CTEF vs. FTDS

Last updated Apr 1, 2026

Compare and contrast key facts about Castellan Targeted Equity ETF (CTEF) and First Trust Dividend Strength ETF (FTDS).

CTEF and FTDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CTEF is an actively managed fund by Castellan. It was launched on Jun 18, 2025. FTDS is a passively managed fund by First Trust that tracks the performance of the Dividend Strength Index. It was launched on Dec 5, 2006.

Performance

CTEF vs. FTDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Castellan Targeted Equity ETF (CTEF) and First Trust Dividend Strength ETF (FTDS). The values are adjusted to include any dividend payments, if applicable.

CTEF vs. FTDS - Yearly Performance Comparison

	2026 (YTD)	2025
CTEF Castellan Targeted Equity ETF	1.71%	33.22%
FTDS First Trust Dividend Strength ETF	7.34%	11.76%

Returns By Period

In the year-to-date period, CTEF achieves a 1.71% return, which is significantly lower than FTDS's 7.34% return.

CTEF

• 1D: 4.03%
• 1M: -9.59%
• YTD: 1.71%
• 6M: 4.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FTDS

• 1D: 0.71%
• 1M: -2.93%
• YTD: 7.34%
• 6M: 9.57%
• 1Y: 20.58%
• 3Y*: 14.86%
• 5Y*: 7.57%
• 10Y*: 11.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CTEF vs. FTDS - Expense Ratio Comparison

CTEF has a 0.45% expense ratio, which is lower than FTDS's 0.70% expense ratio.

FTDS

First Trust Dividend Strength ETF

CTEF

Castellan Targeted Equity ETF

Return for Risk

CTEF vs. FTDS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTDS

FTDS Risk / Return Rank: 66
FTDS Sharpe Ratio Rank: 64
FTDS Sortino Ratio Rank: 68
FTDS Omega Ratio Rank: 64
FTDS Calmar Ratio Rank: 64
FTDS Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTEF vs. FTDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Equity ETF (CTEF) and First Trust Dividend Strength ETF (FTDS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CTEF	FTDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.15	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.43	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.28	0.32	+1.96

Correlation

The correlation between CTEF and FTDS is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CTEF vs. FTDS - Dividend Comparison

CTEF's dividend yield for the trailing twelve months is around 0.07%, less than FTDS's 1.64% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTEF Castellan Targeted Equity ETF	0.07%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTDS First Trust Dividend Strength ETF	1.64%	1.59%	2.05%	2.15%	2.31%	0.72%	0.99%	1.13%	1.14%	0.79%	1.24%	0.95%

Drawdowns

CTEF vs. FTDS - Drawdown Comparison

The maximum CTEF drawdown since its inception was -15.00%, smaller than the maximum FTDS drawdown of -56.53%. Use the drawdown chart below to compare losses from any high point for CTEF and FTDS.

Drawdown Indicators

	CTEF	FTDS	Difference
Max Drawdown Largest peak-to-trough decline	-15.00%	-56.53%	+41.53%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.98%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.35%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.47%	—
Current Drawdown Current decline from peak	-11.58%	-3.74%	-7.84%
Average Drawdown Average peak-to-trough decline	-1.77%	-9.92%	+8.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.89%	—

Volatility

Volatility by Period

	CTEF	FTDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.94%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.68%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.97%	17.99%	+2.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.97%	17.65%	+3.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.97%	20.14%	+0.83%