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ISHP vs. FUTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISHP vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S-Network Global E-Commerce ETF (ISHP) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

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ISHP vs. FUTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHP
First Trust S-Network Global E-Commerce ETF
-14.81%12.27%24.17%22.24%-33.79%30.09%15.33%19.74%-2.04%7.66%
FUTY
Fidelity MSCI Utilities Index ETF
8.19%16.40%23.20%-7.46%1.12%17.53%-0.80%24.89%4.36%12.52%

Returns By Period

In the year-to-date period, ISHP achieves a -14.81% return, which is significantly lower than FUTY's 8.19% return.


ISHP

1D
0.00%
1M
-5.71%
YTD
-14.81%
6M
-19.68%
1Y
-6.75%
3Y*
9.13%
5Y*
2.10%
10Y*

FUTY

1D
0.49%
1M
-2.11%
YTD
8.19%
6M
5.65%
1Y
19.31%
3Y*
13.99%
5Y*
10.62%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISHP vs. FUTY - Expense Ratio Comparison

ISHP has a 0.60% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Return for Risk

ISHP vs. FUTY — Risk / Return Rank

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

ISHP
ISHP Risk / Return Rank: 66
Overall Rank
ISHP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ISHP Sortino Ratio Rank: 66
Sortino Ratio Rank
ISHP Omega Ratio Rank: 66
Omega Ratio Rank
ISHP Calmar Ratio Rank: 88
Calmar Ratio Rank
ISHP Martin Ratio Rank: 66
Martin Ratio Rank

FUTY
FUTY Risk / Return Rank: 6565
Overall Rank
FUTY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 6565
Sortino Ratio Rank
FUTY Omega Ratio Rank: 6060
Omega Ratio Rank
FUTY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FUTY Martin Ratio Rank: 5252
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.

ISHP vs. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Global E-Commerce ETF (ISHP) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


ISHPFUTYDifference

Sharpe ratio

Return per unit of total volatility

-0.32

1.25

-1.57

Sortino ratio

Return per unit of downside risk

-0.31

1.70

-2.01

Omega ratio

Gain probability vs. loss probability

0.96

1.23

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.26

2.20

-2.46

Martin ratio

Return relative to average drawdown

-0.74

5.24

-5.99

ISHP vs. FUTY - Sharpe Ratio Comparison

The current ISHP Sharpe Ratio is -0.32, which is lower than the FUTY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ISHP and FUTY, 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


ISHPFUTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

1.25

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.63

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.58

-0.30

Correlation

The correlation between ISHP and FUTY is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ISHP vs. FUTY - Dividend Comparison

ISHP's dividend yield for the trailing twelve months is around 1.57%, less than FUTY's 2.49% yield.


TTM20252024202320222021202020192018201720162015
ISHP
First Trust S-Network Global E-Commerce ETF
1.57%1.34%1.02%1.58%0.76%0.53%0.82%1.16%0.89%1.65%0.23%0.00%
FUTY
Fidelity MSCI Utilities Index ETF
2.49%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Drawdowns

ISHP vs. FUTY - Drawdown Comparison

The maximum ISHP drawdown since its inception was -47.57%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for ISHP and FUTY.


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Drawdown Indicators


ISHPFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-47.57%

-36.44%

-11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-24.75%

-8.93%

-15.82%

Max Drawdown (5Y)

Largest decline over 5 years

-47.57%

-25.11%

-22.46%

Max Drawdown (10Y)

Largest decline over 10 years

-36.44%

Current Drawdown

Current decline from peak

-21.74%

-2.76%

-18.98%

Average Drawdown

Average peak-to-trough decline

-12.55%

-6.06%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

3.75%

+4.93%

Volatility

ISHP vs. FUTY - Volatility Comparison

First Trust S-Network Global E-Commerce ETF (ISHP) has a higher volatility of 7.22% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 5.03%. This indicates that ISHP's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISHPFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

5.03%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

10.15%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

15.52%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.34%

16.93%

+10.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

18.99%

+5.20%