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FTXR vs. JETD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTXR vs. JETD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Transportation ETF (FTXR) and MAX Airlines -3X Inverse Leveraged ETN (JETD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTXR achieves a 14.22% return, which is significantly higher than JETD's -47.62% return.


FTXR

1D
-1.25%
1M
3.59%
YTD
14.22%
6M
11.94%
1Y
42.37%
3Y*
17.82%
5Y*
7.06%
10Y*

JETD

1D
1.20%
1M
-29.13%
YTD
-47.62%
6M
-45.65%
1Y
-73.95%
3Y*
-53.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXR vs. JETD - Yearly Performance Comparison


2026 (YTD)202520242023
FTXR
First Trust Nasdaq Transportation ETF
14.22%14.70%17.09%5.39%
JETD
MAX Airlines -3X Inverse Leveraged ETN
-47.62%-59.89%-51.72%-1.53%

Correlation

The correlation between FTXR and JETD is -0.84, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.84

Correlation (3Y)
Calculated over the trailing 3-year period

-0.82

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2023

-0.82

The correlation between FTXR and JETD has been stable across timeframes, ranging from -0.84 to -0.82 - a consistent structural relationship.

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Return for Risk

FTXR vs. JETD — Risk / Return Rank

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

FTXR
FTXR Risk / Return Rank: 6060
Overall Rank
FTXR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTXR Sortino Ratio Rank: 6262
Sortino Ratio Rank
FTXR Omega Ratio Rank: 5454
Omega Ratio Rank
FTXR Calmar Ratio Rank: 6363
Calmar Ratio Rank
FTXR Martin Ratio Rank: 5959
Martin Ratio Rank

JETD
JETD Risk / Return Rank: 11
Overall Rank
JETD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
JETD Sortino Ratio Rank: 11
Sortino Ratio Rank
JETD Omega Ratio Rank: 11
Omega Ratio Rank
JETD Calmar Ratio Rank: 00
Calmar Ratio Rank
JETD Martin Ratio Rank: 11
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.

FTXR vs. JETD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Transportation ETF (FTXR) and MAX Airlines -3X Inverse Leveraged ETN (JETD). 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.


FTXRJETDDifference
Sharpe ratioReturn per unit of total volatility

+2.92

Sortino ratioReturn per unit of downside risk

+4.47

Omega ratioGain probability vs. loss probability

1.32

0.79

+0.53

Calmar ratioReturn relative to maximum drawdown

2.94

-0.99

+3.93

Martin ratioReturn relative to average drawdown

9.95

-1.57

+11.51

FTXR vs. JETD - Sharpe Ratio Comparison

The current FTXR Sharpe Ratio is 1.94, which is higher than the JETD Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of FTXR and JETD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTXR vs. JETD - Drawdown Comparison

The maximum FTXR drawdown since its inception was -52.06%, smaller than the maximum JETD drawdown of -94.62%. Use the drawdown chart below to compare losses from any high point for FTXR and JETD.


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Drawdown Indicators


FTXRJETDDifference

Max Drawdown

Largest peak-to-trough decline

-52.06%

-94.62%

+42.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-74.71%

+60.22%

Max Drawdown (3Y)

Largest decline over 3 years

-29.71%

-94.62%

+64.91%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

Current Drawdown

Current decline from peak

-2.79%

-94.55%

+91.76%

Average Drawdown

Average peak-to-trough decline

-11.00%

-61.84%

+50.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

47.15%

-42.88%

Volatility

FTXR vs. JETD - Volatility Comparison

The current volatility for First Trust Nasdaq Transportation ETF (FTXR) is 7.52%, while MAX Airlines -3X Inverse Leveraged ETN (JETD) has a volatility of 31.95%. This indicates that FTXR experiences smaller price fluctuations and is considered to be less risky than JETD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTXRJETDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

31.95%

-24.43%

Volatility (6M)

Calculated over the trailing 6-month period

17.15%

64.21%

-47.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

75.66%

-53.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.98%

71.52%

-47.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

71.52%

-46.76%

FTXR vs. JETD - Expense Ratio Comparison

FTXR has a 0.60% expense ratio, which is lower than JETD's 0.95% expense ratio.


Dividends

FTXR vs. JETD - Dividend Comparison

FTXR's dividend yield for the trailing twelve months is around 1.14%, while JETD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
FTXR
First Trust Nasdaq Transportation ETF
1.14%1.52%2.13%1.50%2.38%0.67%0.33%1.34%1.74%1.18%0.24%
JETD
MAX Airlines -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FTXR and JETD have a correlation of -0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JETD has higher volatility (31.95%) compared to FTXR (7.52%). In terms of maximum drawdown, FTXR dropped -52.06% vs JETD's -94.62%.

On 3-year performance, FTXR leads with 17.82% vs -53.87% for JETD. On fees, FTXR is cheaper at 0.60% per year. On volatility, FTXR has been the lower-risk option at 7.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FTXR has performed better with a 17.82% return vs -53.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTXR is cheaper with a 0.60% expense ratio, compared with 0.95% for JETD.

FTXR has the higher dividend yield at 1.14%, compared with 0.00% for JETD.

FTXR is categorized as Industrials Equities, while JETD is Inverse Equities. FTXR tracks Nasdaq U.S. Smart Transportation Index, while JETD tracks Prime Airlines Index - Benchmark TR Net (--300%). They also come from different issuers: First Trust and Max. Their fees differ too: 0.60% for FTXR and 0.95% for JETD.

FTXR currently has the higher Sharpe Ratio (1.94 vs -0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FTXR and JETD

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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