Summary
EMOT
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 18.65% Volatility 16.55% Sharpe 0.42
Official loaded data — not a live quote.

FIRST TRUST S&P 500 ECONOMIC MOAT ETF

Symbol: EMOT

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 26/06/2024

Latest date: 03/06/2026

Current price: $26.06

Expense ratio: 0.60%

Assets under management
$2.5M
0.00% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

4.92%

Ann. -56.95% (Sharpe / Sortino numerator)

Volatility

15.45%

Sharpe ratio

-3.920

VaR 95%

-1.60%

CVaR 95%: -1.77%
Max drawdown: -8.26%
Sortino ratio: -5.976
Calmar ratio: -6.89

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

4.65%

Ann. -6.13% (Sharpe / Sortino numerator)

Volatility

13.39%

Sharpe ratio

-0.729

VaR 95%

-1.52%

CVaR 95%: -1.68%
Max drawdown: -9.50%
Sortino ratio: -1.012
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

8.90%

Ann. -5.24% (Sharpe / Sortino numerator)

Volatility

12.38%

Sharpe ratio

-0.717

VaR 95%

-1.41%

CVaR 95%: -1.67%
Max drawdown: -9.50%
Sortino ratio: -1.041
Calmar ratio: -0.55

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

18.65%

Ann. 10.64% (Sharpe / Sortino numerator)

Volatility

16.55%

Sharpe ratio

0.423

VaR 95%

-1.39%

CVaR 95%: -2.30%
Max drawdown: -9.50%
Sortino ratio: 0.559
Calmar ratio: 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.

Period total return

32.37%

Ann. 15.13% (Sharpe / Sortino numerator)

Volatility

15.28%

Sharpe ratio

0.755

VaR 95%

-1.44%

CVaR 95%: -2.08%
Max drawdown: -16.42%
Sortino ratio: 1.036
Calmar ratio: 0.92

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

2.715%

08/04/2026
Worst day

-2.028%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $26.06 $26.06 $26.06 $26.06 100
02/06/2026 $25.97 $26.03 $25.97 $26.03 100
01/06/2026 $25.95 $25.95 $25.94 $25.94 300
29/05/2026 $25.98 $25.98 $25.98 $25.98 100
28/05/2026 $26.04 $26.04 $26.04 $26.04 100
27/05/2026 $25.94 $25.94 $25.94 $25.94 100
26/05/2026 $25.96 $26.03 $25.96 $26.03 600
22/05/2026 $26.02 $26.02 $25.99 $26.02 1,100
21/05/2026 $25.70 $25.70 $25.70 $25.70 100
20/05/2026 $25.50 $25.59 $25.50 $25.59 700