First Trust Capital Strength ETF

10-Year Study

FTCS.US · · US · ETF

Executive Summary: First Trust Capital Strength ETF has compounded at 10.5% annually over the last 10 years, with a maximum drawdown of 20.7% and an annualized volatility of 12.0%.

1Y CAGR
+4.5%
3Y CAGR
+11.3%
5Y CAGR
+5.9%
10Y CAGR
+10.5%

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 →
20.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +26.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.62.7-6.61.3————————1.6%
20252.81.2-1.6-1.42.90.2-0.12.60.8-2.51.60.16.5%
20241.23.42.6-4.72.40.93.84.00.4-1.95.5-6.211.2%
20230.9-4.00.90.8-3.15.71.9-0.4-3.1-1.26.73.78.5%
2022-7.0-3.83.7-5.3-0.2-5.15.6-3.7-6.211.16.3-4.1-10.2%
2021-2.81.46.94.51.70.63.22.0-5.76.9-1.98.126.7%
20200.6-7.9-10.911.06.00.16.05.1-2.6-3.68.42.413.1%
20196.44.11.33.4-5.06.71.1-0.50.41.23.71.726.7%
20185.0-2.7-2.7-0.82.3-0.14.02.81.3-6.22.3-8.5-4.2%
20172.04.31.02.62.7-0.61.50.91.83.43.90.526.6%
2016———-0.00.60.72.4-0.4-0.7-2.33.41.14.7%

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 12.0%. The dominant macroeconomic risk driver is QUAL.US, accounting for 52.6% of variance. Idiosyncratic stock-specific factors contribute 4.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019997.444724216835
2016-05-0110060.924665301938
2016-06-0110126.902460242492
2016-07-0110365.691546630911
2016-08-0110325.697173979826
2016-09-0110253.603943737995
2016-10-0110017.456266024306
2016-11-0110358.341539883835
2016-12-0110467.500624463462
2017-01-0110672.066241935807
2017-02-0111129.374474230473
2017-03-0111240.945279773987
2017-04-0111536.840473271526
2017-05-0111843.014191829432
2017-06-0111768.652795442995
2017-07-0111946.890459059601
2017-08-0112052.776493759671
2017-09-0112263.916921954988
2017-10-0112685.910668707058
2017-11-0113180.399599194945
2017-12-0113248.616849316246
2018-01-0113905.724679083201
2018-02-0113535.6116440185
2018-03-0113168.570682086367
2018-04-0113059.21062075975
2018-05-0113361.278671486278
2018-06-0113349.708153052405
2018-07-0113877.214691974425
2018-08-0114268.947082822517
2018-09-0114448.160919210219
2018-10-0113550.857165825913
2018-11-0113864.782844624877
2018-12-0112689.413406297463
2019-01-0113506.814547271166
2019-02-0114064.008222820048
2019-03-0114243.738856557151
2019-04-0114731.538132466643
2019-05-0113993.23569691558
2019-06-0114928.49534451721
2019-07-0115089.793539458913
2019-08-0115013.106555000157
2019-09-0115074.031220302095
2019-10-0115254.537050063305
2019-11-0115817.358074527921
2019-12-0116078.685267543116
2020-01-0116177.250006459964
2020-02-0114901.277350781944
2020-03-0113282.639341485332
2020-04-0114741.07017246676
2020-05-0115630.99520814013
2020-06-0115653.87784633318
2020-07-0116589.022650079387
2020-08-0117438.43651575227
2020-09-0116985.0903964697
2020-10-0116370.331238390003
2020-11-0117747.510041659607
2020-12-0118177.39930347202
2021-01-0117668.440047200824
2021-02-0117908.119173468775
2021-03-0119138.154286977566
2021-04-0120000.200976746986
2021-05-0120343.411838678836
2021-06-0120474.879342174398
2021-07-0121138.849092302877
2021-08-0121553.49283230787
2021-09-0120318.261034341183
2021-10-0121716.800794719475
2021-11-0121312.177181100145
2021-12-0123038.99810220529
2022-01-0121420.38880387253
2022-02-0120602.93024097112
2022-03-0121362.59363363087
2022-04-0120228.883803858174
2022-05-0120187.913258435998
2022-06-0119152.595901797016
2022-07-0120218.00234855684
2022-08-0119464.82763372849
2022-09-0118259.340394316376
2022-10-0120288.171944220336
2022-11-0121558.230141344076
2022-12-0120684.64164410463
2023-01-0120877.837719890093
2023-02-0120036.089681566697
2023-03-0120213.638282050764
2023-04-0120377.14722120936
2023-05-0119739.735112647464
2023-06-0120873.70334109486
2023-07-0121271.264057605673
2023-08-0121190.64367109868
2023-09-0120529.516306391917
2023-10-0120275.797518798503
2023-11-0121633.653843393175
2023-12-0122438.594426053474
2024-01-0122699.28997786385
2024-02-0123470.236779318915
2024-03-0124074.545146555116
2024-04-0122938.969104131793
2024-05-0123495.50242751199
2024-06-0123701.47488221327
2024-07-0124606.760283549476
2024-08-0125585.40219753717
2024-09-0125681.038418140735
2024-10-0125205.87196632778
2024-11-0126594.5925770674
2024-12-0124949.023683674084
2025-01-0125647.905965851176
2025-02-0125949.026554770473
2025-03-0125527.836715006357
2025-04-0125163.293606929677
2025-05-0125900.878268384346
2025-06-0125951.17987705965
2025-07-0125931.19704621604
2025-08-0126593.616404296306
2025-09-0126809.666407310953
2025-10-0126131.111487543745
2025-11-0126537.68744670527
2025-12-0126560.51266297061
2026-01-0127780.72862684073
2026-02-0128521.471494319536
2026-03-0126632.290072610027
2026-04-0126979.692735264816
Annual Return Matrix
YearAnnual Return
20170.2656905716683764
2018-0.04220843952081266
20190.26709444737324395
20200.13052771423826703
20210.2674529352394581
2022-0.10219005391016978
20230.084794932014147
20240.11187996939352596
20250.06459126416041028
20260.015782077613230916
Total Factor Risk
0.11977493810616893
VTI.US Exposure
-0.032058652613512005
VEA.US Exposure
-0.07210090151315456
VWO.US Exposure
0.010763181035410078
QQQ.US Exposure
-0.13421629317238806
VTV.US Exposure
0.34314047141647736
IJR.US Exposure
-0.07076416639966059
QUAL.US Exposure
0.5256928481744785
SHV.US Exposure
0.23038349198411276
TLT.US Exposure
-0.02663132523915326
LQD.US Exposure
0.036967086947752976
HYG.US Exposure
0.06060649392493612
GLD.US Exposure
0.003756325873294977
USO.US Exposure
0.0226350512790891
VNQ.US Exposure
0.06281501904150723
BTC-USD.CC Exposure
-0.0015221718143711607
CPER.US Exposure
-0.027037969196001547
VIX.INDX Exposure
-0.00320183432885549
UUP.US Exposure
0.027330233035638123
TIP.US Exposure
-0.003081521843802365
Idiosyncratic Exposure
0.04652463340820177
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.0%

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 →19.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.97%
Market Cap$108.9B
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
$82
Avg Yield on Cost
0.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$82.40.82%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 →
-1.7%
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 →
+0.7%
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 →
5.5% 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 →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

First Trust Capital Strength ETF (FTCS.US) has an annualized volatility of 12.0% and experienced a maximum drawdown of 20.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, FTCS.US has generated a Compound Annual Growth Rate (CAGR) of 10.5%. It has had a positive return in 80% 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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