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ILDR vs. ITEQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ILDR vs. ITEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Innovation Leaders ETF (ILDR) and BlueStar Israel Technology ETF (ITEQ). The values are adjusted to include any dividend payments, if applicable.

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ILDR vs. ITEQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ILDR
First Trust Innovation Leaders ETF
-9.73%29.22%29.31%39.34%-34.95%7.29%
ITEQ
BlueStar Israel Technology ETF
-0.86%13.71%11.70%4.70%-30.36%-3.42%

Returns By Period

In the year-to-date period, ILDR achieves a -9.73% return, which is significantly lower than ITEQ's -0.86% return.


ILDR

1D
4.70%
1M
-4.31%
YTD
-9.73%
6M
-8.06%
1Y
27.69%
3Y*
22.62%
5Y*
10Y*

ITEQ

1D
4.15%
1M
2.18%
YTD
-0.86%
6M
-1.03%
1Y
18.84%
3Y*
7.94%
5Y*
-2.62%
10Y*
9.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ILDR vs. ITEQ - Expense Ratio Comparison

Both ILDR and ITEQ have an expense ratio of 0.75%.


Return for Risk

ILDR vs. ITEQ — Risk / Return Rank

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

ILDR
ILDR Risk / Return Rank: 5959
Overall Rank
ILDR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ILDR Sortino Ratio Rank: 6363
Sortino Ratio Rank
ILDR Omega Ratio Rank: 5959
Omega Ratio Rank
ILDR Calmar Ratio Rank: 5959
Calmar Ratio Rank
ILDR Martin Ratio Rank: 5252
Martin Ratio Rank

ITEQ
ITEQ Risk / Return Rank: 4343
Overall Rank
ITEQ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ITEQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
ITEQ Omega Ratio Rank: 3838
Omega Ratio Rank
ITEQ Calmar Ratio Rank: 5454
Calmar Ratio Rank
ITEQ Martin Ratio Rank: 3939
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.

ILDR vs. ITEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Innovation Leaders ETF (ILDR) and BlueStar Israel Technology ETF (ITEQ). 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.


ILDRITEQDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.74

+0.31

Sortino ratio

Return per unit of downside risk

1.59

1.18

+0.41

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

1.50

1.36

+0.14

Martin ratio

Return relative to average drawdown

5.02

3.58

+1.44

ILDR vs. ITEQ - Sharpe Ratio Comparison

The current ILDR Sharpe Ratio is 1.05, which is higher than the ITEQ Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ILDR and ITEQ, 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


ILDRITEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.74

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.36

-0.04

Correlation

The correlation between ILDR and ITEQ is 0.86, 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.


Dividends

ILDR vs. ITEQ - Dividend Comparison

ILDR has not paid dividends to shareholders, while ITEQ's dividend yield for the trailing twelve months is around 0.85%.


TTM20252024202320222021
ILDR
First Trust Innovation Leaders ETF
0.00%0.00%0.00%0.00%0.00%0.16%
ITEQ
BlueStar Israel Technology ETF
0.85%0.85%0.01%0.00%0.00%0.00%

Drawdowns

ILDR vs. ITEQ - Drawdown Comparison

The maximum ILDR drawdown since its inception was -44.61%, smaller than the maximum ITEQ drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ILDR and ITEQ.


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Drawdown Indicators


ILDRITEQDifference

Max Drawdown

Largest peak-to-trough decline

-44.61%

-54.63%

+10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-13.07%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-50.29%

Max Drawdown (10Y)

Largest decline over 10 years

-54.63%

Current Drawdown

Current decline from peak

-13.83%

-26.54%

+12.71%

Average Drawdown

Average peak-to-trough decline

-15.42%

-18.50%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

4.96%

+0.32%

Volatility

ILDR vs. ITEQ - Volatility Comparison

The current volatility for First Trust Innovation Leaders ETF (ILDR) is 8.51%, while BlueStar Israel Technology ETF (ITEQ) has a volatility of 10.00%. This indicates that ILDR experiences smaller price fluctuations and is considered to be less risky than ITEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ILDRITEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

10.00%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

17.28%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

26.60%

25.59%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.13%

25.03%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.13%

23.27%

+2.86%