First Trust Nasdaq Clean Edge Smart Grid Infrastructure UCITS ETF A USD Acc GBP

10-Year Study

FGRD.LSE · · GB · ETF

Executive Summary: First Trust Nasdaq Clean Edge Smart Grid Infrastructure UCITS ETF A USD Acc GBP has compounded at 18.4% annually over the last 10 years, with a maximum drawdown of 14.0% and an annualized volatility of 38.5%.

1Y CAGR
+42.4%
3Y CAGR
+20.5%
5Y CAGR
+18.4%
10Y CAGR
+18.4%

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 →
14.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +20.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · 15.4%
% 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.
20265.29.4-8.19.5————————15.9%
20252.6-5.3-6.81.89.45.27.2-2.15.77.1-3.4-1.120.5%
2024-3.57.85.6-0.43.4-0.81.3-0.92.9-0.35.1-3.517.1%
20236.31.8-0.3-1.83.44.8-0.2-2.4-3.3-8.67.68.515.4%
2022————-1.4-6.013.2-1.4-3.94.94.8-4.84.1%

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 38.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.5% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-04-0110000
2022-05-019864.98071153022
2022-06-019274.539219888557
2022-07-0110499.357051007288
2022-08-0110349.335619374197
2022-09-019945.349335619374
2022-10-0110435.062151735963
2022-11-0110932.276039434206
2022-12-0110410.415773681954
2023-01-0111066.223746249463
2023-02-0111269.824260608659
2023-03-0111236.605229318475
2023-04-0111037.291041577368
2023-05-0111410.20145735105
2023-06-0111953.493356193743
2023-07-0111925.63223317617
2023-08-0111643.806258036862
2023-09-0111254.822117445348
2023-10-0110283.96913844835
2023-11-0111069.43849121303
2023-12-0112013.50192884698
2024-01-0111596.656665237892
2024-02-0112506.429489927134
2024-03-0113202.95756536648
2024-04-0113151.521645949422
2024-05-0113593.013287612517
2024-06-0113478.354050578653
2024-07-0113648.735533647665
2024-08-0113529.789969995714
2024-09-0113915.55936562366
2024-10-0113871.624517788254
2024-11-0114576.72524646378
2024-12-0114067.723960565794
2025-01-0114439.562794684954
2025-02-0113676.596656665239
2025-03-0112751.821688812688
2025-04-0112978.996999571369
2025-05-0114202.743249035577
2025-06-0114945.349335619374
2025-07-0116027.646806686671
2025-08-0115687.955422203173
2025-09-0116576.29661380197
2025-10-0117757.179597085298
2025-11-0117145.306472353193
2025-12-0116950.278611230176
2026-01-0117831.118731247323
2026-02-0119507.072438919844
2026-03-0117929.70424346335
2026-04-0119639.948564080583
Annual Return Matrix
YearAnnual Return
20230.15398867730313937
20240.170992774953171
20250.20490554539914685
20260.15867998482741186
Total Factor Risk
0.3854873337683445
VTI.US Exposure
0.09916745637878532
VEA.US Exposure
0.055040268622814977
VWO.US Exposure
-0.007355840847612054
QQQ.US Exposure
0.020620224481800807
VTV.US Exposure
0.017702300412019804
IJR.US Exposure
0.006465393884801031
QUAL.US Exposure
-0.04124685032553323
SHV.US Exposure
0.8245571968696431
TLT.US Exposure
0.012793691823211314
LQD.US Exposure
-0.0001407357261287563
HYG.US Exposure
-0.008251183854318982
GLD.US Exposure
0.001730247186618965
USO.US Exposure
-0.0004367164077491339
VNQ.US Exposure
-0.003557532005222588
BTC-USD.CC Exposure
-0.000020756808253596527
CPER.US Exposure
-0.0025911693819028847
VIX.INDX Exposure
-0.007809276809196647
UUP.US Exposure
0.002439118551705442
TIP.US Exposure
-0.0003634929628925919
Idiosyncratic Exposure
0.03125765691740974
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
38.5%

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
$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 →
+4.8%
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 →
+14.8%
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 →
0.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Nasdaq Clean Edge Smart Grid Infrastructure UCITS ETF A USD Acc GBP a high-risk investment?

First Trust Nasdaq Clean Edge Smart Grid Infrastructure UCITS ETF A USD Acc GBP (FGRD.LSE) has an annualized volatility of 38.5% and experienced a maximum drawdown of 14.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FGRD.LSE?

Over the past 10 years, FGRD.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.4%. 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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