Summary
FPXE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 4.39% Volatility 21.34% Sharpe 0.92
Official loaded data — not a live quote.

FIRST TRUST IPOX EUROPE EQUITY OPPORTUNITIES ETF

Symbol: FPXE

Exchange: NASDAQ

Sector: Technology

Category: Europe Stock

Inception date: 04/10/2018

Latest date: 20/07/2026

Current price: $32.63

Expense ratio: 0.70%

Assets under management
$5.2M
-0.67% 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

-9.08%

Ann. -32.29% (Sharpe / Sortino numerator)

Volatility

32.82%

Sharpe ratio

-1.095

VaR 95%

-2.87%

CVaR 95%: -3.19%
Max drawdown: -8.01%
Sortino ratio: -2.137
Calmar ratio: -4.03

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

-3.66%

Ann. 1.42% (Sharpe / Sortino numerator)

Volatility

24.07%

Sharpe ratio

-0.092

VaR 95%

-2.30%

CVaR 95%: -2.76%
Max drawdown: -11.32%
Sortino ratio: -0.154
Calmar ratio: 0.13

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

4.49%

Ann. -2.17% (Sharpe / Sortino numerator)

Volatility

19.33%

Sharpe ratio

-0.300

VaR 95%

-2.10%

CVaR 95%: -2.52%
Max drawdown: -11.32%
Sortino ratio: -0.484
Calmar ratio: -0.19

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

4.39%

Ann. 23.25% (Sharpe / Sortino numerator)

Volatility

21.34%

Sharpe ratio

0.919

VaR 95%

-1.80%

CVaR 95%: -2.88%
Max drawdown: -11.32%
Sortino ratio: 1.251
Calmar ratio: 2.05

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

27.70%

Ann. 14.31% (Sharpe / Sortino numerator)

Volatility

19.73%

Sharpe ratio

0.541

VaR 95%

-1.80%

CVaR 95%: -2.75%
Max drawdown: -19.28%
Sortino ratio: 0.752
Calmar ratio: 0.74

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

53.51%

Ann. 15.53% (Sharpe / Sortino numerator)

Volatility

18.57%

Sharpe ratio

0.640

VaR 95%

-1.74%

CVaR 95%: -2.58%
Max drawdown: -19.28%
Sortino ratio: 0.917
Calmar ratio: 0.81

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

Best day

4.665%

11/06/2026
Worst day

-3.584%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.85 $32.85 $32.63 $32.63 300
17/07/2026 $32.85 $32.85 $32.85 $32.85 100
16/07/2026 $32.80 $32.89 $32.80 $32.89 200
15/07/2026 $33.45 $33.45 $33.45 $33.45 100
14/07/2026 $33.64 $33.64 $33.53 $33.53 500
13/07/2026 $33.45 $33.45 $33.39 $33.39 200
10/07/2026 $34.10 $34.10 $34.05 $34.05 300
09/07/2026 $34.09 $34.26 $34.09 $34.18 400
08/07/2026 $33.69 $33.75 $33.69 $33.75 400
07/07/2026 $34.12 $34.12 $33.95 $33.95 500