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FTXH vs. SPUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXH and SPUS 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.


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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Key characteristics

Sharpe Ratio

FTXH:

-0.28

SPUS:

0.35

Sortino Ratio

FTXH:

-0.28

SPUS:

0.69

Omega Ratio

FTXH:

0.96

SPUS:

1.09

Calmar Ratio

FTXH:

-0.29

SPUS:

0.38

Martin Ratio

FTXH:

-0.82

SPUS:

1.28

Ulcer Index

FTXH:

6.93%

SPUS:

6.78%

Daily Std Dev

FTXH:

18.83%

SPUS:

23.27%

Max Drawdown

FTXH:

-32.11%

SPUS:

-30.80%

Current Drawdown

FTXH:

-14.01%

SPUS:

-6.98%

Returns By Period

In the year-to-date period, FTXH achieves a -6.29% return, which is significantly lower than SPUS's -3.30% return.


FTXH

YTD

-6.29%

1M

4.70%

6M

-7.27%

1Y

-5.20%

3Y*

0.10%

5Y*

3.41%

10Y*

N/A

SPUS

YTD

-3.30%

1M

16.76%

6M

-1.80%

1Y

7.99%

3Y*

16.98%

5Y*

16.69%

10Y*

N/A

*Annualized

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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.


Risk-Adjusted Performance

FTXH vs. SPUS — Risk-Adjusted Performance Rank

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

FTXH
The Risk-Adjusted Performance Rank of FTXH is 77
Overall Rank
The Sharpe Ratio Rank of FTXH is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXH is 88
Sortino Ratio Rank
The Omega Ratio Rank of FTXH is 88
Omega Ratio Rank
The Calmar Ratio Rank of FTXH is 55
Calmar Ratio Rank
The Martin Ratio Rank of FTXH is 77
Martin Ratio Rank

SPUS
The Risk-Adjusted Performance Rank of SPUS is 4040
Overall Rank
The Sharpe Ratio Rank of SPUS is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SPUS is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SPUS is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SPUS is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SPUS is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTXH vs. SPUS - Risk-Adjusted Performance 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.


The current FTXH Sharpe Ratio is -0.28, which is lower than the SPUS Sharpe Ratio of 0.35. 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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Dividends

FTXH vs. SPUS - Dividend Comparison

FTXH's dividend yield for the trailing twelve months is around 1.90%, more than SPUS's 0.73% yield.


TTM202420232022202120202019201820172016
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.90%1.66%1.56%1.10%1.03%0.82%0.67%0.92%2.18%0.19%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.73%0.70%0.87%1.21%0.93%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. For additional features, visit the drawdowns tool.


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Volatility

FTXH vs. SPUS - Volatility Comparison

First Trust Nasdaq Pharmaceuticals ETF (FTXH) has a higher volatility of 8.65% compared to SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) at 6.01%. This indicates that FTXH's price experiences larger fluctuations and is considered to be riskier than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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