First Trust Nasdaq Bank ETF

10-Year Study

FTXO.US · · US · ETF

Executive Summary: First Trust Nasdaq Bank ETF has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 47.1% and an annualized volatility of 30.2%.

1Y CAGR
+29.0%
3Y CAGR
+27.9%
5Y CAGR
+5.8%
10Y CAGR
+9.3%

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 →
47.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
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 →
27.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +40.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -21.8%
% 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.
20262.2-3.8-2.66.6————————2.0%
20257.5-2.9-8.1-4.97.37.11.96.7-0.4-2.83.26.421.3%
2024-0.91.27.5-4.63.30.111.40.8-1.95.314.0-8.429.1%
20239.7-1.9-24.00.5-5.26.011.9-9.0-3.5-5.415.113.30.1%
20223.32.5-8.2-10.04.4-12.18.9-0.9-7.28.13.0-8.3-17.9%
20215.619.54.12.23.9-5.8-3.06.02.84.4-3.30.340.5%
2020-7.3-13.2-30.615.3-0.2-0.2-0.32.0-5.410.916.010.0-12.5%
201913.15.5-7.88.8-9.96.84.4-8.86.92.05.13.630.1%
20187.6-1.7-4.70.6-0.7-3.12.91.2-5.6-5.82.6-15.6-21.8%
20170.64.7-5.2-1.4-2.86.50.6-3.58.01.73.51.514.3%
2016——————————18.05.224.1%

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 30.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 91.0% of variance. Idiosyncratic stock-specific factors contribute 11.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-10-0110000
2016-11-0111796.938196481824
2016-12-0112412.981274222175
2017-01-0112484.576285510764
2017-02-0113076.593381385295
2017-03-0112402.537819793062
2017-04-0112230.613205838676
2017-05-0111891.5329542299
2017-06-0112669.72122617021
2017-07-0112751.216390790443
2017-08-0112305.528390500682
2017-09-0113286.790539316891
2017-10-0113508.095186352275
2017-11-0113979.499438588864
2017-12-0114182.39221509894
2018-01-0115264.406534101201
2018-02-0115003.561640527847
2018-03-0114300.771487558406
2018-04-0114392.830840184964
2018-05-0114286.283458292586
2018-06-0113843.010129547129
2018-07-0114251.149987322975
2018-08-0114418.728192497616
2018-09-0113611.563862025669
2018-10-0112816.050321754983
2018-11-0113147.946925519456
2018-12-0111092.819974163012
2019-01-0112543.011336882899
2019-02-0113235.659869366269
2019-03-0112201.576780518428
2019-04-0113277.192219928284
2019-05-0111968.319509338742
2019-06-0112777.596677411953
2019-07-0113339.732212925737
2019-08-0112165.054873410845
2019-09-0113000.893428471392
2019-10-0113256.908978956137
2019-11-0113933.98287997875
2019-12-0114433.638789283686
2020-01-0113383.437767877624
2020-02-0111621.693409154019
2020-03-018067.4779963055535
2020-04-019301.13368829005
2020-05-019284.955388943219
2020-06-019266.96608593816
2020-07-019239.31809675589
2020-08-019420.056261846981
2020-09-018915.329542299009
2020-10-019889.770244002559
2020-11-0111475.364313569245
2020-12-0112625.412003332245
2021-01-0113334.419935528267
2021-02-0115936.832192401027
2021-03-0116596.097890784407
2021-04-0116964.033467347603
2021-05-0117618.53018943098
2021-06-0116589.880111557824
2021-07-0116087.326596399726
2021-08-0117055.066584567834
2021-09-0117534.861820420876
2021-10-0118297.716928054862
2021-11-0117685.295857630965
2021-12-0117741.919905344876
2022-01-0118331.70343004093
2022-02-0118785.540946792713
2022-03-0117236.046216813356
2022-04-0115511.3066995062
2022-05-0116194.71911333261
2022-06-0114235.514989073612
2022-07-0115508.77129438468
2022-08-0115372.161251765729
2022-09-0114260.20500561411
2022-10-0115416.410107815083
2022-11-0115884.433819889648
2022-12-0114561.49564755454
2023-01-0115978.787110483298
2023-02-0115667.535948422616
2023-03-0111900.70870609825
2023-04-0111965.180436331146
2023-05-0111345.998285583202
2023-06-0112024.27952237797
2023-07-0113460.64689050672
2023-08-0112243.652432177912
2023-09-0111810.76219107296
2023-10-0111173.651104108561
2023-11-0112861.929081096743
2023-12-0114569.464063650741
2024-01-0114442.573073997612
2024-02-0114621.37950185326
2024-03-0115718.54588479602
2024-04-0114996.559093049369
2024-05-0115490.299057070763
2024-06-0115502.674248735315
2024-07-0117272.93032465259
2024-08-0117417.81061731078
2024-09-0117094.425730739975
2024-10-0117993.830514204306
2024-11-0120521.508686780882
2024-12-0118802.86621512309
2025-01-0120210.559358663235
2025-02-0119625.363709901358
2025-03-0118040.252574643535
2025-04-0117161.976167191857
2025-05-0118414.104096490275
2025-06-0119727.202482282348
2025-07-0120108.3583855506
2025-08-0121453.270068938873
2025-09-0121367.06629480725
2025-10-0120778.309005517523
2025-11-0121440.11010902242
2025-12-0122812.005746918276
2026-01-0123314.257428133336
2026-02-0122426.26196771584
2026-03-0121834.667439361565
2026-04-0123265.360329361196
Annual Return Matrix
YearAnnual Return
20170.14254520342758226
2018-0.2178456352128444
20190.30116947925793314
2020-0.12527865026620777
20210.4052547275813432
2022-0.17926043375002554
20230.000547225112657701
20240.2905667725990164
20250.21321959566838
20260.01987350816375133
Total Factor Risk
0.3021051517477708
VTI.US Exposure
0.9099791518019144
VEA.US Exposure
-0.0014717105453583824
VWO.US Exposure
0.027600582365560407
QQQ.US Exposure
-0.12460340239063995
VTV.US Exposure
0.03955818540628119
IJR.US Exposure
0.28317126947307725
QUAL.US Exposure
-0.16672374799533562
SHV.US Exposure
0.010695344701379629
TLT.US Exposure
-0.0002228883844338863
LQD.US Exposure
-0.003370932413915318
HYG.US Exposure
0.00704748672062248
GLD.US Exposure
-0.004117263245759615
USO.US Exposure
-0.0024904582239870026
VNQ.US Exposure
-0.05665514703691169
BTC-USD.CC Exposure
-0.007797586049075139
CPER.US Exposure
0.009554553253597529
VIX.INDX Exposure
-0.02738079381525903
UUP.US Exposure
-0.002026879069878515
TIP.US Exposure
-0.0010724024092561724
Idiosyncratic Exposure
0.11032663785737747
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.2%

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 →10.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.95%
Market Cap$46.1B
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
$45
Avg Yield on Cost
0.45%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$44.670.45%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 →
+2.8%
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 →
+7.0%
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 →
7.0% 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 →
1.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

First Trust Nasdaq Bank ETF (FTXO.US) has an annualized volatility of 30.2% and experienced a maximum drawdown of 47.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FTXO.US has generated a Compound Annual Growth Rate (CAGR) of 9.3%. 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.

Run a Full Backtest on First Trust Nasdaq Bank ETF

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

Start a Free Backtest