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FTSL vs. DADS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTSL vs. DADS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Senior Loan Fund (FTSL) and Digital Asset Debt Strategy ETF (DADS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTSL achieves a 0.65% return, which is significantly lower than DADS's 14.24% return.


FTSL

1D
-0.01%
1M
0.20%
YTD
0.65%
6M
0.65%
1Y
4.20%
3Y*
7.14%
5Y*
4.99%
10Y*
4.45%

DADS

1D
-0.65%
1M
0.92%
YTD
14.24%
6M
12.10%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTSL vs. DADS - Yearly Performance Comparison


2026 (YTD)2025
FTSL
First Trust Senior Loan Fund
0.65%2.57%
DADS
Digital Asset Debt Strategy ETF
14.24%-3.21%

Correlation

The correlation between FTSL and DADS is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 5, 2025

0.49

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Return for Risk

FTSL vs. DADS — Risk / Return Rank

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

FTSL
FTSL Risk / Return Rank: 6060
Overall Rank
FTSL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTSL Sortino Ratio Rank: 7373
Sortino Ratio Rank
FTSL Omega Ratio Rank: 8181
Omega Ratio Rank
FTSL Calmar Ratio Rank: 3838
Calmar Ratio Rank
FTSL Martin Ratio Rank: 4343
Martin Ratio Rank

DADS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FTSL vs. DADS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Senior Loan Fund (FTSL) and Digital Asset Debt Strategy ETF (DADS). 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.


FTSLDADSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

6.72

FTSL vs. DADS - Sharpe Ratio Comparison


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Drawdowns

FTSL vs. DADS - Drawdown Comparison

The maximum FTSL drawdown since its inception was -22.67%, which is greater than DADS's maximum drawdown of -17.07%. Use the drawdown chart below to compare losses from any high point for FTSL and DADS.


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Drawdown Indicators


FTSLDADSDifference

Max Drawdown

Largest peak-to-trough decline

-22.67%

-17.07%

-5.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-22.67%

Current Drawdown

Current decline from peak

-0.03%

-2.88%

+2.85%

Average Drawdown

Average peak-to-trough decline

-0.76%

-7.35%

+6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

Volatility

FTSL vs. DADS - Volatility Comparison


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Volatility by Period


FTSLDADSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.12%

17.69%

-15.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.35%

17.69%

-14.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

17.69%

-12.50%

FTSL vs. DADS - Expense Ratio Comparison

FTSL has a 0.86% expense ratio, which is lower than DADS's 1.04% expense ratio.


Dividends

FTSL vs. DADS - Dividend Comparison

FTSL's dividend yield for the trailing twelve months is around 6.46%, more than DADS's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
DADS
Digital Asset Debt Strategy ETF
2.77%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTSL
First Trust Senior Loan Fund
6.46%6.59%7.56%7.59%4.77%3.17%3.48%4.44%4.29%3.64%3.70%3.95%

Frequently Asked Questions


FTSL and DADS have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTSL is cheaper at 0.86% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTSL is cheaper with a 0.86% expense ratio, compared with 1.04% for DADS.

FTSL has the higher dividend yield at 6.46%, compared with 2.77% for DADS.

They also come from different issuers: First Trust and Alphabit. Their fees differ too: 0.86% for FTSL and 1.04% for DADS.

Portfolio Optimizer

Find the right allocation for FTSL and DADS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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