First Trust Exchange-Traded Fund II

10-Year Study

FTHF.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund II has compounded at 39.4% annually over the last 10 years, with a maximum drawdown of 11.2% and an annualized volatility of 34.4%.

1Y CAGR
+89.1%
3Y CAGR
+39.4%
5Y CAGR
+39.4%
10Y CAGR
+39.4%

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 →
11.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +65.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -8.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.312.3-11.212.3————————28.0%
20254.8-0.62.83.56.38.9-1.03.29.37.1-0.27.965.3%
2024-4.72.83.9-3.1-0.01.72.30.5-0.6-4.0-2.7-4.1-8.1%
2023——————————10.37.118.1%

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 34.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 26.5% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-10-0110000
2023-11-0111027.388341507878
2023-12-0111814.477624896916
2024-01-0111262.912886844048
2024-02-0111576.077520725725
2024-03-0112029.819002560875
2024-04-0111652.08993445896
2024-05-0111650.082468857154
2024-06-0111849.36412170667
2024-07-0112124.929467424801
2024-08-0112187.866226832763
2024-09-0112109.249533399887
2024-10-0111626.264160770867
2024-11-0111317.439993055254
2024-12-0110853.06436911324
2025-01-0111372.943704153826
2025-02-0111309.844177264638
2025-03-0111628.16311471852
2025-04-0112040.507400494813
2025-05-0112794.771908502973
2025-06-0113935.337905291028
2025-07-0113794.59828985633
2025-08-0114233.527930899778
2025-09-0115550.696644819653
2025-10-0116651.764399496504
2025-11-0116620.133252311298
2025-12-0117939.689222622506
2026-01-0120498.936585789314
2026-02-0123021.832544815312
2026-03-0120448.912713225396
2026-04-0122955.640435782803
Annual Return Matrix
YearAnnual Return
2024-0.08137585818924953
20250.6529607318719224
20260.27960078632995633
Total Factor Risk
0.3435614581017093
VTI.US Exposure
-0.08734314293647144
VEA.US Exposure
0.08986777872258073
VWO.US Exposure
0.08514220432083638
QQQ.US Exposure
0.12692644385469107
VTV.US Exposure
0.16138177470891574
IJR.US Exposure
0.01896439209263281
QUAL.US Exposure
-0.05620219470034515
SHV.US Exposure
0.26473589742341824
TLT.US Exposure
0.16858932748545918
LQD.US Exposure
-0.024002000900396062
HYG.US Exposure
0.0067348869945730895
GLD.US Exposure
0.016276711980619238
USO.US Exposure
-0.002362945924504164
VNQ.US Exposure
-0.0008241668567952959
BTC-USD.CC Exposure
0.00008422386141015852
CPER.US Exposure
-0.01424651432418337
VIX.INDX Exposure
0.01294029110402334
UUP.US Exposure
0.024277001392267326
TIP.US Exposure
0.19481194248454414
Idiosyncratic Exposure
0.014248089216723955
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
34.4%

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 →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 →
+7.9%
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 →
+33.7%
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 →
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 Exchange-Traded Fund II a high-risk investment?

First Trust Exchange-Traded Fund II (FTHF.US) has an annualized volatility of 34.4% and experienced a maximum drawdown of 11.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FTHF.US has generated a Compound Annual Growth Rate (CAGR) of 39.4%. It has had a positive return in 67% 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 II

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

Start a Free Backtest