First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund

10-Year Study

GRID.US · · US · ETF

Executive Summary: First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund has compounded at 18.8% annually over the last 10 years, with a maximum drawdown of 26.0% and an annualized volatility of 24.8%.

1Y CAGR
+44.2%
3Y CAGR
+24.4%
5Y CAGR
+16.2%
10Y CAGR
+18.8%

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 →
26.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +48.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.7%
% 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.
20267.77.9-8.010.0————————17.6%
20251.2-2.8-3.54.99.57.72.30.55.94.0-2.80.429.7%
2024-4.58.85.4-1.86.5-3.03.12.34.5-4.43.6-5.115.2%
20239.2-0.93.5-0.91.77.60.6-4.5-6.8-7.811.88.621.6%
2022-10.0-1.94.0-9.51.4-9.715.2-6.3-9.810.512.2-6.2-13.9%
20210.34.51.71.83.22.54.22.6-6.210.0-0.71.627.6%
2020-1.70.8-21.114.88.03.65.711.6-2.31.517.97.648.8%
201913.52.4-3.75.9-6.212.21.5-2.54.23.32.74.642.8%
20183.0-3.6-1.7-1.74.5-3.92.50.1-4.7-11.30.8-8.2-22.7%
20170.7-0.53.23.1-0.22.04.82.05.63.2-1.42.227.4%
2016———4.60.6-3.77.50.55.1-4.66.01.417.9%

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 24.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.2% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110459.850043300075
2016-05-0110517.991262720405
2016-06-0110126.713089500776
2016-07-0110883.93325671312
2016-08-0110940.979901681458
2016-09-0111499.856739520255
2016-10-0110971.5957929709
2016-11-0111624.670420413167
2016-12-0111788.76000811273
2017-01-0111876.068417341923
2017-02-0111817.862811189128
2017-03-0112195.330030293959
2017-04-0112568.290178125895
2017-05-0112542.664258602872
2017-06-0112796.444564633011
2017-07-0113412.303660707676
2017-08-0113676.06391027065
2017-09-0114441.52557923914
2017-10-0114909.198610534313
2017-11-0114706.251629789165
2017-12-0115023.581640767103
2018-01-0115475.705276170793
2018-02-0114911.32337270582
2018-03-0114664.915347543483
2018-04-0114419.247769804553
2018-05-0115064.982309745252
2018-06-0114472.302437359758
2018-07-0114831.290664245727
2018-08-0114839.049265508349
2018-09-0114146.602151160732
2018-10-0112551.678401148658
2018-11-0112657.143868934369
2018-12-0111613.88564272446
2019-01-0113185.437008849956
2019-02-0113507.88576505925
2019-03-0113002.77184883283
2019-04-0113773.191296201503
2019-05-0112915.23808603999
2019-06-0114492.584258087778
2019-07-0114714.557518277785
2019-08-0114349.935452300697
2019-09-0114950.663666244933
2019-10-0115450.465677042588
2019-11-0115861.253030200598
2019-12-0116585.024289894824
2020-01-0116304.587876622143
2020-02-0116427.437762174726
2020-03-0112955.222246903804
2020-04-0114871.62895213812
2020-05-0116068.352955190052
2020-06-0116649.92611622449
2020-07-0117593.481487204746
2020-08-0119627.619332760292
2020-09-0119185.28248069203
2020-10-0119464.04483892049
2020-11-0122951.165882758196
2020-12-0124684.424527481864
2021-01-0124751.483309349274
2021-02-0125872.939222143883
2021-03-0126315.34046094462
2021-04-0126800.17255644302
2021-05-0127656.998998786312
2021-06-0128344.939041861035
2021-07-0129526.339002585126
2021-08-0130300.686040634468
2021-09-0128411.03202274139
2021-10-0131251.839046046174
2021-11-0131018.662494406402
2021-12-0131509.160622362157
2022-01-0128348.126185118297
2022-02-0127795.68802052649
2022-03-0128906.648895928505
2022-04-0126149.96313859566
2022-05-0126527.977644926486
2022-06-0123963.808217678663
2022-07-0127607.067087755895
2022-08-0125864.21481989421
2022-09-0123328.987228891612
2022-10-0125775.361129085737
2022-11-0128919.365275591314
2022-12-0127133.116350044907
2023-01-0129637.34172936325
2023-02-0129363.66592299991
2023-03-0130400.421089230353
2023-04-0130123.39717277858
2023-05-0130627.674061482892
2023-06-0132947.238292077534
2023-07-0133138.43469414693
2023-08-0131630.851546730282
2023-09-0129476.664638484595
2023-10-0127172.295676752852
2023-11-0130365.137159836846
2023-12-0132986.51419888418
2024-01-0131518.464505204058
2024-02-0134278.112052230514
2024-03-0136137.4721124965
2024-04-0135475.31895577597
2024-05-0137786.54510451576
2024-06-0136644.90395109184
2024-07-0137795.81679399143
2024-08-0138680.39391802925
2024-09-0140424.98462766762
2024-10-0138652.321302672375
2024-11-0140037.40869156501
2024-12-0137995.35127791567
2025-01-0138441.10062680484
2025-02-0137364.97297366904
2025-03-0136061.14164115342
2025-04-0137811.10864295303
2025-05-0141416.28276077432
2025-06-0144587.61907521336
2025-07-0145613.94359078368
2025-08-0145833.66331533724
2025-09-0148532.07907978482
2025-10-0150465.90239615225
2025-11-0149046.04617172585
2025-12-0149262.28901272604
2026-01-0153077.20291156804
2026-02-0157255.90184886502
2026-03-0152661.908487137145
2026-04-0157941.620549669526
Annual Return Matrix
YearAnnual Return
20170.27439880279420836
2018-0.2269562664598096
20190.4280340619923826
20200.48835624814381307
20210.2764794491069509
2022-0.1388816517445265
20230.21572891861459853
20240.15184499486159497
20250.2965346379455409
20260.1761861194615082
Total Factor Risk
0.24825055935850324
VTI.US Exposure
0.2805590345448883
VEA.US Exposure
0.21617510106647408
VWO.US Exposure
-0.04376975480919551
QQQ.US Exposure
0.04947070742897351
VTV.US Exposure
0.02057143297103947
IJR.US Exposure
0.04343695511683489
QUAL.US Exposure
-0.09363271512153179
SHV.US Exposure
0.48201094887252577
TLT.US Exposure
0.0033395112596235565
LQD.US Exposure
0.02382122072242504
HYG.US Exposure
-0.019868987621810656
GLD.US Exposure
0.004960373410620937
USO.US Exposure
0.0011539667392913876
VNQ.US Exposure
-0.014407140408485987
BTC-USD.CC Exposure
0.0037804905398055914
CPER.US Exposure
-0.009164767490844682
VIX.INDX Exposure
-0.027278772133620673
UUP.US Exposure
0.011279375287946515
TIP.US Exposure
0.005034320063537779
Idiosyncratic Exposure
0.0625286995615025
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.8%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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
$32
Avg Yield on Cost
0.32%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$32.190.32%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 →
+5.4%
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 →
+16.0%
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 →
0.7% 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 →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund a high-risk investment?

First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund (GRID.US) has an annualized volatility of 24.8% and experienced a maximum drawdown of 26.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GRID.US has generated a Compound Annual Growth Rate (CAGR) of 18.8%. 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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