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FTRI vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTRI and SPY is 0.58, 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.


-0.50.00.51.00.6

Performance

FTRI vs. SPY - 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 SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-7.25%
7.86%
FTRI
SPY

Key characteristics

Sharpe Ratio

FTRI:

-0.31

SPY:

2.03

Sortino Ratio

FTRI:

-0.31

SPY:

2.71

Omega Ratio

FTRI:

0.96

SPY:

1.38

Calmar Ratio

FTRI:

-0.09

SPY:

3.02

Martin Ratio

FTRI:

-1.07

SPY:

13.49

Ulcer Index

FTRI:

4.81%

SPY:

1.88%

Daily Std Dev

FTRI:

16.60%

SPY:

12.48%

Max Drawdown

FTRI:

-79.58%

SPY:

-55.19%

Current Drawdown

FTRI:

-53.80%

SPY:

-3.54%

Returns By Period

In the year-to-date period, FTRI achieves a -5.57% return, which is significantly lower than SPY's 24.51% return. Over the past 10 years, FTRI has underperformed SPY with an annualized return of 0.76%, while SPY has yielded a comparatively higher 12.94% annualized return.


FTRI

YTD

-5.57%

1M

-8.19%

6M

-7.26%

1Y

-3.20%

5Y*

5.64%

10Y*

0.76%

SPY

YTD

24.51%

1M

-0.32%

6M

7.56%

1Y

24.63%

5Y*

14.51%

10Y*

12.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTRI vs. SPY - Expense Ratio Comparison

FTRI has a 0.70% expense ratio, which is higher than SPY's 0.09% expense ratio.


FTRI
First Trust Indxx Global Natural Resources Income ETF
Expense ratio chart for FTRI: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FTRI vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Natural Resources Income ETF (FTRI) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for FTRI, currently valued at -0.31, compared to the broader market0.002.004.00-0.311.97
The chart of Sortino ratio for FTRI, currently valued at -0.31, compared to the broader market-2.000.002.004.006.008.0010.00-0.312.64
The chart of Omega ratio for FTRI, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.37
The chart of Calmar ratio for FTRI, currently valued at -0.09, compared to the broader market0.005.0010.0015.00-0.092.93
The chart of Martin ratio for FTRI, currently valued at -1.07, compared to the broader market0.0020.0040.0060.0080.00100.00-1.0713.01
FTRI
SPY

The current FTRI Sharpe Ratio is -0.31, which is lower than the SPY Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of FTRI and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
1.97
FTRI
SPY

Dividends

FTRI vs. SPY - Dividend Comparison

FTRI's dividend yield for the trailing twelve months is around 6.62%, more than SPY's 0.87% yield.


TTM20232022202120202019201820172016201520142013
FTRI
First Trust Indxx Global Natural Resources Income ETF
6.62%6.57%8.37%6.59%3.63%6.27%4.24%3.60%2.96%1.21%3.30%2.19%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

FTRI vs. SPY - Drawdown Comparison

The maximum FTRI drawdown since its inception was -79.58%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FTRI and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-53.80%
-3.54%
FTRI
SPY

Volatility

FTRI vs. SPY - Volatility Comparison

First Trust Indxx Global Natural Resources Income ETF (FTRI) has a higher volatility of 5.42% compared to SPDR S&P 500 ETF (SPY) at 3.61%. This indicates that FTRI's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.42%
3.61%
FTRI
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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