Summary
QQXT
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return -0.05% Volatility 16.00% Sharpe 0.02
Official loaded data — not a live quote.

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: 03/06/2026

Current price: $97.61

Expense ratio: 0.57%

Assets under management
$178.8M
-0.17% 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

-0.87%

Ann. -48.65% (Sharpe / Sortino numerator)

Volatility

14.41%

Sharpe ratio

-3.628

VaR 95%

-1.75%

CVaR 95%: -1.84%
Max drawdown: -7.18%
Sortino ratio: -5.932
Calmar ratio: -6.78

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

-4.82%

Ann. -5.55% (Sharpe / Sortino numerator)

Volatility

12.39%

Sharpe ratio

-0.741

VaR 95%

-1.35%

CVaR 95%: -1.61%
Max drawdown: -7.78%
Sortino ratio: -1.125
Calmar ratio: -0.71

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

-1.64%

Ann. -2.18% (Sharpe / Sortino numerator)

Volatility

11.49%

Sharpe ratio

-0.506

VaR 95%

-1.33%

CVaR 95%: -1.61%
Max drawdown: -7.78%
Sortino ratio: -0.760
Calmar ratio: -0.28

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

-0.05%

Ann. 3.94% (Sharpe / Sortino numerator)

Volatility

16.00%

Sharpe ratio

0.019

VaR 95%

-1.40%

CVaR 95%: -2.22%
Max drawdown: -7.92%
Sortino ratio: 0.026
Calmar ratio: 0.50

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. 5.48% (Sharpe / Sortino numerator)

Volatility

14.01%

Sharpe ratio

0.132

VaR 95%

-1.37%

CVaR 95%: -1.98%
Max drawdown: -14.92%
Sortino ratio: 0.179
Calmar ratio: 0.37

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

22.96%

Ann. 6.90% (Sharpe / Sortino numerator)

Volatility

13.57%

Sharpe ratio

0.241

VaR 95%

-1.36%

CVaR 95%: -1.86%
Max drawdown: -14.92%
Sortino ratio: 0.343
Calmar ratio: 0.46

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

0.002%

Best day

1.994%

08/04/2026
Worst day

-1.881%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $97.78 $97.78 $97.56 $97.61 2,500
02/06/2026 $97.53 $97.87 $97.32 $97.86 4,400
01/06/2026 $97.50 $98.16 $97.50 $98.01 2,500
29/05/2026 $98.08 $98.38 $98.08 $98.19 2,900
28/05/2026 $98.22 $98.74 $98.22 $98.65 5,800
27/05/2026 $98.75 $99.14 $98.52 $98.52 2,800
26/05/2026 $98.61 $98.61 $98.42 $98.42 1,500
22/05/2026 $98.78 $99.01 $98.31 $98.68 2,700
21/05/2026 $97.67 $98.51 $97.57 $98.44 16,600
20/05/2026 $97.22 $98.14 $97.22 $98.13 3,500