First Trust Exchange-Traded Fund IV - FT Energy Income Partners Strategy ETF

10-Year Study

EIPX.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund IV - FT Energy Income Partners Strategy ETF has compounded at 16.6% annually over the last 10 years, with a maximum drawdown of 7.7% and an annualized volatility of 17.0%.

1Y CAGR
+33.4%
3Y CAGR
+22.4%
5Y CAGR
+16.6%
10Y CAGR
+16.6%

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 →
7.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.98
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +19.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · 10.7%
% 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.
20268.59.42.4-1.6————————19.6%
20254.20.52.3-7.43.23.91.71.00.2-0.34.6-2.411.4%
2024-0.92.47.50.53.0-1.23.51.0-0.10.59.1-6.919.1%
20233.5-1.7-1.02.9-5.85.55.00.50.3-1.53.00.310.7%
2022———————————-4.0-4.0%

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 17.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 43.4% of variance. Idiosyncratic stock-specific factors contribute 7.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-11-0110000
2022-12-019600.874791073435
2023-01-019933.767593126246
2023-02-019760.335508297452
2023-03-019662.149057581724
2023-04-019939.182859780023
2023-05-019360.816295198108
2023-06-019879.325786575371
2023-07-0110370.10227106245
2023-08-0110419.177679694156
2023-09-0110451.00038881187
2023-10-0110297.945548216083
2023-11-0110603.563487765661
2023-12-0110632.137444130565
2024-01-0110537.207890956748
2024-02-0110792.018636091942
2024-03-0111600.981487810663
2024-04-0111656.345691727265
2024-05-0112003.620155135835
2024-06-0111862.912814817735
2024-07-0112282.559837983856
2024-08-0112406.522510008164
2024-09-0112399.013014456694
2024-10-0112465.673022758272
2024-11-0113601.992256138143
2024-12-0112664.299994573534
2025-01-0113191.33300774539
2025-02-0113262.637582032025
2025-03-0113564.001905473411
2025-04-0112559.07033748239
2025-05-0112960.001653392188
2025-06-0113465.193396490065
2025-07-0113688.97453134629
2025-08-0113832.382887350133
2025-09-0113861.133992877993
2025-10-0113815.04873994513
2025-11-0114456.537420062714
2025-12-0114113.061482671299
2026-01-0115314.059504403836
2026-02-0116760.59461440074
2026-03-0117166.265057297063
2026-04-0116883.363301066733
Annual Return Matrix
YearAnnual Return
20230.10741340508012498
20240.19113396164426177
20250.114397281232957
20260.1962934705412389
Total Factor Risk
0.1698746179314013
VTI.US Exposure
-0.04094298014081536
VEA.US Exposure
0.03648714887566045
VWO.US Exposure
-0.005616083959740191
QQQ.US Exposure
-0.00040889868460764844
VTV.US Exposure
0.4339993727139486
IJR.US Exposure
-0.03178699131473452
QUAL.US Exposure
-0.02400855003523502
SHV.US Exposure
0.1327596816531587
TLT.US Exposure
0.016117782958941756
LQD.US Exposure
0.0013601290651173942
HYG.US Exposure
-0.006235167557944577
GLD.US Exposure
0.013053127101653262
USO.US Exposure
0.13346391335382102
VNQ.US Exposure
0.05410015296074085
BTC-USD.CC Exposure
0.017193451224658297
CPER.US Exposure
-0.005912864799662358
VIX.INDX Exposure
0.008719732498455314
UUP.US Exposure
0.0778966123499674
TIP.US Exposure
0.1185183473599448
Idiosyncratic Exposure
0.07124208437667165
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.0%

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 →16.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.72%
Market Cap$34.3B
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
$110
Avg Yield on Cost
1.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$110.491.10%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 →
+1.0%
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 →
+15.2%
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 →
2.6% 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 IV - FT Energy Income Partners Strategy ETF a high-risk investment?

First Trust Exchange-Traded Fund IV - FT Energy Income Partners Strategy ETF (EIPX.US) has an annualized volatility of 17.0% and experienced a maximum drawdown of 7.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, EIPX.US has generated a Compound Annual Growth Rate (CAGR) of 16.6%. 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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