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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 16.31% return, which is significantly higher than JETD's -47.87% return.


FTXR

1D
-0.11%
1M
-0.58%
6M
11.61%
YTD
16.31%
1Y
36.77%
3Y*
15.64%
5Y*
8.63%
10Y*

JETD

1D
1.33%
1M
-8.50%
6M
-39.24%
YTD
-47.87%
1Y
-65.28%
3Y*
-51.33%
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
16.31%14.70%17.09%5.39%
JETD
MAX Airlines -3X Inverse Leveraged ETN
-47.87%-59.89%-51.72%-1.53%

Correlation

The correlation between FTXR and JETD is -0.83, 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

-0.83

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 -0.83 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: 6363
Overall Rank
FTXR Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FTXR Sortino Ratio Rank: 6868
Sortino Ratio Rank
FTXR Omega Ratio Rank: 5858
Omega Ratio Rank
FTXR Calmar Ratio Rank: 6464
Calmar Ratio Rank
FTXR Martin Ratio Rank: 6262
Martin Ratio Rank

JETD
JETD Risk / Return Rank: 22
Overall Rank
JETD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
JETD Sortino Ratio Rank: 22
Sortino Ratio Rank
JETD Omega Ratio Rank: 22
Omega Ratio Rank
JETD Calmar Ratio Rank: 22
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

+2.58

Sortino ratioReturn per unit of downside risk

+3.76

Omega ratioGain probability vs. loss probability

1.29

0.84

+0.45

Calmar ratioReturn relative to maximum drawdown

2.55

-0.87

+3.42

Martin ratioReturn relative to average drawdown

8.65

-1.47

+10.12

FTXR vs. JETD - Sharpe Ratio Comparison

The current FTXR Sharpe Ratio is 1.71, which is higher than the JETD Sharpe Ratio of -0.87. 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 -95.39%. 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%

-95.39%

+43.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-75.34%

+60.85%

Max Drawdown (3Y)

Largest decline over 3 years

-29.71%

-95.39%

+65.68%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

Current Drawdown

Current decline from peak

-1.46%

-94.58%

+93.12%

Average Drawdown

Average peak-to-trough decline

-10.95%

-62.44%

+51.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

44.48%

-40.21%

Volatility

FTXR vs. JETD - Volatility Comparison

The current volatility for First Trust Nasdaq Transportation ETF (FTXR) is 5.29%, while MAX Airlines -3X Inverse Leveraged ETN (JETD) has a volatility of 17.60%. 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

5.29%

17.60%

-12.31%

Volatility (6M)

Calculated over the trailing 6-month period

17.20%

64.92%

-47.72%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

75.04%

-53.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

71.41%

-47.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

71.41%

-46.69%

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 0.97%, while JETD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
FTXR
First Trust Nasdaq Transportation ETF
0.97%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 -0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JETD has higher volatility (17.60%) compared to FTXR (5.29%). In terms of maximum drawdown, FTXR dropped -52.06% vs JETD's -95.39%.

On 3-year performance, FTXR leads with 15.64% vs -51.33% for JETD. On fees, FTXR is cheaper at 0.60% per year. On volatility, FTXR has been the lower-risk option at 5.29%. 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 15.64% return vs -51.33%. 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 0.97%, 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 (1.71 vs -0.87), 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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