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MISL vs. FREL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MISL vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Aerospace & Defense ETF (MISL) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

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MISL vs. FREL - Yearly Performance Comparison


2026 (YTD)2025202420232022
MISL
First Trust Indxx Aerospace & Defense ETF
4.55%41.24%20.48%14.78%8.22%
FREL
Fidelity MSCI Real Estate Index ETF
0.98%3.09%5.05%11.74%3.01%

Returns By Period

In the year-to-date period, MISL achieves a 4.55% return, which is significantly higher than FREL's 0.98% return.


MISL

1D
3.74%
1M
-9.29%
YTD
4.55%
6M
7.93%
1Y
48.25%
3Y*
26.59%
5Y*
10Y*

FREL

1D
1.43%
1M
-6.56%
YTD
0.98%
6M
-1.57%
1Y
1.45%
3Y*
6.30%
5Y*
2.68%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MISL vs. FREL - Expense Ratio Comparison

MISL has a 0.60% expense ratio, which is higher than FREL's 0.08% expense ratio.


Return for Risk

MISL vs. FREL — Risk / Return Rank

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

MISL
MISL Risk / Return Rank: 9191
Overall Rank
MISL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MISL Sortino Ratio Rank: 9292
Sortino Ratio Rank
MISL Omega Ratio Rank: 8888
Omega Ratio Rank
MISL Calmar Ratio Rank: 9191
Calmar Ratio Rank
MISL Martin Ratio Rank: 9090
Martin Ratio Rank

FREL
FREL Risk / Return Rank: 1616
Overall Rank
FREL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 1414
Sortino Ratio Rank
FREL Omega Ratio Rank: 1414
Omega Ratio Rank
FREL Calmar Ratio Rank: 1717
Calmar Ratio Rank
FREL Martin Ratio Rank: 1818
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.

MISL vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Aerospace & Defense ETF (MISL) and Fidelity MSCI Real Estate Index ETF (FREL). 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.


MISLFRELDifference

Sharpe ratio

Return per unit of total volatility

2.02

0.09

+1.93

Sortino ratio

Return per unit of downside risk

2.73

0.24

+2.49

Omega ratio

Gain probability vs. loss probability

1.35

1.03

+0.32

Calmar ratio

Return relative to maximum drawdown

3.13

0.20

+2.93

Martin ratio

Return relative to average drawdown

11.65

0.77

+10.88

MISL vs. FREL - Sharpe Ratio Comparison

The current MISL Sharpe Ratio is 2.02, which is higher than the FREL Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MISL and FREL, 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


MISLFRELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.09

+1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.23

+1.18

Correlation

The correlation between MISL and FREL is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MISL vs. FREL - Dividend Comparison

MISL's dividend yield for the trailing twelve months is around 0.37%, less than FREL's 3.56% yield.


TTM20252024202320222021202020192018201720162015
MISL
First Trust Indxx Aerospace & Defense ETF
0.37%0.40%0.74%0.63%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FREL
Fidelity MSCI Real Estate Index ETF
3.56%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%

Drawdowns

MISL vs. FREL - Drawdown Comparison

The maximum MISL drawdown since its inception was -17.91%, smaller than the maximum FREL drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for MISL and FREL.


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Drawdown Indicators


MISLFRELDifference

Max Drawdown

Largest peak-to-trough decline

-17.91%

-42.61%

+24.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.45%

-12.42%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.40%

Max Drawdown (10Y)

Largest decline over 10 years

-42.61%

Current Drawdown

Current decline from peak

-12.30%

-9.83%

-2.47%

Average Drawdown

Average peak-to-trough decline

-3.16%

-10.05%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

3.19%

+0.96%

Volatility

MISL vs. FREL - Volatility Comparison

First Trust Indxx Aerospace & Defense ETF (MISL) has a higher volatility of 8.06% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.55%. This indicates that MISL's price experiences larger fluctuations and is considered to be riskier than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MISLFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

4.55%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

17.72%

9.29%

+8.43%

Volatility (1Y)

Calculated over the trailing 1-year period

24.00%

16.41%

+7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.67%

18.85%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

20.67%

-2.00%