Summary
FTHF
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 74.29% Volatility 32.68% Sharpe 3.35
Official loaded data — not a live quote.

FIRST TRUST EMERGING MARKETS HUMAN FLOURISHING ETF

Symbol: FTHF

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 30/10/2023

Latest date: 16/07/2026

Current price: $44.29

Expense ratio: 0.75%

Assets under management
$132.7M
-1.58% 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

-10.36%

Ann. 510.19% (Sharpe / Sortino numerator)

Volatility

41.14%

Sharpe ratio

12.314

VaR 95%

-4.07%

CVaR 95%: -4.51%
Max drawdown: -7.25%
Sortino ratio: 19.829
Calmar ratio: 70.34

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

5.06%

Ann. 107.50% (Sharpe / Sortino numerator)

Volatility

44.60%

Sharpe ratio

2.329

VaR 95%

-4.07%

CVaR 95%: -5.40%
Max drawdown: -14.24%
Sortino ratio: 3.600
Calmar ratio: 7.55

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

25.04%

Ann. 168.31% (Sharpe / Sortino numerator)

Volatility

34.62%

Sharpe ratio

4.757

VaR 95%

-3.89%

CVaR 95%: -4.79%
Max drawdown: -16.31%
Sortino ratio: 6.488
Calmar ratio: 10.32

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

74.29%

Ann. 113.03% (Sharpe / Sortino numerator)

Volatility

32.68%

Sharpe ratio

3.347

VaR 95%

-2.41%

CVaR 95%: -4.59%
Max drawdown: -16.31%
Sortino ratio: 4.039
Calmar ratio: 6.93

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

92.74%

Ann. 39.01% (Sharpe / Sortino numerator)

Volatility

30.53%

Sharpe ratio

1.158

VaR 95%

-2.41%

CVaR 95%: -4.50%
Max drawdown: -17.36%
Sortino ratio: 1.417
Calmar ratio: 2.25

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

131.42%

Ann. 36.79% (Sharpe / Sortino numerator)

Volatility

27.48%

Sharpe ratio

1.205

VaR 95%

-2.35%

CVaR 95%: -4.02%
Max drawdown: -17.36%
Sortino ratio: 1.462
Calmar ratio: 2.12

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.

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

0.25%

Best day

14.033%

18/07/2025
Worst day

-11.747%

21/07/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $45.00 $45.00 $44.23 $44.29 13,400
15/07/2026 $46.00 $46.14 $45.08 $45.83 10,100
14/07/2026 $46.11 $46.43 $45.83 $46.37 9,000
13/07/2026 $46.38 $46.38 $44.91 $45.05 62,800
10/07/2026 $47.63 $48.07 $47.22 $47.95 5,700
09/07/2026 $47.91 $48.09 $47.59 $47.98 7,800
08/07/2026 $46.49 $47.11 $46.05 $47.11 16,300
07/07/2026 $47.14 $47.26 $46.51 $46.91 3,700
06/07/2026 $48.39 $48.91 $48.39 $48.70 5,500
02/07/2026 $47.99 $47.99 $46.29 $46.66 8,000