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FTXH vs. SPUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXH vs. SPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Pharmaceuticals ETF (FTXH) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

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FTXH vs. SPUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FTXH
First Trust Nasdaq Pharmaceuticals ETF
4.48%24.15%2.98%-1.41%2.55%6.14%11.73%0.87%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
-5.55%19.77%26.49%34.24%-22.76%35.92%25.68%0.81%

Returns By Period

In the year-to-date period, FTXH achieves a 4.48% return, which is significantly higher than SPUS's -5.55% return.


FTXH

1D
2.61%
1M
-3.36%
YTD
4.48%
6M
21.14%
1Y
26.79%
3Y*
11.30%
5Y*
7.36%
10Y*

SPUS

1D
3.24%
1M
-5.39%
YTD
-5.55%
6M
-2.24%
1Y
24.49%
3Y*
19.34%
5Y*
13.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTXH vs. SPUS - Expense Ratio Comparison

FTXH has a 0.60% expense ratio, which is higher than SPUS's 0.49% expense ratio.


Return for Risk

FTXH vs. SPUS — Risk / Return Rank

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

FTXH
FTXH Risk / Return Rank: 6868
Overall Rank
FTXH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTXH Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTXH Omega Ratio Rank: 6565
Omega Ratio Rank
FTXH Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTXH Martin Ratio Rank: 6060
Martin Ratio Rank

SPUS
SPUS Risk / Return Rank: 7676
Overall Rank
SPUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPUS Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPUS Omega Ratio Rank: 7474
Omega Ratio Rank
SPUS Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPUS Martin Ratio Rank: 8282
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.

FTXH vs. SPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.


FTXHSPUSDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.18

+0.10

Sortino ratio

Return per unit of downside risk

1.78

1.80

-0.02

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.95

1.96

-0.01

Martin ratio

Return relative to average drawdown

5.94

8.40

-2.46

FTXH vs. SPUS - Sharpe Ratio Comparison

The current FTXH Sharpe Ratio is 1.28, which is comparable to the SPUS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FTXH and SPUS, 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


FTXHSPUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.18

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.72

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.75

-0.38

Correlation

The correlation between FTXH and SPUS is 0.50, 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.


Dividends

FTXH vs. SPUS - Dividend Comparison

FTXH's dividend yield for the trailing twelve months is around 1.23%, more than SPUS's 0.63% yield.


TTM2025202420232022202120202019201820172016
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.23%1.41%1.66%1.55%1.11%1.03%0.82%0.67%0.91%2.18%0.19%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.63%0.60%0.70%0.87%1.21%1.15%1.04%0.00%0.00%0.00%0.00%

Drawdowns

FTXH vs. SPUS - Drawdown Comparison

The maximum FTXH drawdown since its inception was -32.11%, roughly equal to the maximum SPUS drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for FTXH and SPUS.


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Drawdown Indicators


FTXHSPUSDifference

Max Drawdown

Largest peak-to-trough decline

-32.11%

-30.80%

-1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-12.76%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

-28.06%

+8.55%

Current Drawdown

Current decline from peak

-3.36%

-7.77%

+4.41%

Average Drawdown

Average peak-to-trough decline

-5.88%

-6.35%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

2.98%

+1.70%

Volatility

FTXH vs. SPUS - Volatility Comparison

First Trust Nasdaq Pharmaceuticals ETF (FTXH) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) have volatilities of 6.24% and 6.04%, 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.


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Volatility by Period


FTXHSPUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

6.04%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

11.25%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

21.10%

20.90%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

19.20%

-3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

21.43%

-2.98%