Summary
ILDR
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 47.41% 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: 03/06/2026

Current price: $40.11

Expense ratio: 0.75%

Assets under management
$243.1M
-1.35% 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

13.98%

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

31.16%

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

21.69%

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

47.41%

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

84.49%

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

126.44%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.164%

Best day

4.697%

31/03/2026
Worst day

-3.643%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $40.66 $40.68 $39.81 $40.11 54,100
02/06/2026 $40.24 $40.84 $40.12 $40.54 58,900
01/06/2026 $39.85 $40.44 $39.50 $40.22 98,400
29/05/2026 $39.39 $39.81 $39.01 $39.81 19,000
28/05/2026 $38.68 $39.21 $38.40 $39.19 86,700
27/05/2026 $38.55 $38.82 $38.25 $38.33 25,300
26/05/2026 $38.47 $38.67 $38.27 $38.55 42,100
22/05/2026 $38.34 $38.34 $37.58 $37.71 24,900
21/05/2026 $36.95 $37.51 $36.95 $37.51 19,700
20/05/2026 $36.58 $37.10 $36.54 $37.07 24,300