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LDSF vs. GRID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LDSF vs. GRID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Low Duration Strategic Focus ETF (LDSF) and First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID). The values are adjusted to include any dividend payments, if applicable.

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LDSF vs. GRID - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LDSF
First Trust Low Duration Strategic Focus ETF
-0.08%6.82%4.20%6.53%-5.47%-0.28%2.48%4.52%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
9.08%29.65%15.18%21.57%-13.89%27.65%48.84%38.87%

Returns By Period

In the year-to-date period, LDSF achieves a -0.08% return, which is significantly lower than GRID's 9.08% return.


LDSF

1D
-0.00%
1M
-0.74%
YTD
-0.08%
6M
1.13%
1Y
4.88%
3Y*
5.13%
5Y*
2.33%
10Y*

GRID

1D
1.98%
1M
-5.47%
YTD
9.08%
6M
9.98%
1Y
48.00%
3Y*
20.91%
5Y*
15.14%
10Y*
18.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LDSF vs. GRID - Expense Ratio Comparison

LDSF has a 0.87% expense ratio, which is higher than GRID's 0.70% expense ratio.


Return for Risk

LDSF vs. GRID — Risk / Return Rank

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

LDSF
LDSF Risk / Return Rank: 9090
Overall Rank
LDSF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LDSF Sortino Ratio Rank: 9393
Sortino Ratio Rank
LDSF Omega Ratio Rank: 9393
Omega Ratio Rank
LDSF Calmar Ratio Rank: 8686
Calmar Ratio Rank
LDSF Martin Ratio Rank: 8989
Martin Ratio Rank

GRID
GRID Risk / Return Rank: 9494
Overall Rank
GRID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 9494
Sortino Ratio Rank
GRID Omega Ratio Rank: 9292
Omega Ratio Rank
GRID Calmar Ratio Rank: 9595
Calmar Ratio Rank
GRID Martin Ratio Rank: 9595
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.

LDSF vs. GRID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Low Duration Strategic Focus ETF (LDSF) and First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID). 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.


LDSFGRIDDifference

Sharpe ratio

Return per unit of total volatility

2.05

2.25

-0.19

Sortino ratio

Return per unit of downside risk

2.88

3.04

-0.16

Omega ratio

Gain probability vs. loss probability

1.44

1.42

+0.02

Calmar ratio

Return relative to maximum drawdown

2.85

4.18

-1.33

Martin ratio

Return relative to average drawdown

12.21

15.64

-3.43

LDSF vs. GRID - Sharpe Ratio Comparison

The current LDSF Sharpe Ratio is 2.05, which is comparable to the GRID Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LDSF and GRID, 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


LDSFGRIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.25

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.74

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.53

+0.26

Correlation

The correlation between LDSF and GRID is 0.27, 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

LDSF vs. GRID - Dividend Comparison

LDSF's dividend yield for the trailing twelve months is around 4.61%, more than GRID's 0.90% yield.


TTM20252024202320222021202020192018201720162015
LDSF
First Trust Low Duration Strategic Focus ETF
4.61%4.52%4.53%4.08%2.61%1.97%2.65%3.06%0.00%0.00%0.00%0.00%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
0.90%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%

Drawdowns

LDSF vs. GRID - Drawdown Comparison

The maximum LDSF drawdown since its inception was -8.56%, smaller than the maximum GRID drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for LDSF and GRID.


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Drawdown Indicators


LDSFGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-8.56%

-40.56%

+32.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.74%

-11.73%

+9.99%

Max Drawdown (5Y)

Largest decline over 5 years

-7.83%

-29.64%

+21.81%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-1.07%

-6.55%

+5.48%

Average Drawdown

Average peak-to-trough decline

-1.48%

-8.50%

+7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

3.14%

-2.73%

Volatility

LDSF vs. GRID - Volatility Comparison

The current volatility for First Trust Low Duration Strategic Focus ETF (LDSF) is 1.17%, while First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID) has a volatility of 8.59%. This indicates that LDSF experiences smaller price fluctuations and is considered to be less risky than GRID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDSFGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

8.59%

-7.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.47%

14.24%

-12.77%

Volatility (1Y)

Calculated over the trailing 1-year period

2.39%

21.49%

-19.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

20.69%

-17.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.20%

22.74%

-19.54%