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FPWR vs. FTXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPWR vs. FTXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust EIP Power Solutions ETF (FPWR) and First Trust Nasdaq Semiconductor ETF (FTXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FPWR achieves a 12.96% return, which is significantly lower than FTXL's 88.68% return.


FPWR

1D
0.16%
1M
-1.04%
YTD
12.96%
6M
11.36%
1Y
21.65%
3Y*
17.40%
5Y*
12.01%
10Y*

FTXL

1D
-10.52%
1M
4.61%
YTD
88.68%
6M
86.19%
1Y
181.61%
3Y*
55.04%
5Y*
31.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPWR vs. FTXL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FPWR
First Trust EIP Power Solutions ETF
12.96%16.78%22.60%-3.36%5.28%12.26%8.98%5.66%
FTXL
First Trust Nasdaq Semiconductor ETF
88.68%48.94%7.59%54.41%-33.88%36.04%46.08%24.49%

Correlation

The correlation between FPWR and FTXL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2019

0.31

The correlation between FPWR and FTXL shifts across timeframes, from 0.19 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FPWR vs. FTXL — Risk / Return Rank

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

FPWR
FPWR Risk / Return Rank: 7373
Overall Rank
FPWR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FPWR Sortino Ratio Rank: 7575
Sortino Ratio Rank
FPWR Omega Ratio Rank: 6666
Omega Ratio Rank
FPWR Calmar Ratio Rank: 8686
Calmar Ratio Rank
FPWR Martin Ratio Rank: 6969
Martin Ratio Rank

FTXL
FTXL Risk / Return Rank: 9696
Overall Rank
FTXL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FTXL Sortino Ratio Rank: 9393
Sortino Ratio Rank
FTXL Omega Ratio Rank: 9494
Omega Ratio Rank
FTXL Calmar Ratio Rank: 9898
Calmar Ratio Rank
FTXL Martin Ratio Rank: 9797
Martin Ratio Rank
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.

FPWR vs. FTXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust EIP Power Solutions ETF (FPWR) and First Trust Nasdaq Semiconductor ETF (FTXL). 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.


FPWRFTXLDifference
Sharpe ratioReturn per unit of total volatility

-2.78

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.36

1.64

-0.28

Calmar ratioReturn relative to maximum drawdown

4.33

12.59

-8.26

Martin ratioReturn relative to average drawdown

11.59

46.02

-34.43

FPWR vs. FTXL - Sharpe Ratio Comparison

The current FPWR Sharpe Ratio is 2.08, which is lower than the FTXL Sharpe Ratio of 4.86. The chart below compares the historical Sharpe Ratios of FPWR and FTXL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FPWRFTXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

4.86

-2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.86

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.88

-0.20

Drawdowns

FPWR vs. FTXL - Drawdown Comparison

The maximum FPWR drawdown since its inception was -32.28%, smaller than the maximum FTXL drawdown of -43.87%. Use the drawdown chart below to compare losses from any high point for FPWR and FTXL.


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Drawdown Indicators


FPWRFTXLDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-43.87%

+11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-14.51%

+9.49%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-41.57%

+26.89%

Max Drawdown (5Y)

Largest decline over 5 years

-19.88%

-43.87%

+23.99%

Current Drawdown

Current decline from peak

-2.96%

-12.53%

+9.57%

Average Drawdown

Average peak-to-trough decline

-4.99%

-10.56%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.96%

-2.09%

Volatility

FPWR vs. FTXL - Volatility Comparison

The current volatility for First Trust EIP Power Solutions ETF (FPWR) is 3.75%, while First Trust Nasdaq Semiconductor ETF (FTXL) has a volatility of 18.23%. This indicates that FPWR experiences smaller price fluctuations and is considered to be less risky than FTXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPWRFTXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

18.23%

-14.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

31.28%

-23.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.45%

37.58%

-27.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

36.33%

-22.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

34.42%

-17.02%

FPWR vs. FTXL - Expense Ratio Comparison

FPWR has a 0.96% expense ratio, which is higher than FTXL's 0.60% expense ratio.


Dividends

FPWR vs. FTXL - Dividend Comparison

FPWR's dividend yield for the trailing twelve months is around 1.81%, more than FTXL's 0.14% yield.


PositionTTM2025202420232022202120202019201820172016
FPWR
First Trust EIP Power Solutions ETF
1.81%1.97%2.52%2.54%1.72%1.66%1.68%0.71%0.00%0.00%0.00%
FTXL
First Trust Nasdaq Semiconductor ETF
0.14%0.28%0.54%0.60%0.89%0.25%0.48%0.92%0.71%0.47%0.12%

Frequently Asked Questions


FPWR and FTXL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTXL has higher volatility (18.23%) compared to FPWR (3.75%). In terms of maximum drawdown, FPWR dropped -32.28% vs FTXL's -43.87%.

On 5-year performance, FTXL leads with 31.07% vs 12.01% for FPWR. On fees, FTXL is cheaper at 0.60% per year. On volatility, FPWR has been the lower-risk option at 3.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FTXL has performed better with a 31.07% return vs 12.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTXL is cheaper with a 0.60% expense ratio, compared with 0.96% for FPWR.

FPWR has the higher dividend yield at 1.81%, compared with 0.14% for FTXL.

FPWR is categorized as Utilities Equities, while FTXL is Semiconductors. Their fees differ too: 0.96% for FPWR and 0.60% for FTXL.

FTXL currently has the higher Sharpe Ratio (4.86 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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