First Trust Nasdaq Oil & Gas ETF

10-Year Study

FTXN.US · · US · ETF

Executive Summary: First Trust Nasdaq Oil & Gas ETF has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 66.5% and an annualized volatility of 33.0%.

1Y CAGR
+44.0%
3Y CAGR
+16.4%
5Y CAGR
+19.2%
10Y CAGR
+8.6%

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 →
66.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +69.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -28.1%
% 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.
202612.110.611.5-7.6————————27.7%
20252.11.62.1-15.31.85.12.83.9-1.5-3.74.2-1.6-0.2%
2024-0.73.511.6-2.4-0.5-1.01.3-1.7-5.10.79.1-9.14.1%
20233.8-6.3-0.30.4-8.37.89.92.51.9-3.3-1.5-0.44.9%
202213.38.211.7-3.416.2-20.612.15.0-10.522.4-0.4-5.947.4%
202110.416.74.0-0.09.47.7-10.2-0.717.69.8-8.11.469.2%
2020-11.4-15.7-34.139.20.2-3.5-0.22.8-15.4-1.823.13.4-28.1%
201913.9-1.23.3-2.6-10.15.9-3.9-9.36.7-2.80.95.03.2%
20181.3-9.34.513.48.30.11.6-0.60.5-14.7-7.5-16.3-21.0%
2017-2.5-3.3-0.7-5.0-4.8-3.22.1-6.010.61.04.07.0-2.3%
2016——————————10.7-0.210.5%

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 33.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.8% of variance. Idiosyncratic stock-specific factors contribute 13.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2016-11-0111071.51881182017
2016-12-0111046.682895263919
2017-01-0110765.35297199026
2017-02-0110413.767602378823
2017-03-0110337.041259667825
2017-04-019818.198625704865
2017-05-019343.419714664284
2017-06-019042.615474686469
2017-07-019230.086586756232
2017-08-018678.889470927186
2017-09-019601.577666163374
2017-10-019693.094629156009
2017-11-0110084.737928696884
2017-12-0110794.009798785935
2018-01-0110934.150925954456
2018-02-019912.24231966228
2018-03-0110356.453948787475
2018-04-0111742.76646226851
2018-05-0112718.331125011553
2018-06-0112728.622931624193
2018-07-0112929.22071919391
2018-08-0112849.104859335037
2018-09-0112915.169629926355
2018-10-0111017.040027116136
2018-11-0110186.669953471172
2018-12-018528.394909561519
2019-01-019714.171263057344
2019-02-019594.367238776076
2019-03-019909.037685267926
2019-04-019652.283718210336
2019-05-018676.055987193558
2019-06-019186.663906941503
2019-07-018828.263031082028
2019-08-018011.319745807578
2019-09-018547.186384993598
2019-10-018307.99230084751
2019-11-018382.406109261614
2019-12-018801.712488917265
2020-01-017797.174562758606
2020-02-016573.260688188134
2020-03-014331.97676211635
2020-04-016032.028694283307
2020-05-016043.798504076147
2020-06-015830.594858792486
2020-07-015819.807139889681
2020-08-015984.316473730399
2020-09-015063.284484094065
2020-10-014973.643271209638
2020-11-016122.661989407337
2020-12-016328.61426580934
2021-01-016985.871100452901
2021-02-018151.724067222273
2021-03-018475.299800294126
2021-04-018472.575100493887
2021-05-019271.053196311059
2021-06-019989.333667766292
2021-07-018972.358862299421
2021-08-018906.748608308913
2021-09-0110471.337529149727
2021-10-0111495.348595619287
2021-11-0110564.929439199212
2021-12-0110708.124285776015
2022-01-0112129.26446221567
2022-02-0113126.262445808048
2022-03-0114659.627811517808
2022-04-0114167.097769499713
2022-05-0116458.185928406318
2022-06-0113060.8061761462
2022-07-0114644.609049935556
2022-08-0115380.744650797884
2022-09-0113766.32475556899
2022-10-0116856.036766451194
2022-11-0116783.141055445205
2022-12-0115788.965334242981
2023-01-0116393.19278718334
2023-02-0115365.440254163232
2023-03-0115322.207096849674
2023-04-0115390.3833645002
2023-05-0114106.43264581965
2023-06-0115200.38903653998
2023-07-0116710.3217488771
2023-08-0117126.059453557114
2023-09-0117451.45655088284
2023-10-0116876.32625879457
2023-11-0116626.52253685859
2023-12-0116564.14360286414
2024-01-0116442.390192463427
2024-02-0117016.028834833618
2024-03-0118988.17313278349
2024-04-0118537.808936854355
2024-05-0118450.793685727363
2024-06-0118263.433547694814
2024-07-0118506.078761527486
2024-08-0118186.495454198306
2024-09-0117253.010716639736
2024-10-0117378.16118589407
2024-11-0118957.451496036694
2024-12-0117236.07479139303
2025-01-0117589.789724304424
2025-02-0117877.55587279284
2025-03-0118257.61270498093
2025-04-0115459.880841199676
2025-05-0115731.212982825642
2025-06-0116540.276031922003
2025-07-0117008.340197476686
2025-08-0117676.39474237262
2025-09-0117406.474319668177
2025-10-0116769.764401551016
2025-11-0117478.64712714649
2025-12-0117206.421641323726
2026-01-0119288.81754314051
2026-02-0121331.77210119249
2026-03-0123788.24761963455
2026-04-0121976.396635133882
Annual Return Matrix
YearAnnual Return
2017-0.022873209892384394
2018-0.2098955746250336
20190.03204795066998112
2020-0.2809792101505182
20210.6920172151472717
20220.47448469151745165
20230.049096204356086526
20240.040565404686101925
2025-0.0017204120095901665
20260.2772206268823709
Total Factor Risk
0.3297369105329053
VTI.US Exposure
-0.015921303984685733
VEA.US Exposure
-0.003121479734146973
VWO.US Exposure
-0.0014498655558992852
QQQ.US Exposure
-0.003925150952236122
VTV.US Exposure
0.12102080654392984
IJR.US Exposure
0.08199353599495218
QUAL.US Exposure
0.04335023991377805
SHV.US Exposure
0.3676746497660679
TLT.US Exposure
0.02649053294282203
LQD.US Exposure
0.018453048859812
HYG.US Exposure
-0.002063910217803224
GLD.US Exposure
0.0011284807591659756
USO.US Exposure
0.2218820802297334
VNQ.US Exposure
-0.015334759474223537
BTC-USD.CC Exposure
0.0028328430580820164
CPER.US Exposure
0.015377034398744173
VIX.INDX Exposure
-0.009847370972419557
UUP.US Exposure
0.014643119812767934
TIP.US Exposure
-0.0004119185936301132
Idiosyncratic Exposure
0.13722938720518896
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.0%

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 →16.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.28%
Market Cap$63.4B
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
$84
Avg Yield on Cost
0.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$84.430.84%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 →
+19.2%
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 →
10.5% 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 →
0.50
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Nasdaq Oil & Gas ETF a high-risk investment?

First Trust Nasdaq Oil & Gas ETF (FTXN.US) has an annualized volatility of 33.0% and experienced a maximum drawdown of 66.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FTXN.US has generated a Compound Annual Growth Rate (CAGR) of 8.6%. 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.

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