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FTDS vs. MIDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTDS vs. MIDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dividend Strength ETF (FTDS) and Xtrackers S&P MidCap 400 ESG ETF (MIDE). The values are adjusted to include any dividend payments, if applicable.

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FTDS vs. MIDE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FTDS
First Trust Dividend Strength ETF
7.34%13.64%11.12%11.75%-13.54%11.00%
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.75%9.81%11.21%15.20%-11.63%11.77%

Returns By Period

In the year-to-date period, FTDS achieves a 7.34% return, which is significantly higher than MIDE's 1.75% 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%

MIDE

1D
2.47%
1M
-5.36%
YTD
1.75%
6M
5.05%
1Y
18.57%
3Y*
11.64%
5Y*
6.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTDS vs. MIDE - Expense Ratio Comparison

FTDS has a 0.70% expense ratio, which is higher than MIDE's 0.15% expense ratio.


Return for Risk

FTDS vs. MIDE — 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

MIDE
MIDE Risk / Return Rank: 5151
Overall Rank
MIDE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MIDE Sortino Ratio Rank: 5151
Sortino Ratio Rank
MIDE Omega Ratio Rank: 4949
Omega Ratio Rank
MIDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
MIDE Martin Ratio Rank: 5555
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. MIDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) and Xtrackers S&P MidCap 400 ESG ETF (MIDE). 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.


FTDSMIDEDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.88

+0.27

Sortino ratio

Return per unit of downside risk

1.74

1.36

+0.38

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

1.66

1.30

+0.37

Martin ratio

Return relative to average drawdown

7.46

5.42

+2.04

FTDS vs. MIDE - Sharpe Ratio Comparison

The current FTDS Sharpe Ratio is 1.15, which is higher than the MIDE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FTDS and MIDE, 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


FTDSMIDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.88

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.33

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.36

-0.04

Correlation

The correlation between FTDS and MIDE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FTDS vs. MIDE - Dividend Comparison

FTDS's dividend yield for the trailing twelve months is around 1.64%, more than MIDE's 1.48% 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%
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.48%1.52%1.45%1.36%1.33%0.93%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTDS vs. MIDE - Drawdown Comparison

The maximum FTDS drawdown since its inception was -56.53%, which is greater than MIDE's maximum drawdown of -24.59%. Use the drawdown chart below to compare losses from any high point for FTDS and MIDE.


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Drawdown Indicators


FTDSMIDEDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-24.59%

-31.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-14.54%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-24.59%

+1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

Current Drawdown

Current decline from peak

-3.74%

-6.73%

+2.99%

Average Drawdown

Average peak-to-trough decline

-9.92%

-6.67%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.48%

-0.59%

Volatility

FTDS vs. MIDE - Volatility Comparison

The current volatility for First Trust Dividend Strength ETF (FTDS) is 2.94%, while Xtrackers S&P MidCap 400 ESG ETF (MIDE) has a volatility of 6.31%. This indicates that FTDS experiences smaller price fluctuations and is considered to be less risky than MIDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTDSMIDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

6.31%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

11.89%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

21.22%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

19.69%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.14%

19.80%

+0.34%