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FTXL vs. PSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXL and PSI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FTXL vs. PSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Semiconductor ETF (FTXL) and Invesco Dynamic Semiconductors ETF (PSI). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%December2025FebruaryMarchAprilMay
293.51%
355.88%
FTXL
PSI

Key characteristics

Sharpe Ratio

FTXL:

-0.27

PSI:

-0.26

Sortino Ratio

FTXL:

-0.10

PSI:

-0.07

Omega Ratio

FTXL:

0.99

PSI:

0.99

Calmar Ratio

FTXL:

-0.28

PSI:

-0.29

Martin Ratio

FTXL:

-0.65

PSI:

-0.70

Ulcer Index

FTXL:

17.97%

PSI:

17.12%

Daily Std Dev

FTXL:

43.78%

PSI:

45.96%

Max Drawdown

FTXL:

-43.87%

PSI:

-62.96%

Current Drawdown

FTXL:

-29.65%

PSI:

-29.40%

Returns By Period

In the year-to-date period, FTXL achieves a -13.91% return, which is significantly higher than PSI's -18.72% return.


FTXL

YTD

-13.91%

1M

19.28%

6M

-16.31%

1Y

-15.00%

5Y*

15.28%

10Y*

N/A

PSI

YTD

-18.72%

1M

18.50%

6M

-15.49%

1Y

-15.81%

5Y*

17.62%

10Y*

18.57%

*Annualized

Compare stocks, funds, or ETFs

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FTXL vs. PSI - Expense Ratio Comparison

FTXL has a 0.60% expense ratio, which is higher than PSI's 0.56% expense ratio.


Risk-Adjusted Performance

FTXL vs. PSI — Risk-Adjusted Performance Rank

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

FTXL
The Risk-Adjusted Performance Rank of FTXL is 99
Overall Rank
The Sharpe Ratio Rank of FTXL is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXL is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FTXL is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FTXL is 66
Calmar Ratio Rank
The Martin Ratio Rank of FTXL is 88
Martin Ratio Rank

PSI
The Risk-Adjusted Performance Rank of PSI is 99
Overall Rank
The Sharpe Ratio Rank of PSI is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PSI is 1111
Sortino Ratio Rank
The Omega Ratio Rank of PSI is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PSI is 55
Calmar Ratio Rank
The Martin Ratio Rank of PSI is 88
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.

FTXL vs. PSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Semiconductor ETF (FTXL) and Invesco Dynamic Semiconductors ETF (PSI). 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 FTXL Sharpe Ratio is -0.27, which is comparable to the PSI Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of FTXL and PSI, 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 Ratio-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.27
-0.26
FTXL
PSI

Dividends

FTXL vs. PSI - Dividend Comparison

FTXL's dividend yield for the trailing twelve months is around 0.57%, more than PSI's 0.19% yield.


TTM20242023202220212020201920182017201620152014
FTXL
First Trust Nasdaq Semiconductor ETF
0.57%0.54%0.60%0.89%0.25%0.48%0.92%0.70%0.47%0.12%0.00%0.00%
PSI
Invesco Dynamic Semiconductors ETF
0.19%0.15%0.40%0.61%0.14%0.21%0.52%0.83%0.21%0.68%0.16%1.77%

Drawdowns

FTXL vs. PSI - Drawdown Comparison

The maximum FTXL drawdown since its inception was -43.87%, smaller than the maximum PSI drawdown of -62.96%. Use the drawdown chart below to compare losses from any high point for FTXL and PSI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-29.65%
-29.40%
FTXL
PSI

Volatility

FTXL vs. PSI - Volatility Comparison

First Trust Nasdaq Semiconductor ETF (FTXL) and Invesco Dynamic Semiconductors ETF (PSI) have volatilities of 22.48% and 22.09%, 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.


10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
22.48%
22.09%
FTXL
PSI