First Trust Natural Gas ETF

10-Year Study

FCG.US · · US · ETF

Executive Summary: First Trust Natural Gas ETF has compounded at 4.6% annually over the last 10 years, with a maximum drawdown of 83.6% and an annualized volatility of 47.1%.

1Y CAGR
+41.0%
3Y CAGR
+14.6%
5Y CAGR
+18.7%
10Y CAGR
+4.6%

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 →
83.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +98.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -34.8%
% 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.
20269.49.113.5-6.7————————26.3%
20251.0-2.22.9-16.15.75.72.51.6-1.7-4.69.8-4.2-2.3%
2024-3.97.29.9-1.11.8-3.80.2-3.7-5.6-0.911.0-5.24.2%
20232.2-7.4-1.92.6-7.09.310.63.0-1.4-0.1-4.6-1.12.5%
202213.211.912.7-0.918.0-22.714.25.7-12.919.5-0.2-9.047.2%
202111.525.54.11.611.912.9-13.8-1.221.29.0-7.01.598.5%
2020-21.0-20.1-44.784.8-3.41.7-0.71.2-18.20.034.59.6-23.2%
201916.0-2.24.0-3.0-15.02.6-10.7-13.72.9-9.0-2.620.0-15.8%
2018-0.1-11.62.18.03.02.7-0.5-3.2-0.2-13.0-7.7-18.1-34.8%
2017-1.2-6.11.0-5.8-7.7-2.32.7-8.012.5-0.71.53.9-11.4%
2016———18.01.00.10.24.73.5-9.112.8-3.128.7%

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 47.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.3% of variance. Idiosyncratic stock-specific factors contribute 10.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111796.119243910849
2016-05-0111917.494749380898
2016-06-0111933.293627159022
2016-07-0111957.806965298894
2016-08-0112516.222062004324
2016-09-0112953.324347199148
2016-10-0111771.79398764929
2016-11-0113281.84069464907
2016-12-0112871.069872417793
2017-01-0112718.598163066987
2017-02-0111946.459358640795
2017-03-0112063.759756747439
2017-04-0111358.76618287828
2017-05-0110481.238832638475
2017-06-0110242.87639885897
2017-07-0110523.118397542397
2017-08-019682.455095451554
2017-09-0110890.693081721576
2017-10-0110815.58571831604
2017-11-0110975.768784677597
2017-12-0111406.413592050407
2018-01-0111396.382558540485
2018-02-0110079.495940566128
2018-03-0110291.652299300964
2018-04-0111114.949374627753
2018-05-0111446.286950252344
2018-06-0111760.571768910066
2018-07-0111705.150308767752
2018-08-0111332.622801793048
2018-09-0111304.72398984358
2018-10-019829.723206169087
2018-11-019077.082223127803
2018-12-017435.628977148052
2019-01-018624.306448073727
2019-02-018437.164979154259
2019-03-018774.207705087616
2019-04-018515.28165261277
2019-05-017235.697940503433
2019-06-017424.281370489954
2019-07-016630.074292341933
2019-08-015723.206169085608
2019-09-015886.461239459578
2019-10-015357.386915770666
2019-11-015218.707877496003
2019-12-016264.004263189242
2020-01-014949.938873389549
2020-02-013952.666060625059
2020-03-012184.3202407448043
2020-04-014037.052130027272
2020-05-013900.1912165762833
2020-06-013967.2110592144445
2020-07-013940.69151437259
2020-08-013988.401617504154
2020-09-013263.032506817968
2020-10-013263.032506817968
2020-11-014390.081815617065
2020-12-014811.635998871509
2021-01-015362.653208363374
2021-02-016731.951976427071
2021-03-017008.871195260338
2021-04-017118.334848437353
2021-05-017966.396037741763
2021-06-018995.329300021944
2021-07-017750.227265602959
2021-08-017657.001347920128
2021-09-019278.956772514968
2021-10-0110110.968308203504
2021-11-019405.661264537162
2021-12-019550.609698755525
2022-01-0110806.99664587317
2022-02-0112091.15701702141
2022-03-0113626.532083633741
2022-04-0113509.168991567662
2022-05-0115939.500329143286
2022-06-0112323.688912573274
2022-07-0114072.975768784678
2022-08-0114877.276574402056
2022-09-0112963.856932384566
2022-10-0115495.376320491521
2022-11-0115461.333500517225
2022-12-0114062.317795680387
2023-01-0114366.446192909312
2023-02-0113304.974765681327
2023-03-0113046.48757092254
2023-04-0113388.29503777311
2023-05-0112455.59700322874
2023-06-0113616.689132002131
2023-07-0115055.578195040905
2023-08-0115511.802137864017
2023-09-0115293.56446506379
2023-10-0115281.778000689634
2023-11-0114575.655935550609
2023-12-0114420.551079903453
2024-01-0113856.556220808125
2024-02-0114853.95442149149
2024-03-0116324.37854612708
2024-04-0116145.888843609917
2024-05-0116437.415754992006
2024-06-0115809.911914986991
2024-07-0115846.023635622709
2024-08-0115262.468261183036
2024-09-0114413.403968527633
2024-10-0114279.928528886243
2024-11-0115845.647471866085
2024-12-0115020.281495877874
2025-01-0115166.60919720385
2025-02-0114831.196514215857
2025-03-0115260.838218237674
2025-04-0112798.219491551987
2025-05-0113522.898968684367
2025-06-0114287.765273815869
2025-07-0114646.374721795553
2025-08-0114881.288987806025
2025-09-0114626.688818532337
2025-10-0113954.170715651546
2025-11-0115317.827027365913
2025-12-0114676.65590420363
2026-01-0116055.923011817811
2026-02-0117510.422870756403
2026-03-0119867.715745587913
2026-04-0118532.334409579635
Annual Return Matrix
YearAnnual Return
2017-0.11379444715051157
2018-0.34811858984928923
2019-0.1575690123269422
2020-0.23185939908321163
20210.9848986292802417
20220.4724000078772721
20230.025474696947405562
20240.04158859204834475
2025-0.022877440197678567
20260.2627082443400255
Total Factor Risk
0.47093892770650075
VTI.US Exposure
0.01133724038547319
VEA.US Exposure
-0.004729928194382918
VWO.US Exposure
0.002687881256738166
QQQ.US Exposure
-0.004923452134819847
VTV.US Exposure
0.038813971313224366
IJR.US Exposure
0.03479724028923625
QUAL.US Exposure
0.0070259718667147865
SHV.US Exposure
0.6326901625270018
TLT.US Exposure
0.025110150091345724
LQD.US Exposure
0.009860611503527425
HYG.US Exposure
0.004931704681912541
GLD.US Exposure
0.0005375110816087139
USO.US Exposure
0.13290956377193147
VNQ.US Exposure
-0.008137044508296706
BTC-USD.CC Exposure
0.0012234928131463654
CPER.US Exposure
0.007998577964275529
VIX.INDX Exposure
-0.004915782605994311
UUP.US Exposure
0.005146030100709589
TIP.US Exposure
0.0015222042478598538
Idiosyncratic Exposure
0.10611389354878782
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.1%

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 →13.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.40%
Market Cap$13.6B
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
$92
Avg Yield on Cost
0.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$91.530.92%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 →
+1.9%
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 →
+19.5%
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 →
9.7% 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 →
0.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Natural Gas ETF a high-risk investment?

First Trust Natural Gas ETF (FCG.US) has an annualized volatility of 47.1% and experienced a maximum drawdown of 83.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FCG.US has generated a Compound Annual Growth Rate (CAGR) of 4.6%. 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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