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UCON vs. NFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCON vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust TCW Unconstrained Plus Bond ETF (UCON) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCON achieves a 0.76% return, which is significantly higher than NFTY's -7.30% return.


UCON

1D
0.02%
1M
0.50%
YTD
0.76%
6M
0.92%
1Y
5.01%
3Y*
5.89%
5Y*
2.78%
10Y*

NFTY

1D
-1.31%
1M
1.01%
YTD
-7.30%
6M
-7.62%
1Y
-6.58%
3Y*
6.30%
5Y*
5.79%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCON vs. NFTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UCON
First Trust TCW Unconstrained Plus Bond ETF
0.76%7.00%4.69%7.72%-5.72%1.02%6.54%7.39%1.11%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
-7.30%5.47%5.18%24.00%-3.46%26.83%10.04%0.58%-6.36%

Correlation

The correlation between UCON and NFTY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2018

0.11

Over the past year, UCON and NFTY have become more correlated (0.31) than their long-term average of 0.11, meaning their price movements have been converging.

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Return for Risk

UCON vs. NFTY — Risk / Return Rank

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

UCON
UCON Risk / Return Rank: 5050
Overall Rank
UCON Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UCON Sortino Ratio Rank: 5353
Sortino Ratio Rank
UCON Omega Ratio Rank: 5353
Omega Ratio Rank
UCON Calmar Ratio Rank: 4444
Calmar Ratio Rank
UCON Martin Ratio Rank: 4949
Martin Ratio Rank

NFTY
NFTY Risk / Return Rank: 55
Overall Rank
NFTY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 55
Sortino Ratio Rank
NFTY Omega Ratio Rank: 55
Omega Ratio Rank
NFTY Calmar Ratio Rank: 55
Calmar Ratio Rank
NFTY Martin Ratio Rank: 44
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.

UCON vs. NFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust TCW Unconstrained Plus Bond ETF (UCON) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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.


UCONNFTYDifference
Sharpe ratioReturn per unit of total volatility

+2.13

Sortino ratioReturn per unit of downside risk

+2.99

Omega ratioGain probability vs. loss probability

1.31

0.94

+0.38

Calmar ratioReturn relative to maximum drawdown

2.05

-0.41

+2.46

Martin ratioReturn relative to average drawdown

7.85

-1.01

+8.86

UCON vs. NFTY - Sharpe Ratio Comparison

The current UCON Sharpe Ratio is 1.69, which is higher than the NFTY Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of UCON and NFTY, 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

UCON vs. NFTY - Drawdown Comparison

The maximum UCON drawdown since its inception was -15.31%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for UCON and NFTY.


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Drawdown Indicators


UCONNFTYDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-47.67%

+32.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

-16.14%

+13.69%

Max Drawdown (3Y)

Largest decline over 3 years

-2.85%

-21.55%

+18.70%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

-21.55%

+11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

Current Drawdown

Current decline from peak

-0.43%

-15.26%

+14.83%

Average Drawdown

Average peak-to-trough decline

-1.48%

-9.60%

+8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

6.56%

-5.92%

Volatility

UCON vs. NFTY - Volatility Comparison

The current volatility for First Trust TCW Unconstrained Plus Bond ETF (UCON) is 0.85%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 4.23%. This indicates that UCON experiences smaller price fluctuations and is considered to be less risky than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCONNFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

4.23%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

12.75%

-10.38%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

14.75%

-11.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.90%

17.41%

-13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

20.72%

-14.84%

UCON vs. NFTY - Expense Ratio Comparison

UCON has a 0.86% expense ratio, which is higher than NFTY's 0.80% expense ratio.


Dividends

UCON vs. NFTY - Dividend Comparison

UCON's dividend yield for the trailing twelve months is around 4.66%, more than NFTY's 1.91% yield.


PositionTTM20252024202320222021202020192018201720162015
NFTY
First Trust India NIFTY 50 Equal Weight ETF
1.91%1.24%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.39%
UCON
First Trust TCW Unconstrained Plus Bond ETF
4.66%4.63%4.95%4.75%3.12%2.20%3.14%3.25%1.76%0.00%0.00%0.00%

Frequently Asked Questions


UCON and NFTY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFTY has higher volatility (4.23%) compared to UCON (0.85%). In terms of maximum drawdown, UCON dropped -15.31% vs NFTY's -47.67%.

On 5-year performance, NFTY leads with 5.79% vs 2.78% for UCON. On fees, NFTY is cheaper at 0.80% per year. On volatility, UCON has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, NFTY has performed better with a 5.79% return vs 2.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NFTY is cheaper with a 0.80% expense ratio, compared with 0.86% for UCON.

UCON has the higher dividend yield at 4.66%, compared with 1.91% for NFTY.

UCON is categorized as Nontraditional Bonds, while NFTY is Asia Pacific Equities. Their fees differ too: 0.86% for UCON and 0.80% for NFTY.

UCON currently has the higher Sharpe Ratio (1.69 vs -0.45), 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 UCON and NFTY

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