit Income Opportunities ETF drawdown is 0.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -1.72% | Mar 2, 2026 | 19 | Mar 26, 2026 | — | — | — |
| -1.41% | Apr 7, 2025 | 5 | Apr 11, 2025 | 17 | May 7, 2025 | 22 |
| -0.98% | Sep 4, 2025 | 18 | Sep 29, 2025 | 17 | Oct 22, 2025 | 35 |
| -0.96% | Jun 24, 2025 | 1 | Jun 24, 2025 | 13 | Jul 14, 2025 | 14 |
| -0.89% | Jul 15, 2025 | 2 | Jul 16, 2025 | 12 | Aug 1, 2025 | 14 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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