First Trust Exchange-Traded Fund IV

10-Year Study

FSIG.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund IV has compounded at 2.8% annually over the last 10 years, with a maximum drawdown of 6.3% and an annualized volatility of 7.2%.

1Y CAGR
+4.3%
3Y CAGR
+5.1%
5Y CAGR
+2.8%
10Y CAGR
+2.8%

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 →
6.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.20.5-1.30.5————————-0.1%
20250.51.00.00.90.11.10.11.00.50.30.50.46.7%
20240.3-0.60.4-0.81.30.61.61.10.9-1.00.7-0.24.2%
20231.2-1.01.70.5-0.3-0.20.50.1-0.7-0.22.71.86.2%
2022-1.1-0.8-1.6-1.00.2-1.51.9-1.0-1.50.11.80.2-4.4%
2021———————————0.20.2%

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 7.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.4% of variance. Idiosyncratic stock-specific factors contribute 1.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-0110016.498326991674
2022-01-019907.843731672696
2022-02-019827.67645917208
2022-03-019668.62705655363
2022-04-019571.620339021467
2022-05-019594.37665211343
2022-06-019451.713381516729
2022-07-019632.664602203668
2022-08-019533.92169584397
2022-09-019386.216451295766
2022-10-019391.9814594979
2022-11-019560.39177576872
2022-12-019578.175245143175
2023-01-019693.664667367413
2023-02-019593.294367302533
2023-03-019755.927209263451
2023-04-019802.662647291314
2023-05-019776.719543740455
2023-06-019755.819547423624
2023-07-019808.293928155555
2023-08-019821.775457067008
2023-09-019750.496519406046
2023-10-019731.995682193581
2023-11-019990.492892901968
2023-12-0110173.96793377097
2024-01-0110207.9675427885
2024-02-0110144.887904192294
2024-03-0110189.73302696929
2024-04-0110109.912538921171
2024-05-0110236.97390900308
2024-06-0110293.310516578507
2024-07-0110460.002776542186
2024-08-0110572.047019891941
2024-09-0110667.791260691813
2024-10-0110558.172241944485
2024-11-0110632.61983754395
2024-12-0110606.201888615327
2025-01-0110658.65133713172
2025-02-0110767.888439668288
2025-03-0110769.615562235625
2025-04-0110865.57965984525
2025-05-0110881.658672302858
2025-06-0110998.119317650591
2025-07-0111011.354924254229
2025-08-0111117.138914938647
2025-09-0111176.803973288532
2025-10-0111213.3772669192
2025-11-0111267.831492221432
2025-12-0111315.56081902328
2026-01-0111341.012077958505
2026-02-0111396.112092974498
2026-03-0111253.512150205268
2026-04-0111306.987128743729
Annual Return Matrix
YearAnnual Return
2022-0.04376011132227098
20230.062203151788218
20240.04248430481185439
20250.06688152251461266
2026-0.0007576902653502193
Total Factor Risk
0.07193790297691108
VTI.US Exposure
0.034588389591998836
VEA.US Exposure
0.021071556395343312
VWO.US Exposure
-0.0035471127318753527
QQQ.US Exposure
-0.00900813488743873
VTV.US Exposure
0.00028656794932984623
IJR.US Exposure
-0.0019634404506142927
QUAL.US Exposure
-0.01620218570983946
SHV.US Exposure
0.8341635833283425
TLT.US Exposure
-0.01959694288020102
LQD.US Exposure
0.15034564459489363
HYG.US Exposure
-0.008128647430731557
GLD.US Exposure
0.00011430968175140092
USO.US Exposure
0.004248770505050273
VNQ.US Exposure
-0.0018875995419642675
BTC-USD.CC Exposure
-0.00045878946360449575
CPER.US Exposure
-0.0020900514112905
VIX.INDX Exposure
-0.0016441349995238645
UUP.US Exposure
-0.0006398647632422885
TIP.US Exposure
0.009688605905097467
Idiosyncratic Exposure
0.01065947631851837
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
54.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.2%

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 →4.54%
Market Cap$34.1B
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
$86
Avg Yield on Cost
0.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$86.150.86%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 →
-0.1%
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 →
+0.8%
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 →
0.8% 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 →
0.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Exchange-Traded Fund IV a high-risk investment?

First Trust Exchange-Traded Fund IV (FSIG.US) has an annualized volatility of 7.2% and experienced a maximum drawdown of 6.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FSIG.US has generated a Compound Annual Growth Rate (CAGR) of 2.8%. It has had a positive return in 60% 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.

Run a Full Backtest on First Trust Exchange-Traded Fund IV

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest