Summary
FTCE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 34.82% Volatility 18.10% Sharpe 0.89
Official loaded data — not a live quote.

First Trust New Constructs Core Earnings Leaders ETF

Symbol: FTCE

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 02/10/2024

Latest date: 03/06/2026

Current price: $28.20

Expense ratio: 0.60%

Assets under management
$72.9M
-0.67% 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

9.77%

Ann. -37.94% (Sharpe / Sortino numerator)

Volatility

16.43%

Sharpe ratio

-2.530

VaR 95%

-1.55%

CVaR 95%: -1.72%
Max drawdown: -7.15%
Sortino ratio: -4.411
Calmar ratio: -5.31

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

14.63%

Ann. -17.93% (Sharpe / Sortino numerator)

Volatility

15.76%

Sharpe ratio

-1.368

VaR 95%

-1.89%

CVaR 95%: -2.02%
Max drawdown: -10.34%
Sortino ratio: -1.891
Calmar ratio: -1.73

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

13.39%

Ann. -7.15% (Sharpe / Sortino numerator)

Volatility

14.08%

Sharpe ratio

-0.766

VaR 95%

-1.66%

CVaR 95%: -2.01%
Max drawdown: -10.34%
Sortino ratio: -1.051
Calmar ratio: -0.69

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

34.82%

Ann. 19.82% (Sharpe / Sortino numerator)

Volatility

18.10%

Sharpe ratio

0.894

VaR 95%

-1.75%

CVaR 95%: -2.65%
Max drawdown: -10.34%
Sortino ratio: 1.118
Calmar ratio: 1.92

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.

Period total return

42.76%

Ann. 19.60% (Sharpe / Sortino numerator)

Volatility

16.80%

Sharpe ratio

0.952

VaR 95%

-1.65%

CVaR 95%: -2.37%
Max drawdown: -18.11%
Sortino ratio: 1.235
Calmar ratio: 1.08

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

0.122%

Best day

2.751%

08/04/2026
Worst day

-2.43%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $28.39 $28.39 $28.19 $28.20 6,100
02/06/2026 $28.52 $28.55 $28.26 $28.51 8,700
01/06/2026 $28.32 $28.46 $28.20 $28.43 4,900
29/05/2026 $27.97 $28.35 $27.97 $28.35 8,700
28/05/2026 $27.59 $27.94 $27.59 $27.88 17,700
27/05/2026 $27.43 $27.50 $27.39 $27.46 104,400
26/05/2026 $27.47 $27.48 $27.43 $27.46 10,800
22/05/2026 $27.17 $27.30 $27.16 $27.23 4,300
21/05/2026 $26.38 $26.79 $26.38 $26.78 7,000
20/05/2026 $26.29 $26.41 $26.29 $26.41 6,700