Summary
FTQI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 25.21% Volatility 17.09% Sharpe 0.85
Official loaded data — not a live quote.

FIRST TRUST NASDAQ BUYWRITE INCOME ETF

Symbol: FTQI

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 06/01/2014

Latest date: 20/07/2026

Current price: $22.03

Expense ratio: 0.75%

Assets under management
$926.0M
-0.77% 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

0.37%

Ann. -14.01% (Sharpe / Sortino numerator)

Volatility

18.68%

Sharpe ratio

-0.944

VaR 95%

-1.73%

CVaR 95%: -1.86%
Max drawdown: -4.65%
Sortino ratio: -1.943
Calmar ratio: -3.01

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

6.79%

Ann. -4.20% (Sharpe / Sortino numerator)

Volatility

14.81%

Sharpe ratio

-0.529

VaR 95%

-1.59%

CVaR 95%: -1.81%
Max drawdown: -7.19%
Sortino ratio: -0.827
Calmar ratio: -0.58

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

12.74%

Ann. 5.89% (Sharpe / Sortino numerator)

Volatility

12.89%

Sharpe ratio

0.175

VaR 95%

-1.37%

CVaR 95%: -1.73%
Max drawdown: -7.19%
Sortino ratio: 0.253
Calmar ratio: 0.82

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

25.21%

Ann. 18.17% (Sharpe / Sortino numerator)

Volatility

17.09%

Sharpe ratio

0.851

VaR 95%

-1.36%

CVaR 95%: -2.47%
Max drawdown: -7.43%
Sortino ratio: 0.966
Calmar ratio: 2.45

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

35.69%

Ann. 11.49% (Sharpe / Sortino numerator)

Volatility

15.36%

Sharpe ratio

0.512

VaR 95%

-1.59%

CVaR 95%: -2.37%
Max drawdown: -19.42%
Sortino ratio: 0.586
Calmar ratio: 0.59

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

58.16%

Ann. 13.93% (Sharpe / Sortino numerator)

Volatility

13.33%

Sharpe ratio

0.773

VaR 95%

-1.33%

CVaR 95%: -2.08%
Max drawdown: -19.42%
Sortino ratio: 0.880
Calmar ratio: 0.72

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

0.092%

Best day

3.052%

31/03/2026
Worst day

-1.965%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $22.20 $22.25 $22.02 $22.03 362,000
17/07/2026 $22.12 $22.15 $21.56 $22.07 204,300
16/07/2026 $22.24 $22.26 $22.06 $22.15 239,600
15/07/2026 $22.35 $22.37 $22.16 $22.31 214,100
14/07/2026 $22.34 $22.36 $22.22 $22.29 253,900
13/07/2026 $22.29 $22.29 $22.15 $22.19 177,000
10/07/2026 $22.30 $22.34 $22.22 $22.34 206,500
09/07/2026 $22.17 $22.27 $22.13 $22.26 197,900
08/07/2026 $21.98 $22.09 $21.86 $22.07 336,000
07/07/2026 $22.12 $22.12 $21.91 $22.01 808,200