FTDS vs. LST

Last updated Jun 24, 2026

FTDS (First Trust Dividend Strength ETF) and LST (Leuthold Select Industries ETF) are both Mid Cap Blend Equities funds. FTDS is passively managed, while LST is actively managed. Over the past year, FTDS returned 18.68% vs 30.42% for LST. A 0.59 correlation means they provide meaningful diversification when combined. FTDS charges 0.70%/yr vs 0.65%/yr for LST.

Performance

FTDS vs. LST - Performance Comparison

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

Returns By Period

In the year-to-date period, FTDS achieves a 7.13% return, which is significantly lower than LST's 14.57% return.

FTDS

• 1D: 0.89%
• 1M: -0.24%
• YTD: 7.13%
• 6M: 6.12%
• 1Y: 18.68%
• 3Y*: 16.11%
• 5Y*: 6.66%
• 10Y*: 11.06%

LST

• 1D: -0.97%
• 1M: 0.70%
• YTD: 14.57%
• 6M: 12.88%
• 1Y: 30.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FTDS vs. LST - Yearly Performance Comparison

	2026 (YTD)	2025
FTDS First Trust Dividend Strength ETF	7.13%	9.64%
LST Leuthold Select Industries ETF	14.57%	15.31%

Correlation

The correlation between FTDS and LST is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jan 21, 2025	0.59

The correlation between FTDS and LST has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.

Return for Risk

FTDS vs. LST — Risk / Return Rank

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

FTDS

FTDS Risk / Return Rank: 48
FTDS Sharpe Ratio Rank: 44
FTDS Sortino Ratio Rank: 47
FTDS Omega Ratio Rank: 42
FTDS Calmar Ratio Rank: 63
FTDS Martin Ratio Rank: 47

LST

LST Risk / Return Rank: 67
LST Sharpe Ratio Rank: 70
LST Sortino Ratio Rank: 70
LST Omega Ratio Rank: 66
LST Calmar Ratio Rank: 62
LST Martin Ratio Rank: 68

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. LST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) and Leuthold Select Industries ETF (LST). 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.

	FTDS	LST	Difference
Sharpe ratio: Return per unit of total volatility	1.44	2.05	-0.61
Sortino ratio: Return per unit of downside risk	2.17	2.88	-0.71
Omega ratio: Gain probability vs. loss probability	1.26	1.36	-0.11
Calmar ratio: Return relative to maximum drawdown	2.85	2.82	+0.04
Martin ratio: Return relative to average drawdown	7.28	11.48	-4.20

FTDS vs. LST - Sharpe Ratio Comparison

The current FTDS Sharpe Ratio is 1.44, which is comparable to the LST Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FTDS and LST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTDS vs. LST - Drawdown Comparison

The maximum FTDS drawdown since its inception was -56.53%, which is greater than LST's maximum drawdown of -19.47%. Use the drawdown chart below to compare losses from any high point for FTDS and LST.

Drawdown Indicators

	FTDS	LST	Difference
Max Drawdown Largest peak-to-trough decline	-56.53%	-19.47%	-37.06%
Max Drawdown (1Y) Largest decline over 1 year	-6.57%	-10.85%	+4.28%
Max Drawdown (3Y) Largest decline over 3 years	-18.04%	—	—
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	-3.94%	-2.65%	-1.29%
Average Drawdown Average peak-to-trough decline	-9.85%	-2.88%	-6.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	2.66%	-0.09%

Volatility

FTDS vs. LST - Volatility Comparison

The current volatility for First Trust Dividend Strength ETF (FTDS) is 3.16%, while Leuthold Select Industries ETF (LST) has a volatility of 5.10%. This indicates that FTDS experiences smaller price fluctuations and is considered to be less risky than LST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTDS	LST	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.16%	5.10%	-1.94%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	12.41%	-3.72%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	14.95%	-1.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.63%	18.00%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.13%	18.00%	+2.13%

FTDS vs. LST - Expense Ratio Comparison

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

Dividends

FTDS vs. LST - Dividend Comparison

FTDS's dividend yield for the trailing twelve months is around 1.65%, more than LST's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTDS First Trust Dividend Strength ETF	1.65%	1.59%	2.05%	2.15%	2.31%	0.72%	0.99%	1.13%	1.14%	0.79%	1.24%	0.95%
LST Leuthold Select Industries ETF	1.17%	1.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTDS and LST in my portfolio?

FTDS and LST have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTDS or LST?

LST has higher volatility (5.10%) compared to FTDS (3.16%). In terms of maximum drawdown, FTDS dropped -56.53% vs LST's -19.47%.

Which ETF is better, FTDS or LST?

On 1-year performance, LST leads with 30.42% vs 18.68% for FTDS. On fees, LST is cheaper at 0.65% per year. On volatility, FTDS has been the lower-risk option at 3.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTDS or LST?

Over the 1-year period, LST has performed better with a 30.42% return vs 18.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTDS or LST?

LST is cheaper with a 0.65% expense ratio, compared with 0.70% for FTDS.

Which ETF pays a higher dividend yield, FTDS or LST?

FTDS has the higher dividend yield at 1.65%, compared with 1.17% for LST.

What is the main difference between FTDS and LST?

They also come from different issuers: First Trust and Leuthold Group. Their fees differ too: 0.70% for FTDS and 0.65% for LST.

Which has better risk-adjusted returns?

LST currently has the higher Sharpe Ratio (2.05 vs 1.44), 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.