First Trust Nasdaq BuyWrite Income ETF

10-Year Study

FTQI.US · · US · ETF

Executive Summary: First Trust Nasdaq BuyWrite Income ETF has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 15.8% and an annualized volatility of 10.9%.

1Y CAGR
+22.9%
3Y CAGR
+15.3%
5Y CAGR
+9.8%
10Y CAGR
+7.5%

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 →
15.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +23.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.2-1.1-2.46.0————————3.5%
20252.1-2.4-6.40.13.43.32.61.73.82.80.40.912.7%
20241.53.31.8-2.63.12.0-0.11.22.2-0.25.7-0.818.3%
20237.3-0.23.11.10.73.51.8-0.8-2.8-0.56.32.323.6%
20220.01.53.9-5.10.4-5.97.5-3.8-9.34.22.0-3.2-8.8%
20211.50.32.31.33.2-0.5-1.91.61.21.0-1.51.710.5%
2020-1.4-4.4-7.13.20.5-0.12.9-0.4-5.3-1.33.83.4-6.6%
20195.12.7-0.23.1-2.54.00.4-0.31.30.10.20.515.1%
20181.0-4.1-0.9-0.82.61.31.12.3-0.6-4.40.4-7.6-9.8%
2017-0.71.5-0.21.1-1.03.20.51.42.31.21.31.312.5%
2016———-2.42.5-1.34.0-0.70.40.44.61.69.4%

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 10.9%. The dominant macroeconomic risk driver is QQQ.US, accounting for 35.9% of variance. Idiosyncratic stock-specific factors contribute 12.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019762.983414672086
2016-05-0110008.846804456458
2016-06-019882.658318912718
2016-07-0110282.61165444965
2016-08-0110212.32330695495
2016-09-0110249.946530302735
2016-10-0110287.375318387743
2016-11-0110763.547276934147
2016-12-0110940.483366063272
2017-01-0110858.72333806459
2017-02-0111026.22931694892
2017-03-0111007.077443565167
2017-04-0111128.98835332776
2017-05-0111020.687911959714
2017-06-0111368.824249965974
2017-07-0111422.974470649999
2017-08-0111583.480780074273
2017-09-0111849.66265481908
2017-10-0111989.169955863197
2017-11-0112150.356788707202
2017-12-0112307.557698664232
2018-01-0112432.579572631294
2018-02-0111926.853454142445
2018-03-0111816.317007252437
2018-04-0111716.3772821839
2018-05-0112015.321498707006
2018-06-0112174.27232602905
2018-07-0112312.029709708155
2018-08-0112591.919270478895
2018-09-0112512.881336159127
2018-10-0111959.032490132411
2018-11-0112011.724446345588
2018-12-0111103.906204429235
2019-01-0111667.768466489084
2019-02-0111979.156539830065
2019-03-0111954.366043825708
2019-04-0112327.185758354204
2019-05-0112015.377591393404
2019-06-0112496.269130986784
2019-07-0112549.919917154155
2019-08-0112507.610829488269
2019-09-0112674.803764514005
2019-10-0112689.146613841069
2019-11-0112714.895134300748
2019-12-0112780.675687613948
2020-01-0112599.916846230512
2020-02-0112044.626063773552
2020-03-0111191.018849546963
2020-04-0111546.346021327612
2020-05-0111607.680013207548
2020-06-0111599.24489729432
2020-07-0111939.665518882306
2020-08-0111895.996317450239
2020-09-0111268.345072069596
2020-10-0111123.660304665913
2020-11-0111549.934051508333
2020-12-0111941.968533602954
2021-01-0112116.32825759431
2021-02-0112154.504157005507
2021-03-0112431.170025266047
2021-04-0112589.622815456214
2021-05-0112993.346673395412
2021-06-0112930.304890406203
2021-07-0112682.015056179545
2021-08-0112884.793462625537
2021-09-0113045.492712021876
2021-10-0113175.203248043439
2021-11-0112976.954845593054
2021-12-0113193.181411669882
2022-01-0113196.17421823923
2022-02-0113388.923755831254
2022-03-0113906.766443448561
2022-04-0113201.000906900941
2022-05-0113254.088919342294
2022-06-0112468.609775849467
2022-07-0113407.914355880788
2022-08-0112902.182892617677
2022-09-0111703.943061683982
2022-10-0112194.399900340535
2022-11-0112438.925547865976
2022-12-0112036.15849797497
2023-01-0112917.05792006457
2023-02-0112889.690613895451
2023-03-0113292.678323006872
2023-04-0113440.527417802496
2023-05-0113540.86153618165
2023-06-0114008.727691793394
2023-07-0114263.870014667522
2023-08-0114152.151549366128
2023-09-0113760.756793582797
2023-10-0113686.357550719216
2023-11-0114547.421748600467
2023-12-0114880.673726943663
2024-01-0115096.738043593716
2024-02-0115599.271802439951
2024-03-0115881.515342423285
2024-04-0115468.886308802996
2024-05-0115955.250753346452
2024-06-0116274.783847300989
2024-07-0116251.857539727645
2024-08-0116448.783841134697
2024-09-0116817.542484033715
2024-10-0116777.0320471561
2024-11-0117738.104937423366
2024-12-0117604.261213147114
2025-01-0117973.741170640602
2025-02-0117547.05113812605
2025-03-0116429.137753400988
2025-04-0116437.737900159733
2025-05-0117000.52460613378
2025-06-0117569.54539865438
2025-07-0118034.772915016943
2025-08-0118349.403294864078
2025-09-0119051.307295054412
2025-10-0119584.672153546555
2025-11-0119662.5110842578
2025-12-0119836.457303995776
2026-01-0120065.597997304452
2026-02-0119842.118566623245
2026-03-0119365.752172814067
2026-04-0120532.363749489607
Annual Return Matrix
YearAnnual Return
20170.12495556977322808
2018-0.09779775351901299
20190.15100717281958542
2020-0.06562306833462683
20210.10477442429581041
2022-0.08769855257743087
20230.23633082178564457
20240.18302850638220725
20250.1267986235731169
20260.03508219410497526
Total Factor Risk
0.10930360833540682
VTI.US Exposure
0.33329621996427744
VEA.US Exposure
-0.021460282023361966
VWO.US Exposure
0.036166315783059816
QQQ.US Exposure
0.35904592680529424
VTV.US Exposure
0.13692269971712126
IJR.US Exposure
0.019661042534339465
QUAL.US Exposure
-0.2679200331346581
SHV.US Exposure
0.14376769195857944
TLT.US Exposure
-0.02697999788213322
LQD.US Exposure
-0.019904467318511962
HYG.US Exposure
-0.0029806616087654975
GLD.US Exposure
0.009741248229714488
USO.US Exposure
0.000448727549729314
VNQ.US Exposure
-0.04058847057004325
BTC-USD.CC Exposure
0.01640685847644489
CPER.US Exposure
-0.0193230195783279
VIX.INDX Exposure
0.06736337602899414
UUP.US Exposure
0.0038968939586750445
TIP.US Exposure
0.14999364443305516
Idiosyncratic Exposure
0.12244628667651702
Value Score
41
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.9%

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 →22.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →11.69%
Market Cap$276.7B
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
$402
Avg Yield on Cost
4.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$402.484.02%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 →
+3.7%
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 →
+6.7%
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 →
0.0% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Nasdaq BuyWrite Income ETF a high-risk investment?

First Trust Nasdaq BuyWrite Income ETF (FTQI.US) has an annualized volatility of 10.9% and experienced a maximum drawdown of 15.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, FTQI.US has generated a Compound Annual Growth Rate (CAGR) of 7.5%. It has had a positive return in 70% 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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