Summary
FTCE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.10% 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: 20/07/2026

Current price: $26.63

Expense ratio: 0.60%

Assets under management
$81.2M
-0.28% 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

-1.72%

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

4.99%

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

7.18%

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

19.10%

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

35.37%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

Best day

2.75%

08/04/2026
Worst day

-3.022%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $26.70 $26.72 $26.63 $26.63 1,300
17/07/2026 $26.66 $26.81 $26.65 $26.70 2,700
16/07/2026 $26.94 $26.94 $26.86 $26.93 14,500
15/07/2026 $27.12 $27.12 $26.90 $27.02 7,900
14/07/2026 $27.09 $27.18 $27.06 $27.07 6,200
13/07/2026 $27.45 $27.51 $27.36 $27.36 10,000
10/07/2026 $27.66 $27.66 $27.55 $27.55 5,800
09/07/2026 $27.61 $27.65 $27.59 $27.59 6,800
08/07/2026 $27.24 $27.33 $27.24 $27.33 2,400
07/07/2026 $27.60 $27.60 $27.46 $27.51 18,000