Summary
FTHI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.29% Volatility 14.99% Sharpe 0.68
Official loaded data — not a live quote.

FIRST TRUST BUYWRITE INCOME ETF

Symbol: FTHI

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 06/01/2014

Latest date: 20/07/2026

Current price: $23.71

Expense ratio: 0.75%

Assets under management
$2.4B
-0.84% 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

-0.65%

Ann. -24.48% (Sharpe / Sortino numerator)

Volatility

15.30%

Sharpe ratio

-1.837

VaR 95%

-1.33%

CVaR 95%: -1.49%
Max drawdown: -4.38%
Sortino ratio: -3.600
Calmar ratio: -5.58

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

1.94%

Ann. -4.73% (Sharpe / Sortino numerator)

Volatility

12.71%

Sharpe ratio

-0.658

VaR 95%

-1.33%

CVaR 95%: -1.46%
Max drawdown: -6.19%
Sortino ratio: -1.136
Calmar ratio: -0.76

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

4.98%

Ann. 2.09% (Sharpe / Sortino numerator)

Volatility

11.00%

Sharpe ratio

-0.140

VaR 95%

-1.29%

CVaR 95%: -1.46%
Max drawdown: -6.19%
Sortino ratio: -0.209
Calmar ratio: 0.34

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

12.29%

Ann. 13.78% (Sharpe / Sortino numerator)

Volatility

14.99%

Sharpe ratio

0.677

VaR 95%

-1.27%

CVaR 95%: -2.17%
Max drawdown: -7.18%
Sortino ratio: 0.777
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

24.10%

Ann. 10.87% (Sharpe / Sortino numerator)

Volatility

13.05%

Sharpe ratio

0.555

VaR 95%

-1.23%

CVaR 95%: -1.98%
Max drawdown: -15.92%
Sortino ratio: 0.641
Calmar ratio: 0.68

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

45.67%

Ann. 14.20% (Sharpe / Sortino numerator)

Volatility

11.57%

Sharpe ratio

0.914

VaR 95%

-1.06%

CVaR 95%: -1.72%
Max drawdown: -15.92%
Sortino ratio: 1.083
Calmar ratio: 0.89

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.

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

0.048%

Best day

2.262%

06/02/2026
Worst day

-1.727%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $23.91 $23.92 $23.70 $23.71 553,500
17/07/2026 $23.72 $23.84 $23.59 $23.78 945,800
16/07/2026 $23.99 $23.99 $23.77 $23.82 806,100
15/07/2026 $23.94 $23.99 $23.80 $23.94 1,171,500
14/07/2026 $23.84 $23.97 $23.79 $23.89 530,000
13/07/2026 $23.93 $23.96 $23.79 $23.82 389,400
10/07/2026 $23.99 $23.99 $23.83 $23.93 641,700
09/07/2026 $24.11 $24.11 $23.85 $23.91 454,700
08/07/2026 $23.79 $23.88 $23.71 $23.86 754,300
07/07/2026 $23.82 $23.90 $23.71 $23.78 1,043,100