First Trust Exchange-Traded Fund VIII

10-Year Study

EIPI.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII has compounded at 19.1% annually over the last 10 years, with a maximum drawdown of 5.3% and an annualized volatility of 20.6%.

1Y CAGR
+23.7%
3Y CAGR
+19.1%
5Y CAGR
+19.1%
10Y CAGR
+19.1%

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 →
5.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +13.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 12.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.16.51.4-1.2————————13.2%
20252.64.01.5-5.32.02.61.50.80.1-0.95.4-2.212.4%
2024—————-0.23.32.10.71.08.2-4.910.0%

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 20.6%. The dominant macroeconomic risk driver is TIP.US, accounting for 32.7% of variance. Idiosyncratic stock-specific factors contribute 3.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-05-0110000
2024-06-019975.890569624637
2024-07-0110309.079120477909
2024-08-0110520.965132601867
2024-09-0110594.363555102324
2024-10-0110695.396546623106
2024-11-0111570.638113043644
2024-12-0110999.502703655444
2025-01-0111287.43099226358
2025-02-0111740.789001567426
2025-03-0111919.0602987555
2025-04-0111288.87881706419
2025-05-0111509.892420322425
2025-06-0111811.606518988538
2025-07-0111989.877816176611
2025-08-0112090.344267558025
2025-09-0112099.408909787926
2025-10-0111985.849086296654
2025-11-0112635.985370674623
2025-12-0112360.898658558848
2026-01-0113113.138065831965
2026-02-0113968.361880661469
2026-03-0114157.208593784426
2026-04-0113987.246551973762
Annual Return Matrix
YearAnnual Return
20250.12376886406427934
20260.13157197857041014
Total Factor Risk
0.20554339320959655
VTI.US Exposure
0.031531801904295914
VEA.US Exposure
-0.013239892621463729
VWO.US Exposure
0.09257334636567618
QQQ.US Exposure
0.02633011014793163
VTV.US Exposure
0.05837459717018993
IJR.US Exposure
-0.002552438743068841
QUAL.US Exposure
0.004378381826756282
SHV.US Exposure
0.0034109933115683624
TLT.US Exposure
0.06040489143802404
LQD.US Exposure
-0.007705883330393419
HYG.US Exposure
0.23590313361242557
GLD.US Exposure
0.0029952971641400033
USO.US Exposure
0.018884865888309333
VNQ.US Exposure
0.012977489479799993
BTC-USD.CC Exposure
-0.0007848376456428878
CPER.US Exposure
0.000865382778946793
VIX.INDX Exposure
0.010328176885978965
UUP.US Exposure
0.10326728568519392
TIP.US Exposure
0.3266908886996179
Idiosyncratic Exposure
0.03536640998171405
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
81.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.6%

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 →16.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.76%
Market Cap$39.8B
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
$157
Avg Yield on Cost
1.57%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$157.371.57%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 →
+0.4%
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 →
+11.0%
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 →
1.8% 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 →
0.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Exchange-Traded Fund VIII a high-risk investment?

First Trust Exchange-Traded Fund VIII (EIPI.US) has an annualized volatility of 20.6% and experienced a maximum drawdown of 5.3% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, EIPI.US has generated a Compound Annual Growth Rate (CAGR) of 19.1%. It has had a positive return in 100% 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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