Summary
ILDR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.73% Volatility 26.47% Sharpe 0.89
Official loaded data — not a live quote.

FIRST TRUST INNOVATION LEADERS ETF

Symbol: ILDR

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 25/05/2021

Latest date: 20/07/2026

Current price: $36.98

Expense ratio: 0.75%

Assets under management
$301.8M
-4.59% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-4.37%

Ann. -26.65% (Sharpe / Sortino numerator)

Volatility

28.86%

Sharpe ratio

-1.049

VaR 95%

-2.71%

CVaR 95%: -2.93%
Max drawdown: -9.50%
Sortino ratio: -2.032
Calmar ratio: -2.80

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

7.34%

Ann. -31.82% (Sharpe / Sortino numerator)

Volatility

24.09%

Sharpe ratio

-1.472

VaR 95%

-2.57%

CVaR 95%: -2.88%
Max drawdown: -16.71%
Sortino ratio: -2.336
Calmar ratio: -1.90

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

12.33%

Ann. -16.33% (Sharpe / Sortino numerator)

Volatility

23.60%

Sharpe ratio

-0.846

VaR 95%

-2.63%

CVaR 95%: -3.09%
Max drawdown: -17.70%
Sortino ratio: -1.243
Calmar ratio: -0.92

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

22.73%

Ann. 27.14% (Sharpe / Sortino numerator)

Volatility

26.47%

Sharpe ratio

0.888

VaR 95%

-2.55%

CVaR 95%: -3.70%
Max drawdown: -17.70%
Sortino ratio: 1.190
Calmar ratio: 1.53

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

57.89%

Ann. 17.06% (Sharpe / Sortino numerator)

Volatility

24.93%

Sharpe ratio

0.539

VaR 95%

-2.70%

CVaR 95%: -3.72%
Max drawdown: -26.43%
Sortino ratio: 0.695
Calmar ratio: 0.65

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

100.29%

Ann. 23.38% (Sharpe / Sortino numerator)

Volatility

22.66%

Sharpe ratio

0.871

VaR 95%

-2.41%

CVaR 95%: -3.39%
Max drawdown: -26.43%
Sortino ratio: 1.144
Calmar ratio: 0.88

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

0.093%

Best day

4.697%

31/03/2026
Worst day

-6.289%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $38.76 $40.68 $36.94 $36.98 77,700
17/07/2026 $37.13 $37.30 $35.63 $36.91 66,700
16/07/2026 $37.96 $37.97 $37.01 $37.35 26,500
15/07/2026 $38.84 $38.84 $37.66 $38.32 76,400
14/07/2026 $39.10 $39.10 $37.95 $38.49 46,200
13/07/2026 $38.88 $38.88 $37.80 $37.97 104,000
10/07/2026 $39.12 $39.12 $38.48 $38.80 151,700
09/07/2026 $39.03 $39.24 $38.53 $39.07 67,900
08/07/2026 $37.82 $38.65 $37.68 $38.31 53,200
07/07/2026 $38.82 $38.83 $37.91 $38.27 43,300