First Trust Nasdaq Semiconductor ETF

10-Year Study

FTXL.US · · US · ETF

Executive Summary: First Trust Nasdaq Semiconductor ETF has compounded at 26.6% annually over the last 10 years, with a maximum drawdown of 39.6% and an annualized volatility of 27.1%.

1Y CAGR
+141.9%
3Y CAGR
+42.8%
5Y CAGR
+24.6%
10Y CAGR
+26.6%

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 →
39.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.97
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +61.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.9%
% 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.
202617.42.6-5.525.0————————42.3%
20251.0-4.8-9.9-2.211.316.80.81.813.612.8-0.53.348.9%
2024-1.29.03.2-4.58.76.4-3.8-2.90.0-5.50.4-1.27.6%
202313.10.87.1-7.310.07.95.9-3.8-6.6-7.315.912.554.4%
2022-13.90.60.3-13.84.4-16.015.5-9.9-11.62.117.0-8.4-33.9%
20212.37.0-1.3-2.01.66.5-1.22.0-1.63.010.84.936.0%
2020-3.0-7.6-10.515.78.66.17.51.7-0.51.318.15.046.1%
201913.97.21.38.2-15.712.37.4-5.05.16.73.28.061.8%
20186.71.4-0.3-7.812.4-5.92.11.4-7.2-11.05.7-9.9-14.5%
20173.31.34.6-0.54.9-7.15.02.48.010.6-3.0-0.132.2%
2016—————————-1.58.75.913.5%

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 27.1%. The dominant macroeconomic risk driver is QQQ.US, accounting for 62.4% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2016-10-019852.323752174776
2016-11-0110713.534124412683
2016-12-0111346.79696208862
2017-01-0111721.274755956536
2017-02-0111874.003771344038
2017-03-0112422.515548980593
2017-04-0112360.059174679907
2017-05-0112971.652411264027
2017-06-0112047.412670465794
2017-07-0112654.994947232439
2017-08-0112961.234333816039
2017-09-0114002.312813193455
2017-10-0115492.827153677063
2017-11-0115021.565420317336
2017-12-0114999.427005740363
2018-01-0115997.374644483109
2018-02-0116220.321501870045
2018-03-0116173.80478606478
2018-04-0114914.311312990301
2018-05-0116758.154750122416
2018-06-0115774.79241980685
2018-07-0116107.4416327211
2018-08-0116325.908716805401
2018-09-0115145.38427078667
2018-10-0113474.741371227354
2018-11-0114240.417973267215
2018-12-0112828.508027128675
2019-01-0114607.082209049142
2019-02-0115658.266223551107
2019-03-0115865.742235927784
2019-04-0117173.940221071603
2019-05-0114476.595789013096
2019-06-0116253.190536218446
2019-07-0117459.60390469543
2019-08-0116582.9747778345
2019-09-0117434.60051882026
2019-10-0118605.01942971444
2019-11-0119209.42419285945
2019-12-0120753.487451425717
2020-01-0120138.977153156156
2020-02-0118615.229145613474
2020-03-0116653.192619833935
2020-04-0119273.964182649735
2020-05-0120922.156125308637
2020-06-0122192.3281277673
2020-07-0123853.64684801067
2020-08-0124255.784637503
2020-09-0124129.62171960787
2020-10-0124439.19489097482
2020-11-0128864.3774677821
2020-12-0130317.33463906571
2021-01-0131022.16966880932
2021-02-0133200.01666892392
2021-03-0132780.37650931897
2021-04-0132112.265202579518
2021-05-0132625.720149603596
2021-06-0134741.214956191994
2021-07-0134326.315021825874
2021-08-0135010.15762551179
2021-09-0134452.26957817205
2021-10-0135480.898454999115
2021-11-0139326.262931438636
2021-12-0141244.1268088387
2022-01-0135526.42545344683
2022-02-0135734.9432735683
2022-03-0135826.98698782126
2022-04-0130880.431725129445
2022-05-0132234.104618333735
2022-06-0127087.886901351227
2022-07-0131299.186348151314
2022-08-0128194.28672632753
2022-09-0124919.780803650498
2022-10-0125435.99654119829
2022-11-0129759.654953274927
2022-12-0127269.630262431376
2023-01-0130839.280319209895
2023-02-0131085.459489305846
2023-03-0133286.22625980602
2023-04-0130846.62506381073
2023-05-0133938.50208882453
2023-06-0136618.1878796087
2023-07-0138763.1658453749
2023-08-0137307.44788356757
2023-09-0134856.69934470293
2023-10-0132310.625397189204
2023-11-0137438.871930573936
2023-12-0142107.472886953445
2024-01-0141601.31059414295
2024-02-0145330.20096471398
2024-03-0146801.38977153157
2024-04-0144718.24309541917
2024-05-0148595.07016575162
2024-06-0151684.29058101618
2024-07-0149738.24580411932
2024-08-0148320.08501151198
2024-09-0148332.11789096441
2024-10-0145663.683623824065
2024-11-0145832.09184577078
2024-12-0145303.113963349206
2025-01-0145749.580672382726
2025-02-0143548.501359559115
2025-03-0139235.78192880286
2025-04-0138373.68601998188
2025-05-0142720.52465438028
2025-06-0149896.34012939253
2025-07-0150296.65475533146
2025-08-0151221.25912884037
2025-09-0158202.56909789868
2025-10-0165637.58633981684
2025-11-0165307.33328471564
2025-12-0167475.28311125466
2026-01-0179208.64283705087
2026-02-0181287.04928792441
2026-03-0176817.69406273766
2026-04-0196044.25599299907
Annual Return Matrix
YearAnnual Return
20170.3219084694875338
2018-0.14473346067025528
20190.6177631418663763
20200.46083084638302485
20210.36041401065953727
2022-0.3388239157341686
20230.5441160177724802
20240.07589249264554887
20250.4894182145148567
20260.42339908132937043
Total Factor Risk
0.2705950618898542
VTI.US Exposure
-0.29963344756525473
VEA.US Exposure
0.3375490690618237
VWO.US Exposure
-0.041300807649852
QQQ.US Exposure
0.6235758314437434
VTV.US Exposure
0.009928515339276259
IJR.US Exposure
0.2991189143953844
QUAL.US Exposure
-0.012005494152379191
SHV.US Exposure
0.019783200825437188
TLT.US Exposure
0.03459146860141671
LQD.US Exposure
0.050013641122941946
HYG.US Exposure
-0.036866325964671806
GLD.US Exposure
-0.0027025397181631955
USO.US Exposure
-0.002715076771423419
VNQ.US Exposure
-0.07032540315348791
BTC-USD.CC Exposure
-0.012948205124546213
CPER.US Exposure
0.018094660313085004
VIX.INDX Exposure
-0.04872965649711195
UUP.US Exposure
0.00537970540999343
TIP.US Exposure
-0.004072775869971448
Idiosyncratic Exposure
0.13326472595375985
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.1%

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 →19.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.24%
Market Cap$138.8B
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$6.770.07%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 →
+18.3%
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 →
+45.1%
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 →
1.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Nasdaq Semiconductor ETF a high-risk investment?

First Trust Nasdaq Semiconductor ETF (FTXL.US) has an annualized volatility of 27.1% and experienced a maximum drawdown of 39.6% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, FTXL.US has generated a Compound Annual Growth Rate (CAGR) of 26.6%. 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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