First Trust Capital Strength ETF

10-Year Study

FDV.US · · US · ETF

Executive Summary: First Trust Capital Strength ETF has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 14.6% and an annualized volatility of 13.0%.

1Y CAGR
+18.7%
3Y CAGR
+14.3%
5Y CAGR
+8.6%
10Y CAGR
+8.6%

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 →
14.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +14.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -2.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.05.6-3.60.7————————8.7%
20253.64.5-1.6-4.61.41.61.33.7-0.1-1.63.1-0.411.0%
2024-0.10.55.8-3.53.4-0.77.13.81.8-0.12.7-6.214.4%
20232.7-4.0-1.90.5-6.14.02.8-3.3-4.7-2.67.24.1-2.2%
2022———————————-2.0-2.0%

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 13.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 105.3% of variance. Idiosyncratic stock-specific factors contribute 4.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-11-0110000
2022-12-019798.048364151313
2023-01-0110064.018244666808
2023-02-019665.921795436636
2023-03-019485.656448790814
2023-04-019536.702299255983
2023-05-018951.31243381691
2023-06-019312.210070772937
2023-07-019577.086442896121
2023-08-019263.76455722877
2023-09-018825.495506160545
2023-10-018594.878328884854
2023-11-019210.805880699372
2023-12-019587.216854348995
2024-01-019575.643890530371
2024-02-019621.165245471886
2024-03-0110177.333051820013
2024-04-019819.383982136109
2024-05-0110152.950418262892
2024-06-0110082.57778331041
2024-07-0110793.484349771352
2024-08-0111198.47299363788
2024-09-0111403.323565797435
2024-10-0111386.725670557002
2024-11-0111698.70263853649
2024-12-0110968.365143931822
2025-01-0111366.558414217563
2025-02-0111882.348585904074
2025-03-0111694.863968450982
2025-04-0111154.676518005666
2025-05-0111313.633909825425
2025-06-0111491.599959807058
2025-07-0111645.297283355769
2025-08-0112073.25611243935
2025-09-0112056.94786674331
2025-10-0111860.138323929894
2025-11-0112227.990804440587
2025-12-0112175.930366947732
2026-01-0112908.081425694112
2026-02-0113628.988712210803
2026-03-0113138.430433054547
2026-04-0113236.542088885797
Annual Return Matrix
YearAnnual Return
2023-0.021517704543457805
20240.14406144249843522
20250.1100952792115959
20260.08710724273006343
Total Factor Risk
0.13000818640138104
VTI.US Exposure
-0.23752080995480682
VEA.US Exposure
-0.039160835396749596
VWO.US Exposure
0.027359419834146654
QQQ.US Exposure
0.06593832208325091
VTV.US Exposure
1.0533591833876983
IJR.US Exposure
-0.002478405400246796
QUAL.US Exposure
-0.053416594928924255
SHV.US Exposure
0.0005684119866764528
TLT.US Exposure
-0.013288093335941524
LQD.US Exposure
0.03419820871649644
HYG.US Exposure
0.021100459297573183
GLD.US Exposure
-0.013193843052688116
USO.US Exposure
0.0011147239710064874
VNQ.US Exposure
0.07870027432859465
BTC-USD.CC Exposure
-0.003854262601624185
CPER.US Exposure
0.014093835258777946
VIX.INDX Exposure
-0.003311601844823583
UUP.US Exposure
0.022983290494027947
TIP.US Exposure
0.007094807043166987
Idiosyncratic Exposure
0.03971351011438895
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
13.0%

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 →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
$68
Avg Yield on Cost
0.68%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$67.740.68%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 →
+6.9%
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 →
3.0% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Capital Strength ETF a high-risk investment?

First Trust Capital Strength ETF (FDV.US) has an annualized volatility of 13.0% and experienced a maximum drawdown of 14.6% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, FDV.US has generated a Compound Annual Growth Rate (CAGR) of 8.6%. It has had a positive return in 75% 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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