First Trust Exchange-Traded Fund IV

10-Year Study

FIIG.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund IV has compounded at -22.1% annually over the last 10 years, with a maximum drawdown of 89.5% and an annualized volatility of 150.4%.

1Y CAGR
+5.9%
3Y CAGR
-48.8%
5Y CAGR
-32.9%
10Y CAGR
-22.1%

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 →
89.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +43.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -85.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.11.0-2.20.8————————-0.6%
20250.81.8-0.00.00.31.9-0.11.31.10.41.4-0.19.2%
2024-0.1-1.81.3-2.31.80.92.21.91.6-2.41.2-2.02.2%
202315.50.13.7-0.2-6.9-3.7-8.1-86.4-2.9-1.56.04.3-85.8%
2022-3.0-0.4-2.110.1-1.9-11.813.70.4-13.49.8-3.75.1-1.1%
202110.7——-13.46.4-7.27.3-4.75.8-6.6-9.35.9-8.1%
2020———————————43.343.3%
2019—————————-6.1——-6.1%

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 150.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.6% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-019394.736971521026
2020-12-0113464.912558021248
2021-01-0114912.281219417438
2021-04-0112912.281219417438
2021-05-0113736.8429557096
2021-06-0112754.386149791942
2021-07-0113684.209860749008
2021-08-0113035.088495792823
2021-09-0113789.47324049934
2021-10-0112877.193426167329
2021-11-0111684.209860749008
2021-12-0112368.421829126157
2022-01-0112000
2022-02-0111947.36690503941
2022-03-0111701.754459916778
2022-04-0112878.296418226488
2022-05-0112627.536442646871
2022-06-0111140.89002326119
2022-07-0112664.942626849355
2022-08-0112717.093777508939
2022-09-0111015.510035471381
2022-10-0112090.193838559899
2022-11-0111642.409271877706
2022-12-0112233.485855356292
2023-01-0114132.093485953712
2023-02-0114150.005514960296
2023-03-0114669.436090040685
2023-04-0114641.304874733121
2023-05-0113627.02147883836
2023-06-0113124.17653212271
2023-07-0112062.961877924774
2023-08-011642.6715316344446
2023-09-011594.5301845368942
2023-10-011570.1372181135184
2023-11-011664.7439893606934
2023-12-011736.17329874013
2024-01-011734.561834367125
2024-02-011704.146595372632
2024-03-011725.4915920390667
2024-04-011686.4757374766493
2024-05-011717.1856442422056
2024-06-011732.8951197870451
2024-07-011770.7783451044365
2024-08-011803.8087605671205
2024-09-011832.7046188670656
2024-10-011787.8967009296748
2024-11-011810.1993678520669
2024-12-011773.6237307687713
2025-01-011787.3534072267757
2025-02-011820.356197585923
2025-03-011820.2272804360823
2025-04-011821.0468251743537
2025-05-011827.290098573768
2025-06-011861.8122696274625
2025-07-011860.04426300108
2025-08-011884.1149365498547
2025-09-011905.58885036613
2025-10-011912.7253354465818
2025-11-011939.9452707986015
2025-12-011937.2564273876442
2026-01-011935.5620877040271
2026-02-011954.2919079022706
2026-03-011910.736327991901
2026-04-011926.3905533296663
Annual Return Matrix
YearAnnual Return
20200.43323997242695045
2021-0.08143318600623917
2022-0.010909716343285414
2023-0.858080246360855
20240.02157067618527342
20250.09225896890088792
2026-0.0056088981842379315
Total Factor Risk
1.5040478474710541
VTI.US Exposure
-0.005724780277453563
VEA.US Exposure
0.016940077869924016
VWO.US Exposure
0.004168252775448863
QQQ.US Exposure
0.05626153318103365
VTV.US Exposure
0.03710436412688366
IJR.US Exposure
-0.0046538649474484614
QUAL.US Exposure
0.01736180674621723
SHV.US Exposure
0.6262798931600344
TLT.US Exposure
0.021851720710279174
LQD.US Exposure
0.0017314972683166088
HYG.US Exposure
0.0020506183049569028
GLD.US Exposure
0.002636613391781282
USO.US Exposure
0.00003137381442216768
VNQ.US Exposure
-0.002828156729655479
BTC-USD.CC Exposure
0.001954181488026616
CPER.US Exposure
-0.0027367649129851485
VIX.INDX Exposure
0.003917308868249163
UUP.US Exposure
0.0019300866828244403
TIP.US Exposure
0.007947661110982305
Idiosyncratic Exposure
0.21377657736816216
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
54
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
150.4%

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 →4.50%
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
$15
Avg Yield on Cost
0.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$14.920.15%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 →
-12.1%
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 →
-13.0%
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 →
89.5% 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 Exchange-Traded Fund IV a high-risk investment?

First Trust Exchange-Traded Fund IV (FIIG.US) has an annualized volatility of 150.4% and experienced a maximum drawdown of 89.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FIIG.US has generated a Compound Annual Growth Rate (CAGR) of -22.1%. It has had a positive return in 43% 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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