First Trust Nasdaq Transportation ETF

10-Year Study

FTXR.US · · US · ETF

Executive Summary: First Trust Nasdaq Transportation ETF has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 41.6% and an annualized volatility of 23.1%.

1Y CAGR
+33.5%
3Y CAGR
+18.2%
5Y CAGR
+5.1%
10Y CAGR
+8.8%

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 →
41.6%
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 →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +24.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.4%
% 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.
20263.05.7-9.76.1————————4.3%
20252.5-7.4-8.7-4.110.51.12.37.21.42.33.05.514.7%
2024-2.05.93.8-5.40.20.91.80.42.52.211.9-5.217.1%
202312.8-0.6-3.3-3.6-0.614.64.7-5.7-4.1-10.49.98.920.9%
2022-6.6-1.92.6-10.6-1.2-10.812.8-2.8-15.411.96.5-8.9-25.4%
20211.46.58.71.03.6-1.2-4.8-1.1-3.510.4-1.63.524.0%
2020-2.2-13.4-27.011.47.26.97.818.3-5.10.417.02.515.0%
20199.01.4-2.04.7-9.78.31.2-6.52.82.94.3-0.814.8%
20183.0-4.5-2.2-0.60.8-2.03.50.60.6-6.56.1-13.8-15.3%
20172.12.2-3.31.32.42.9-4.0-2.16.3-0.55.42.515.8%
2016—————————-1.511.70.710.8%

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 23.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 56.9% of variance. Idiosyncratic stock-specific factors contribute 7.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2016-10-019848.901710924969
2016-11-0111000.044555337729
2016-12-0111076.791124576725
2017-01-0111307.75485653181
2017-02-0111552.029495633577
2017-03-0111172.696489039387
2017-04-0111319.840491890927
2017-05-0111594.524148993049
2017-06-0111929.246123685618
2017-07-0111451.891374086616
2017-08-0111215.692389948315
2017-09-0111927.575298520764
2017-10-0111868.428087684904
2017-11-0112514.70326145072
2017-12-0112829.431028337192
2018-01-0113216.449830689717
2018-02-0112617.681785777935
2018-03-0112344.94742470148
2018-04-0112270.428622348956
2018-05-0112364.88593833541
2018-06-0112121.00115843878
2018-07-0112547.395740509712
2018-08-0112627.205489217607
2018-09-0112698.271252896096
2018-10-0111878.73150953484
2018-11-0112606.988504722865
2018-12-0110871.94795936553
2019-01-0111850.884423453928
2019-02-0112014.1797362324
2019-03-0111769.570932097664
2019-04-0112318.71546961326
2019-05-0111119.619942969166
2019-06-0112044.755836749242
2019-07-0112185.773480662983
2019-08-0111399.427463910177
2019-09-0111719.334788807699
2019-10-0112059.514792372123
2019-11-0112581.703350561394
2019-12-0112484.015772589553
2020-01-0112205.823382641242
2020-02-0110576.267599358402
2020-03-017723.612101229726
2020-04-018601.296560327926
2020-05-019219.557565496345
2020-06-019857.311530921404
2020-07-0110627.339155230797
2020-08-0112567.111477454997
2020-09-0111928.076546070219
2020-10-0111979.203796114774
2020-11-0114013.210657636786
2020-12-0114360.463821065763
2021-01-0114561.352700053465
2021-02-0115503.085457137762
2021-03-0116849.213598289076
2021-04-0117023.03510960613
2021-05-0117642.521386562108
2021-06-0117436.89850294065
2021-07-0116600.70620210301
2021-08-0116420.92541436464
2021-09-0115852.67777579754
2021-10-0117498.607645695953
2021-11-0117215.736945286044
2021-12-0117809.770985564068
2022-01-0116634.456870433078
2022-02-0116325.187132418463
2022-03-0116756.59418998396
2022-04-0114977.72233113527
2022-05-0114801.39458207093
2022-06-0113199.017554803066
2022-07-0114888.66734984851
2022-08-0114466.28274817323
2022-09-0112234.56157547674
2022-10-0113689.90598823739
2022-11-0114585.134111566564
2022-12-0113289.79905542684
2023-01-0114997.159597219747
2023-02-0114907.54767421137
2023-03-0114412.87203707004
2023-04-0113896.698449474245
2023-05-0113819.116467652824
2023-06-0115839.422562823027
2023-07-0116581.825877740153
2023-08-0115637.2527178756
2023-09-0114994.597665300302
2023-10-0113436.998752450541
2023-11-0114765.249064337906
2023-12-0116072.335590803777
2024-01-0115745.633576902512
2024-02-0116677.564159686328
2024-03-0117313.702994118692
2024-04-0116373.02842630547
2024-05-0116399.928711459634
2024-06-0116555.705310996254
2024-07-0116857.567724113345
2024-08-0116933.08902156478
2024-09-0117353.524327214396
2024-10-0117733.915523079664
2024-11-0119843.220905364462
2024-12-0118818.44813758688
2025-01-0119287.782926394582
2025-02-0117859.004633755125
2025-03-0116311.764836927463
2025-04-0115636.027446088041
2025-05-0117284.185082872926
2025-06-0117481.73231153092
2025-07-0117876.158438780963
2025-08-0119169.488504722864
2025-09-0119434.982623418284
2025-10-0119873.35145250401
2025-11-0120465.77036178934
2025-12-0121584.833363036887
2026-01-0122236.455177330245
2026-02-0123502.940652290144
2026-03-0121225.0490108715
2026-04-0122522.72322224202
Annual Return Matrix
YearAnnual Return
20170.15822632060577413
2018-0.15257754335699236
20190.1482777345190769
20200.15030804852043045
20210.2401946906086989
2022-0.25379169298700965
20230.20937386064093255
20240.17085958237173493
20250.14700389772972788
20260.043451336567241094
Total Factor Risk
0.2308202397940143
VTI.US Exposure
0.5690408138368132
VEA.US Exposure
0.14670335337313806
VWO.US Exposure
-0.0339422747908128
QQQ.US Exposure
-0.011843330745395987
VTV.US Exposure
0.009284362455642802
IJR.US Exposure
0.44080951261673307
QUAL.US Exposure
-0.2149920998861782
SHV.US Exposure
0.12992623217337404
TLT.US Exposure
-0.01511001441643615
LQD.US Exposure
0.04019815084298777
HYG.US Exposure
-0.05128551463604239
GLD.US Exposure
0.001887853485180922
USO.US Exposure
0.007354599556276216
VNQ.US Exposure
-0.043225267777427315
BTC-USD.CC Exposure
-0.014265175963249992
CPER.US Exposure
0.0149862324913117
VIX.INDX Exposure
-0.034995873757078605
UUP.US Exposure
-0.010412300481222094
TIP.US Exposure
-0.0035063282628404408
Idiosyncratic Exposure
0.07338706988522614
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.1%

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 →12.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.39%
Market Cap$42.1B
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
$19
Avg Yield on Cost
0.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$18.940.19%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 →
+0.9%
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 →
+9.8%
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 →
6.2% 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 →
1.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

First Trust Nasdaq Transportation ETF (FTXR.US) has an annualized volatility of 23.1% and experienced a maximum drawdown of 41.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FTXR.US has generated a Compound Annual Growth Rate (CAGR) of 8.8%. 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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