Summary
EKG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 13.99% Volatility 24.63% Sharpe -0.01
Official loaded data — not a live quote.

FIRST TRUST NASDAQ LUX DIGITAL HEALTH SOLUTIONS ETF

Symbol: EKG

Exchange: NASDAQ

Sector: Healthcare

Category: Health

Inception date: 22/03/2022

Latest date: 16/07/2026

Current price: $19.63

Expense ratio: 0.65%

Assets under management
$2.8M
-1.19% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

11.09%

Ann. -62.19% (Sharpe / Sortino numerator)

Volatility

26.50%

Sharpe ratio

-2.484

VaR 95%

-3.40%

CVaR 95%: -4.00%
Max drawdown: -11.77%
Sortino ratio: -3.192
Calmar ratio: -5.28

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

16.49%

Ann. -45.44% (Sharpe / Sortino numerator)

Volatility

23.31%

Sharpe ratio

-2.105

VaR 95%

-2.84%

CVaR 95%: -3.57%
Max drawdown: -21.99%
Sortino ratio: -3.074
Calmar ratio: -2.07

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

0.62%

Ann. -14.22% (Sharpe / Sortino numerator)

Volatility

20.42%

Sharpe ratio

-0.874

VaR 95%

-2.00%

CVaR 95%: -3.13%
Max drawdown: -21.99%
Sortino ratio: -1.256
Calmar ratio: -0.65

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

13.99%

Ann. 3.38% (Sharpe / Sortino numerator)

Volatility

24.63%

Sharpe ratio

-0.010

VaR 95%

-2.38%

CVaR 95%: -3.73%
Max drawdown: -21.99%
Sortino ratio: -0.014
Calmar ratio: 0.15

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

19.25%

Ann. 0.25% (Sharpe / Sortino numerator)

Volatility

23.12%

Sharpe ratio

-0.146

VaR 95%

-2.34%

CVaR 95%: -3.45%
Max drawdown: -24.54%
Sortino ratio: -0.211
Calmar ratio: 0.01

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

6.28%

Ann. -1.52% (Sharpe / Sortino numerator)

Volatility

23.10%

Sharpe ratio

-0.223

VaR 95%

-2.35%

CVaR 95%: -3.35%
Max drawdown: -34.49%
Sortino ratio: -0.332
Calmar ratio: -0.04

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.063%

Best day

4.321%

01/07/2026
Worst day

-4.341%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $19.87 $19.87 $19.63 $19.63 900
15/07/2026 $19.66 $19.66 $19.66 $19.66 100
14/07/2026 $19.47 $19.48 $19.43 $19.48 11,200
13/07/2026 $19.70 $19.70 $19.70 $19.70 200
10/07/2026 $19.75 $19.75 $19.55 $19.58 1,100
09/07/2026 $19.84 $19.84 $19.76 $19.82 1,200
08/07/2026 $19.39 $19.45 $19.37 $19.38 1,500
07/07/2026 $19.88 $19.88 $19.88 $19.88 200
06/07/2026 $20.10 $20.10 $20.08 $20.08 500
02/07/2026 $19.86 $19.93 $19.85 $19.85 7,400