Summary
FTQI
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 28.18% 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: 03/06/2026

Current price: $21.96

Expense ratio: 0.75%

Assets under management
$815.4M
0.05% 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

4.10%

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

11.23%

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

11.65%

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

28.18%

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

34.00%

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

56.45%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.101%

Best day

3.052%

31/03/2026
Worst day

-1.965%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $21.95 $22.01 $21.92 $21.96 223,000
02/06/2026 $21.87 $21.95 $21.84 $21.94 140,900
01/06/2026 $21.87 $21.89 $21.78 $21.85 136,000
29/05/2026 $21.95 $21.96 $21.84 $21.92 195,200
28/05/2026 $21.89 $21.95 $21.79 $21.93 259,400
27/05/2026 $21.81 $21.94 $21.79 $21.85 129,100
26/05/2026 $21.73 $21.80 $21.72 $21.79 162,900
22/05/2026 $21.70 $21.71 $21.61 $21.62 136,600
21/05/2026 $21.54 $21.63 $21.42 $21.60 130,300
20/05/2026 $21.61 $21.72 $21.54 $21.71 224,500