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FPWR vs. NFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPWR vs. NFTY - 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 India NIFTY 50 Equal Weight ETF (NFTY). 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 higher than NFTY's -9.95% return.


FPWR

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

NFTY

1D
-1.11%
1M
-4.14%
YTD
-9.95%
6M
-9.47%
1Y
-8.75%
3Y*
5.74%
5Y*
4.57%
10Y*
7.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPWR vs. NFTY - 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%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
-9.95%5.47%5.18%24.00%-3.46%26.83%10.04%8.86%

Correlation

The correlation between FPWR and NFTY is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.20

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

0.29

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

0.28

Over the past year, the correlation between FPWR and NFTY has dropped to 0.04 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

FPWR vs. NFTY — 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

NFTY
NFTY Risk / Return Rank: 44
Overall Rank
NFTY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 44
Sortino Ratio Rank
NFTY Omega Ratio Rank: 44
Omega Ratio Rank
NFTY Calmar Ratio Rank: 44
Calmar Ratio Rank
NFTY Martin Ratio Rank: 22
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. NFTY - 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 India NIFTY 50 Equal Weight ETF (NFTY). 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.


FPWRNFTYDifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+3.84

Omega ratioGain probability vs. loss probability

1.36

0.91

+0.45

Calmar ratioReturn relative to maximum drawdown

4.33

-0.54

+4.88

Martin ratioReturn relative to average drawdown

11.59

-1.41

+13.00

FPWR vs. NFTY - Sharpe Ratio Comparison

The current FPWR Sharpe Ratio is 2.08, which is higher than the NFTY Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of FPWR and NFTY, 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


FPWRNFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

-0.60

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.26

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.28

+0.40

Drawdowns

FPWR vs. NFTY - Drawdown Comparison

The maximum FPWR drawdown since its inception was -32.28%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for FPWR and NFTY.


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Drawdown Indicators


FPWRNFTYDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-47.67%

+15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-16.14%

+11.12%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-21.55%

+6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.88%

-21.55%

+1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

Current Drawdown

Current decline from peak

-2.96%

-17.68%

+14.72%

Average Drawdown

Average peak-to-trough decline

-4.99%

-9.59%

+4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

6.21%

-4.34%

Volatility

FPWR vs. NFTY - Volatility Comparison

The current volatility for First Trust EIP Power Solutions ETF (FPWR) is 3.75%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 4.38%. This indicates that FPWR experiences smaller price fluctuations and is considered to be less risky than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPWRNFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

4.38%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

12.60%

-4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

10.45%

14.77%

-4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

17.38%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

20.72%

-3.32%

FPWR vs. NFTY - Expense Ratio Comparison

FPWR has a 0.96% expense ratio, which is higher than NFTY's 0.80% expense ratio.


Dividends

FPWR vs. NFTY - Dividend Comparison

FPWR's dividend yield for the trailing twelve months is around 1.81%, less than NFTY's 1.97% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
1.97%1.24%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.39%

Frequently Asked Questions


FPWR and NFTY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFTY has higher volatility (4.38%) compared to FPWR (3.75%). In terms of maximum drawdown, FPWR dropped -32.28% vs NFTY's -47.67%.

On 5-year performance, FPWR leads with 12.01% vs 4.57% for NFTY. On fees, NFTY is cheaper at 0.80% 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, FPWR has performed better with a 12.01% return vs 4.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NFTY is cheaper with a 0.80% expense ratio, compared with 0.96% for FPWR.

NFTY has the higher dividend yield at 1.97%, compared with 1.81% for FPWR.

FPWR is categorized as Utilities Equities, while NFTY is Asia Pacific Equities. Their fees differ too: 0.96% for FPWR and 0.80% for NFTY.

FPWR currently has the higher Sharpe Ratio (2.08 vs -0.59), 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.

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