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FTRI vs. CCNR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTRI vs. CCNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Global Natural Resources Income ETF (FTRI) and ALPS/CoreCommodity Natural Resources ETF (CCNR). The values are adjusted to include any dividend payments, if applicable.

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FTRI vs. CCNR - Yearly Performance Comparison


2026 (YTD)20252024
FTRI
First Trust Indxx Global Natural Resources Income ETF
15.22%33.62%-8.94%
CCNR
ALPS/CoreCommodity Natural Resources ETF
21.61%46.48%-8.12%

Returns By Period

In the year-to-date period, FTRI achieves a 15.22% return, which is significantly lower than CCNR's 21.61% return.


FTRI

1D
0.75%
1M
-5.54%
YTD
15.22%
6M
21.02%
1Y
38.78%
3Y*
15.31%
5Y*
11.97%
10Y*
11.56%

CCNR

1D
-0.60%
1M
-2.12%
YTD
21.61%
6M
32.84%
1Y
69.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTRI vs. CCNR - Expense Ratio Comparison

FTRI has a 0.70% expense ratio, which is higher than CCNR's 0.39% expense ratio.


Return for Risk

FTRI vs. CCNR — Risk / Return Rank

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

FTRI
FTRI Risk / Return Rank: 8888
Overall Rank
FTRI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FTRI Sortino Ratio Rank: 8787
Sortino Ratio Rank
FTRI Omega Ratio Rank: 8686
Omega Ratio Rank
FTRI Calmar Ratio Rank: 8787
Calmar Ratio Rank
FTRI Martin Ratio Rank: 9090
Martin Ratio Rank

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

FTRI vs. CCNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Natural Resources Income ETF (FTRI) and ALPS/CoreCommodity Natural Resources ETF (CCNR). 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.


FTRICCNRDifference

Sharpe ratio

Return per unit of total volatility

1.90

3.12

-1.22

Sortino ratio

Return per unit of downside risk

2.43

3.68

-1.25

Omega ratio

Gain probability vs. loss probability

1.36

1.56

-0.21

Calmar ratio

Return relative to maximum drawdown

2.93

4.68

-1.75

Martin ratio

Return relative to average drawdown

12.73

25.78

-13.05

FTRI vs. CCNR - Sharpe Ratio Comparison

The current FTRI Sharpe Ratio is 1.90, which is lower than the CCNR Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of FTRI and CCNR, 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


FTRICCNRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

3.12

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.63

-1.13

Correlation

The correlation between FTRI and CCNR is 0.84, 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

FTRI vs. CCNR - Dividend Comparison

FTRI's dividend yield for the trailing twelve months is around 2.25%, less than CCNR's 2.86% yield.


TTM20252024202320222021202020192018201720162015
FTRI
First Trust Indxx Global Natural Resources Income ETF
2.25%2.35%4.29%6.56%8.37%6.58%3.64%6.25%4.24%3.60%2.96%0.89%
CCNR
ALPS/CoreCommodity Natural Resources ETF
2.86%3.48%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTRI vs. CCNR - Drawdown Comparison

The maximum FTRI drawdown since its inception was -43.82%, which is greater than CCNR's maximum drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for FTRI and CCNR.


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Drawdown Indicators


FTRICCNRDifference

Max Drawdown

Largest peak-to-trough decline

-43.82%

-20.06%

-23.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-15.00%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-27.51%

Max Drawdown (10Y)

Largest decline over 10 years

-43.82%

Current Drawdown

Current decline from peak

-5.54%

-2.12%

-3.42%

Average Drawdown

Average peak-to-trough decline

-8.49%

-3.81%

-4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.73%

+0.37%

Volatility

FTRI vs. CCNR - Volatility Comparison

First Trust Indxx Global Natural Resources Income ETF (FTRI) has a higher volatility of 6.29% compared to ALPS/CoreCommodity Natural Resources ETF (CCNR) at 5.32%. This indicates that FTRI's price experiences larger fluctuations and is considered to be riskier than CCNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTRICCNRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

5.32%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

14.70%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

22.40%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

20.39%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.32%

20.39%

+1.93%