First Trust Global Wind Energy ETF

10-Year Study

FAN.US · · US · ETF

Executive Summary: First Trust Global Wind Energy ETF has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 39.3% and an annualized volatility of 18.8%.

1Y CAGR
+57.9%
3Y CAGR
+16.5%
5Y CAGR
+5.0%
10Y CAGR
+10.3%

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 →
39.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +61.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.08.71.13.9————————25.5%
2025-0.22.8-1.04.79.06.54.1-1.84.15.3-1.83.340.4%
2024-7.0-0.91.8-0.814.0-6.35.4-0.66.5-7.8-3.1-8.1-9.0%
20234.3-4.63.90.2-3.92.4-2.2-7.4-7.9-6.211.09.5-3.2%
2022-7.25.4-0.1-8.52.9-6.97.3-3.3-14.93.211.5-0.3-13.1%
20210.8-6.83.3-2.8-0.4-1.0-0.73.2-4.54.6-8.11.0-11.6%
20201.3-3.4-15.23.910.04.615.45.30.53.115.012.261.2%
201912.01.21.12.5-5.26.3-2.8-0.92.72.93.35.431.2%
20184.0-4.72.14.6-3.2-5.64.1-3.1-2.0-9.88.2-5.1-11.4%
20174.20.23.63.73.2-2.52.20.3-0.00.7-4.14.216.3%
2016———2.72.23.43.71.50.9-1.8-6.90.96.3%

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 18.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 29.1% of variance. Idiosyncratic stock-specific factors contribute 26.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110266.33419675197
2016-05-0110489.67659418966
2016-06-0110841.886910071906
2016-07-0111247.514536602144
2016-08-0111420.019131350693
2016-09-0111521.90969572554
2016-10-0111315.119141023848
2016-11-0110535.032942466225
2016-12-0110628.755064971356
2017-01-0111073.827667372449
2017-02-0111090.916907599876
2017-03-0111489.66584623983
2017-04-0111918.29408540321
2017-05-0112301.243537795166
2017-06-0111993.314775206629
2017-07-0112253.415161058028
2017-08-0112290.603067464881
2017-09-0112285.87396954031
2017-10-0112369.815457701443
2017-11-0111866.059049236359
2017-12-0112360.464741350588
2018-01-0112854.870433464816
2018-02-0112248.578583635172
2018-03-0112509.538805472856
2018-04-0113080.254941369933
2018-05-0112668.178544942552
2018-06-0111961.50084371406
2018-07-0112448.812888941435
2018-08-0112065.540998054621
2018-09-0111822.422372932364
2018-10-0110666.802807364495
2018-11-0111546.522500832967
2018-12-0110952.268354811318
2019-01-0112261.583602927742
2019-02-0112414.419449490008
2019-03-0112549.41369933685
2019-04-0112857.342461925387
2019-05-0112183.660966670608
2019-06-0112947.195322492234
2019-07-0112588.106318719703
2019-08-0112480.841779430573
2019-09-0112817.03765006825
2019-10-0113189.66907062478
2019-11-0113625.4984361733
2019-12-0114367.21445384293
2020-01-0114557.990563300053
2020-02-0114067.454133124107
2020-03-0111926.99992476435
2020-04-0112391.956234348298
2020-05-0113633.666878043014
2020-06-0114257.262927096657
2020-07-0116446.942745671266
2020-08-0117318.81643576488
2020-09-0117403.402800915723
2020-10-0117949.398652207088
2020-11-0120649.821046635356
2020-12-0123159.467331606495
2021-01-0123338.42069625219
2021-02-0121758.042153459228
2021-03-0122479.014627959714
2021-04-0121851.22687847293
2021-05-0121771.584570243223
2021-06-0121546.73745982954
2021-07-0121396.481121226123
2021-08-0122077.57870186262
2021-09-0121075.654818843308
2021-10-0122053.825732741483
2021-11-0120258.918111370258
2021-12-0120467.42833804452
2022-01-0118990.98247009383
2022-02-0120022.463215141714
2022-03-0120006.233810900572
2022-04-0118304.51091454305
2022-05-0118831.267935641277
2022-06-0117540.761599724854
2022-07-0118814.071215915563
2022-08-0118192.732236325923
2022-09-0115487.150825979945
2022-10-0115984.995862039317
2022-11-0117828.16177814082
2022-12-0117781.94559387797
2023-01-0118551.928719596734
2023-02-0117689.513225352264
2023-03-0118380.0690018379
2023-04-0118411.023097344183
2023-05-0117694.88720026655
2023-06-0118110.725379133928
2023-07-0117706.38750658312
2023-08-0116400.189163916984
2023-09-0115100.547070646273
2023-10-0114162.573489106953
2023-11-0115721.241173246202
2023-12-0117214.668801926033
2024-01-0116002.944938253027
2024-02-0115856.772820584472
2024-03-0116134.7148031513
2024-04-0116009.071269655313
2024-05-0118248.29913693963
2024-06-0117092.249653378618
2024-07-0118020.22764157737
2024-08-0117909.41627884481
2024-09-0119076.536150729247
2024-10-0117591.921840908846
2024-11-0117050.977526036906
2024-12-0115672.123042529638
2025-01-0115635.04261562107
2025-02-0116074.526284111305
2025-03-0115916.208983136466
2025-04-0116656.957685321526
2025-05-0118164.25016928021
2025-06-0119349.211637880075
2025-07-0120139.400909276555
2025-08-0119775.90524607431
2025-09-0120591.67463806279
2025-10-0121679.47464021238
2025-11-0121298.782257284423
2025-12-0122001.0532990832
2026-01-0124204.383013940092
2026-02-0126300.23323051128
2026-03-0126590.427875882673
2026-04-0127622.231059425416
Annual Return Matrix
YearAnnual Return
20170.16292685886481073
2018-0.11392746276184096
20190.3118026319663203
20200.6119664257821267
2021-0.11623924484170078
2022-0.13120762900998262
2023-0.03190184049079747
2024-0.08960647324355209
20250.4038336247985461
20260.2554958475818272
Total Factor Risk
0.18779911683498132
VTI.US Exposure
-0.14718985456670935
VEA.US Exposure
0.2914376599304517
VWO.US Exposure
0.020728826107220648
QQQ.US Exposure
0.09427015203745304
VTV.US Exposure
-0.018790181985388878
IJR.US Exposure
0.04678463423649029
QUAL.US Exposure
-0.04463445168001321
SHV.US Exposure
0.04533137706539612
TLT.US Exposure
-0.024216504694950475
LQD.US Exposure
-0.024865747376273967
HYG.US Exposure
0.08367497539785682
GLD.US Exposure
-0.0204350979112474
USO.US Exposure
-0.0028936575600505177
VNQ.US Exposure
0.13772616341043925
BTC-USD.CC Exposure
0.002897413327551009
CPER.US Exposure
-0.00027360858515370045
VIX.INDX Exposure
-0.00842069766074297
UUP.US Exposure
0.04907659826418725
TIP.US Exposure
0.25096597341610594
Idiosyncratic Exposure
0.2688260288273784
Value Score
41.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.8%

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 →20.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.12%
Market Cap$13.5B
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
$0
Avg Yield on Cost
0.00%

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 →
+6.9%
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 →
+23.4%
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 →
0.8% 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 →
1.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Global Wind Energy ETF a high-risk investment?

First Trust Global Wind Energy ETF (FAN.US) has an annualized volatility of 18.8% and experienced a maximum drawdown of 39.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FAN.US has generated a Compound Annual Growth Rate (CAGR) of 10.3%. It has had a positive return in 50% 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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