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ESBG vs. GRID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESBG vs. GRID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Enhanced Stocks, Bonds & Gold ETF (ESBG) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESBG achieves a -2.79% return, which is significantly lower than GRID's 17.75% return.


ESBG

1D
-0.46%
1M
-2.07%
6M
-11.15%
YTD
-2.79%
1Y
3Y*
5Y*
10Y*
ALL TIME*

GRID

1D
1.53%
1M
-2.62%
6M
9.29%
YTD
17.75%
1Y
28.13%
3Y*
20.65%
5Y*
14.46%
10Y*
18.38%
ALL TIME*
12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.83K$6.10K$15.77K
$98.53M$102.24M$137.97M

ESBG vs. GRID - Yearly Performance Comparison


Correlation

The correlation between ESBG and GRID is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.59

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Return for Risk

ESBG vs. GRID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESBG

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


GRID
GRID Risk / Return Rank: 4949
Overall Rank
GRID Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 4747
Sortino Ratio Rank
GRID Omega Ratio Rank: 4747
Omega Ratio Rank
GRID Calmar Ratio Rank: 4949
Calmar Ratio Rank
GRID Martin Ratio Rank: 5353
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.

ESBG vs. GRID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Enhanced Stocks, Bonds & Gold ETF (ESBG) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). 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.

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.


ESBGGRIDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.73

Martin ratioReturn relative to average drawdown

6.17

ESBG vs. GRID - Sharpe Ratio Comparison


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Drawdowns

ESBG vs. GRID - Drawdown Comparison

The maximum ESBG drawdown since its inception was -18.84%, smaller than the maximum GRID drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for ESBG and GRID.


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Drawdown Indicators


ESBGGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-18.84%

-40.56%

+21.72%

Max Drawdown (1Y)

Largest decline over 1 year

-15.82%

Max Drawdown (3Y)

Largest decline over 3 years

-20.62%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-17.57%

-9.87%

-7.70%

Average Drawdown

Average peak-to-trough decline

-8.52%

-8.42%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

Volatility

ESBG vs. GRID - Volatility Comparison


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Volatility by Period


ESBGGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

Volatility (6M)

Calculated over the trailing 6-month period

20.34%

Volatility (1Y)

Calculated over the trailing 1-year period

25.17%

23.07%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.17%

21.71%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.17%

22.81%

+2.36%

ESBG vs. GRID - Expense Ratio Comparison

ESBG has a 0.95% expense ratio, which is higher than GRID's 0.70% expense ratio.


Dividends

ESBG vs. GRID - Dividend Comparison

ESBG's dividend yield for the trailing twelve months is around 1.12%, more than GRID's 0.80% yield.


PositionTTM20252024202320222021202020192018201720162015
ESBG
First Trust Enhanced Stocks, Bonds & Gold ETF
1.12%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
0.80%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%

Frequently Asked Questions


ESBG and GRID have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GRID is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GRID is cheaper with a 0.70% expense ratio, compared with 0.95% for ESBG.

ESBG has the higher dividend yield at 1.12%, compared with 0.80% for GRID.

ESBG is categorized as Tactical Allocation, while GRID is Infrastructure Equities. Their fees differ too: 0.95% for ESBG and 0.70% for GRID.

Portfolio Optimizer

Find the right allocation for ESBG and GRID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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