First Trust Dow 30 Equal Weight ETF

10-Year Study

EDOW.US · · US · ETF

Executive Summary: First Trust Dow 30 Equal Weight ETF has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 21.8% and an annualized volatility of 12.1%.

1Y CAGR
+16.3%
3Y CAGR
+15.4%
5Y CAGR
+8.4%
10Y CAGR
+11.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.51.7-5.73.5————————1.7%
20254.10.5-4.2-2.95.04.1-0.13.51.12.21.00.615.5%
20240.92.62.5-4.82.40.13.81.62.3-1.97.7-4.213.2%
20234.0-3.62.71.8-3.74.52.8-1.7-4.2-1.18.45.415.5%
2022-1.9-2.42.5-5.20.6-7.75.9-3.9-9.813.76.4-3.6-7.4%
2021-1.54.36.51.62.20.21.01.3-4.04.4-3.86.018.8%
2020-1.6-10.7-11.011.14.2-0.01.26.2-1.9-5.113.43.76.6%
20196.53.80.92.7-6.17.30.9-2.42.70.83.72.224.7%
20184.3-3.9-3.21.50.90.13.82.91.9-3.93.2-8.7-2.0%
2017————————2.73.52.63.512.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.1%. The dominant macroeconomic risk driver is VTV.US, accounting for 79.0% of variance. Idiosyncratic stock-specific factors contribute 4.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-08-0110000
2017-09-0110267.589919776152
2017-10-0110622.546502086765
2017-11-0110896.334732380563
2017-12-0111280.39385835975
2018-01-0111764.629488609866
2018-02-0111305.836447246473
2018-03-0110942.73351396981
2018-04-0111111.445623107302
2018-05-0111208.139267182602
2018-06-0111214.101451585293
2018-07-0111637.062355003807
2018-08-0111970.885650025677
2018-09-0112202.93858950065
2018-10-0111725.550616584316
2018-11-0112100.3417925514
2018-12-0111049.816707103262
2019-01-0111764.806583196083
2019-02-0112213.74135925998
2019-03-0112328.852840302005
2019-04-0112665.68674328959
2019-05-0111890.248581767519
2019-06-0112758.366243410605
2019-07-0112879.026688154143
2019-08-0112569.819540616643
2019-09-0112903.288646466075
2019-10-0113009.427335139699
2019-11-0113486.402087354856
2019-12-0113778.194933914203
2020-01-0113555.941228209984
2020-02-0112104.946251793082
2020-03-0110778.802958660219
2020-04-0111976.965897485847
2020-05-0112483.338351013275
2020-06-0112482.216751967226
2020-07-0112629.736542287235
2020-08-0113414.973937580062
2020-09-0113160.902237885253
2020-10-0112496.266255807226
2020-11-0114175.240996216078
2020-12-0114693.006534790231
2021-01-0114465.794180671895
2021-02-0115086.274579252778
2021-03-0116070.979510156374
2021-04-0116320.859971310678
2021-05-0116672.746914126834
2021-06-0116697.894345369863
2021-07-0116865.780013105
2021-08-0117089.391443970224
2021-09-0116401.319944982613
2021-10-0117117.549483178966
2021-11-0116467.022036469676
2021-12-0117458.27946706336
2022-01-0117132.779617593755
2022-02-0116715.60380399171
2022-03-0117131.244797846528
2022-04-0116247.601844144956
2022-05-0116341.46197484076
2022-06-0115076.53437701076
2022-07-0115962.184402689474
2022-08-0115338.103080855486
2022-09-0113839.882881446982
2022-10-0115742.823241893495
2022-11-0116757.752315511712
2022-12-0116158.169078104615
2023-01-0116810.11328150365
2023-02-0116209.644571165458
2023-03-0116653.14844658532
2023-04-0116954.032148570554
2023-05-0116319.561277678407
2023-06-0117048.18743691005
2023-07-0117531.006310470424
2023-08-0117229.296167082837
2023-09-0116512.358250541616
2023-10-0116326.408935012189
2023-11-0117692.81173074539
2023-12-0118657.03272117638
2024-01-0118828.755438279586
2024-02-0119310.098523621466
2024-03-0119791.972892722002
2024-04-0118842.568816004627
2024-05-0119299.649943034576
2024-06-0119324.85640580634
2024-07-0120052.360965991935
2024-08-0120381.461738714646
2024-09-0120858.790680102244
2024-10-0120459.737545823224
2024-11-0122041.782516041818
2024-12-0121114.45623107301
2025-01-0121981.806482842487
2025-02-0122094.143482033753
2025-03-0121165.577534961423
2025-04-0120555.604748496167
2025-05-0121585.645893471697
2025-06-0122460.375086333606
2025-07-0122441.89821783815
2025-08-0123235.459058683242
2025-09-0123481.20731282578
2025-10-0124005.702445676237
2025-11-0124243.127254266503
2025-12-0124380.0213694134
2026-01-0124982.142962556303
2026-02-0125407.169969480696
2026-03-0123949.681524902448
2026-04-0124793.360133647377
Annual Return Matrix
YearAnnual Return
2018-0.020440523101559083
20190.24691615246948206
20200.0663956059022126
20210.18820334189095256
2022-0.07446955992493531
20230.15465017298636208
20240.13171566704213222
20250.1546601580738145
20260.016953995157384938
Total Factor Risk
0.1213165869251421
VTI.US Exposure
0.0515723457410742
VEA.US Exposure
-0.005582767998544478
VWO.US Exposure
0.007279703732034588
QQQ.US Exposure
0.1091786446023874
VTV.US Exposure
0.7895261204031726
IJR.US Exposure
-0.035755051010686045
QUAL.US Exposure
-0.08359127714717693
SHV.US Exposure
0.008635481725320809
TLT.US Exposure
-0.04461834095013214
LQD.US Exposure
0.05660592449916975
HYG.US Exposure
0.040904049922274456
GLD.US Exposure
-0.007615479449593661
USO.US Exposure
0.010446952871793704
VNQ.US Exposure
-0.03397565338801478
BTC-USD.CC Exposure
-0.006052919426311984
CPER.US Exposure
-0.010034399889606265
VIX.INDX Exposure
0.03598144304963935
UUP.US Exposure
0.01497044082486023
TIP.US Exposure
0.06045173634651121
Idiosyncratic Exposure
0.04167304554182797
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$77
Avg Yield on Cost
0.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$77.330.77%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Dow 30 Equal Weight ETF a high-risk investment?

First Trust Dow 30 Equal Weight ETF (EDOW.US) has an annualized volatility of 12.1% and experienced a maximum drawdown of 21.8% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of EDOW.US?

Over the past 10 years, EDOW.US has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 78% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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