FIRST TRUST NASDAQ-100 EX-TECHNOLOGY SECTOR INDEX FUND
Symbol: QQXT
Exchange: NASDAQ
Sector: Consumer_Cyclical
Category: Large Blend
Inception date: 08/02/2007
Latest date: 20/07/2026
Current price: $98.57
Expense ratio: 0.57%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.35%
Ann. -48.65% (Sharpe / Sortino numerator)
Volatility
14.41%
Sharpe ratio
-3.628
VaR 95%
-1.75%
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
-1.82%
Ann. -5.55% (Sharpe / Sortino numerator)
Volatility
12.39%
Sharpe ratio
-0.741
VaR 95%
-1.35%
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
-0.47%
Ann. -2.18% (Sharpe / Sortino numerator)
Volatility
11.49%
Sharpe ratio
-0.506
VaR 95%
-1.33%
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
0.63%
Ann. 3.94% (Sharpe / Sortino numerator)
Volatility
16.00%
Sharpe ratio
0.019
VaR 95%
-1.40%
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
11.40%
Ann. 5.48% (Sharpe / Sortino numerator)
Volatility
14.01%
Sharpe ratio
0.132
VaR 95%
-1.37%
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
15.68%
Ann. 6.90% (Sharpe / Sortino numerator)
Volatility
13.57%
Sharpe ratio
0.241
VaR 95%
-1.36%
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.
Average daily return
0.005%
Best day
1.994%
Worst day
-2.087%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $98.98 | $98.98 | $98.57 | $98.57 | 1,700 |
| 17/07/2026 | $99.72 | $99.72 | $98.94 | $98.98 | 1,100 |
| 16/07/2026 | $99.80 | $100.33 | $99.78 | $100.33 | 2,600 |
| 15/07/2026 | $98.78 | $99.36 | $98.61 | $98.61 | 17,600 |
| 14/07/2026 | $99.06 | $99.13 | $98.30 | $98.42 | 8,300 |
| 13/07/2026 | $99.22 | $99.61 | $99.22 | $99.27 | 3,700 |
| 10/07/2026 | $99.03 | $99.24 | $98.88 | $99.14 | 5,200 |
| 09/07/2026 | $98.78 | $98.86 | $98.71 | $98.82 | 8,200 |
| 08/07/2026 | $99.01 | $99.02 | $98.81 | $98.81 | 2,900 |
| 07/07/2026 | $100.42 | $100.55 | $99.79 | $99.94 | 4,400 |