Summary
TDIV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.34% Volatility 23.42% Sharpe 1.09
Official loaded data — not a live quote.

FIRST TRUST NASDAQ TECHNOLOGY DIVIDEND INDEX FUND

Symbol: TDIV

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 13/08/2012

Latest date: 20/07/2026

Current price: $107.88

Expense ratio: 0.50%

Assets under management
$4.4B
-0.66% 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

-7.95%

Ann. -39.21% (Sharpe / Sortino numerator)

Volatility

21.06%

Sharpe ratio

-2.035

VaR 95%

-1.87%

CVaR 95%: -1.93%
Max drawdown: -7.31%
Sortino ratio: -3.911
Calmar ratio: -5.36

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.

Period total return

3.10%

Ann. -11.05% (Sharpe / Sortino numerator)

Volatility

19.41%

Sharpe ratio

-0.756

VaR 95%

-1.92%

CVaR 95%: -2.18%
Max drawdown: -9.68%
Sortino ratio: -1.284
Calmar ratio: -1.14

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

12.26%

Ann. -9.48% (Sharpe / Sortino numerator)

Volatility

19.48%

Sharpe ratio

-0.673

VaR 95%

-2.11%

CVaR 95%: -2.69%
Max drawdown: -11.04%
Sortino ratio: -0.981
Calmar ratio: -0.86

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

18.34%

Ann. 29.06% (Sharpe / Sortino numerator)

Volatility

23.42%

Sharpe ratio

1.086

VaR 95%

-1.95%

CVaR 95%: -3.27%
Max drawdown: -11.04%
Sortino ratio: 1.461
Calmar ratio: 2.63

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

44.06%

Ann. 18.62% (Sharpe / Sortino numerator)

Volatility

21.51%

Sharpe ratio

0.697

VaR 95%

-2.15%

CVaR 95%: -3.05%
Max drawdown: -23.00%
Sortino ratio: 0.955
Calmar ratio: 0.81

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

92.97%

Ann. 22.41% (Sharpe / Sortino numerator)

Volatility

19.70%

Sharpe ratio

0.953

VaR 95%

-1.86%

CVaR 95%: -2.71%
Max drawdown: -23.00%
Sortino ratio: 1.349
Calmar ratio: 0.97

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

0.076%

Best day

4.369%

10/09/2025
Worst day

-5.891%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $108.60 $108.90 $107.63 $107.88 91,400
17/07/2026 $107.16 $108.78 $106.79 $107.94 73,600
16/07/2026 $108.93 $109.43 $108.18 $109.02 79,700
15/07/2026 $111.59 $111.59 $109.06 $110.10 74,000
14/07/2026 $112.14 $112.14 $110.50 $110.70 75,500
13/07/2026 $113.75 $114.34 $112.71 $112.96 83,200
10/07/2026 $114.51 $114.92 $114.14 $114.56 60,200
09/07/2026 $114.06 $115.24 $113.65 $114.58 75,900
08/07/2026 $111.71 $113.37 $111.28 $112.96 106,700
07/07/2026 $112.29 $113.01 $111.38 $112.24 228,500