FTRI vs. SPY
Compare and contrast key facts about First Trust Indxx Global Natural Resources Income ETF (FTRI) and SPDR S&P 500 ETF (SPY).
FTRI and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTRI is a passively managed fund by First Trust that tracks the performance of the Indxx Global Natural Resources Income Index. It was launched on Mar 11, 2010. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both FTRI and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTRI or SPY.
Key characteristics
| FTRI | SPY | |
|---|---|---|
| YTD Return | 2.61% | 27.16% |
| 1Y Return | 11.72% | 37.73% |
| 3Y Return (Ann) | 6.42% | 10.28% |
| 5Y Return (Ann) | 8.76% | 15.97% |
| 10Y Return (Ann) | 0.66% | 13.38% |
| Sharpe Ratio | 0.70 | 3.25 |
| Sortino Ratio | 1.05 | 4.32 |
| Omega Ratio | 1.13 | 1.61 |
| Calmar Ratio | 0.21 | 4.74 |
| Martin Ratio | 2.71 | 21.51 |
| Ulcer Index | 4.29% | 1.85% |
| Daily Std Dev | 16.70% | 12.20% |
| Max Drawdown | -79.58% | -55.19% |
| Current Drawdown | -49.81% | 0.00% |
Correlation
The correlation between FTRI and SPY is 0.59, 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.
Performance
FTRI vs. SPY - Performance Comparison
In the year-to-date period, FTRI achieves a 2.61% return, which is significantly lower than SPY's 27.16% return. Over the past 10 years, FTRI has underperformed SPY with an annualized return of 0.66%, while SPY has yielded a comparatively higher 13.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTRI vs. SPY - Expense Ratio Comparison
FTRI has a 0.70% expense ratio, which is higher than SPY's 0.09% expense ratio.
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.
Dividends
FTRI vs. SPY - Dividend Comparison
FTRI's dividend yield for the trailing twelve months is around 5.23%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTRI First Trust Indxx Global Natural Resources Income ETF | 5.23% | 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 | 1.17% | 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.
Volatility
FTRI vs. SPY - Volatility Comparison
First Trust Indxx Global Natural Resources Income ETF (FTRI) and SPDR S&P 500 ETF (SPY) have volatilities of 3.90% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.