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FTDS vs. CSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTDS vs. CSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dividend Strength ETF (FTDS) and Invesco S&P Spin-Off ETF (CSD). The values are adjusted to include any dividend payments, if applicable.

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FTDS vs. CSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTDS
First Trust Dividend Strength ETF
7.34%13.64%11.12%11.75%-13.54%24.79%14.16%24.29%-10.35%20.07%
CSD
Invesco S&P Spin-Off ETF
12.97%21.58%27.61%23.77%-15.04%13.01%10.79%20.61%-17.82%20.64%

Returns By Period

In the year-to-date period, FTDS achieves a 7.34% return, which is significantly lower than CSD's 12.97% return. Over the past 10 years, FTDS has underperformed CSD with an annualized return of 11.06%, while CSD has yielded a comparatively higher 12.09% annualized return.


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%

CSD

1D
4.82%
1M
-6.74%
YTD
12.97%
6M
21.17%
1Y
50.42%
3Y*
26.15%
5Y*
12.70%
10Y*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTDS vs. CSD - Expense Ratio Comparison

FTDS has a 0.70% expense ratio, which is higher than CSD's 0.65% expense ratio.


Return for Risk

FTDS vs. CSD — Risk / Return Rank

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

FTDS
FTDS Risk / Return Rank: 6666
Overall Rank
FTDS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FTDS Sortino Ratio Rank: 6868
Sortino Ratio Rank
FTDS Omega Ratio Rank: 6464
Omega Ratio Rank
FTDS Calmar Ratio Rank: 6464
Calmar Ratio Rank
FTDS Martin Ratio Rank: 7171
Martin Ratio Rank

CSD
CSD Risk / Return Rank: 8888
Overall Rank
CSD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CSD Sortino Ratio Rank: 8686
Sortino Ratio Rank
CSD Omega Ratio Rank: 8585
Omega Ratio Rank
CSD Calmar Ratio Rank: 9090
Calmar Ratio Rank
CSD Martin Ratio Rank: 9191
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.

FTDS vs. CSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) and Invesco S&P Spin-Off ETF (CSD). 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.


FTDSCSDDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.74

-0.59

Sortino ratio

Return per unit of downside risk

1.74

2.30

-0.57

Omega ratio

Gain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratio

Return relative to maximum drawdown

1.66

2.99

-1.33

Martin ratio

Return relative to average drawdown

7.46

12.37

-4.90

FTDS vs. CSD - Sharpe Ratio Comparison

The current FTDS Sharpe Ratio is 1.15, which is lower than the CSD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FTDS and CSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTDSCSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.74

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.55

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.49

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.39

-0.07

Correlation

The correlation between FTDS and CSD is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTDS vs. CSD - Dividend Comparison

FTDS's dividend yield for the trailing twelve months is around 1.64%, more than CSD's 0.14% yield.


TTM20252024202320222021202020192018201720162015
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%
CSD
Invesco S&P Spin-Off ETF
0.14%0.16%0.17%0.51%0.86%0.73%0.99%1.08%0.99%0.60%1.62%2.61%

Drawdowns

FTDS vs. CSD - Drawdown Comparison

The maximum FTDS drawdown since its inception was -56.53%, smaller than the maximum CSD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for FTDS and CSD.


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Drawdown Indicators


FTDSCSDDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-70.47%

+13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-17.08%

+4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-30.15%

+6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

-57.55%

+15.08%

Current Drawdown

Current decline from peak

-3.74%

-7.06%

+3.32%

Average Drawdown

Average peak-to-trough decline

-9.92%

-14.35%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

4.13%

-1.24%

Volatility

FTDS vs. CSD - Volatility Comparison

The current volatility for First Trust Dividend Strength ETF (FTDS) is 2.94%, while Invesco S&P Spin-Off ETF (CSD) has a volatility of 10.52%. This indicates that FTDS experiences smaller price fluctuations and is considered to be less risky than CSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTDSCSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

10.52%

-7.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

19.01%

-9.33%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

29.16%

-11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

23.04%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.14%

24.69%

-4.55%