FIRST TRUST DOW 30 EQUAL WEIGHT ETF
Symbol: EDOW
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 08/08/2017
Latest date: 20/07/2026
Current price: $44.29
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.77%
Ann. -47.08% (Sharpe / Sortino numerator)
Volatility
14.05%
Sharpe ratio
-3.610
VaR 95%
-1.47%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.32%
Ann. -9.19% (Sharpe / Sortino numerator)
Volatility
12.52%
Sharpe ratio
-1.025
VaR 95%
-1.45%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
7.28%
Ann. 2.84% (Sharpe / Sortino numerator)
Volatility
11.42%
Sharpe ratio
-0.069
VaR 95%
-1.09%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
16.37%
Ann. 12.85% (Sharpe / Sortino numerator)
Volatility
15.71%
Sharpe ratio
0.587
VaR 95%
-1.14%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
32.53%
Ann. 10.58% (Sharpe / Sortino numerator)
Volatility
13.78%
Sharpe ratio
0.504
VaR 95%
-1.19%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
51.97%
Ann. 12.88% (Sharpe / Sortino numerator)
Volatility
12.69%
Sharpe ratio
0.729
VaR 95%
-1.12%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.063%
Best day
2.296%
Worst day
-1.829%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $44.51 | $44.51 | $44.29 | $44.29 | 7,200 |
| 17/07/2026 | $44.95 | $45.00 | $44.41 | $44.54 | 12,200 |
| 16/07/2026 | $44.70 | $44.86 | $44.68 | $44.78 | 8,900 |
| 15/07/2026 | $44.42 | $44.66 | $44.40 | $44.40 | 8,500 |
| 14/07/2026 | $44.35 | $44.54 | $44.29 | $44.35 | 12,400 |
| 13/07/2026 | $44.84 | $44.89 | $44.66 | $44.77 | 15,400 |
| 10/07/2026 | $44.70 | $44.83 | $44.67 | $44.79 | 8,300 |
| 09/07/2026 | $44.36 | $44.61 | $44.36 | $44.55 | 10,300 |
| 08/07/2026 | $44.74 | $44.81 | $44.43 | $44.58 | 22,200 |
| 07/07/2026 | $45.35 | $45.43 | $45.03 | $45.04 | 19,700 |