Summary
XPND
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 24.29% Volatility 23.39% Sharpe 0.53
Official loaded data — not a live quote.

FIRST TRUST EXPANDED TECHNOLOGY ETF

Symbol: XPND

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 14/06/2021

Latest date: 11/06/2026

Current price: $40.06

Expense ratio: 0.65%

Assets under management
$41.1M
2.21% 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

3.78%

Ann. -34.65% (Sharpe / Sortino numerator)

Volatility

23.88%

Sharpe ratio

-1.603

VaR 95%

-1.98%

CVaR 95%: -2.48%
Max drawdown: -8.79%
Sortino ratio: -2.993
Calmar ratio: -3.94

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

16.87%

Ann. -26.74% (Sharpe / Sortino numerator)

Volatility

22.62%

Sharpe ratio

-1.343

VaR 95%

-2.63%

CVaR 95%: -2.90%
Max drawdown: -13.57%
Sortino ratio: -2.022
Calmar ratio: -1.97

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.

Period total return

8.43%

Ann. -17.52% (Sharpe / Sortino numerator)

Volatility

20.61%

Sharpe ratio

-1.026

VaR 95%

-2.46%

CVaR 95%: -2.90%
Max drawdown: -17.40%
Sortino ratio: -1.438
Calmar ratio: -1.01

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

24.29%

Ann. 15.97% (Sharpe / Sortino numerator)

Volatility

23.39%

Sharpe ratio

0.528

VaR 95%

-2.33%

CVaR 95%: -3.42%
Max drawdown: -17.40%
Sortino ratio: 0.689
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

47.40%

Ann. 12.23% (Sharpe / Sortino numerator)

Volatility

22.30%

Sharpe ratio

0.386

VaR 95%

-2.43%

CVaR 95%: -3.30%
Max drawdown: -23.37%
Sortino ratio: 0.503
Calmar ratio: 0.52

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

96.54%

Ann. 22.00% (Sharpe / Sortino numerator)

Volatility

20.98%

Sharpe ratio

0.876

VaR 95%

-2.19%

CVaR 95%: -3.02%
Max drawdown: -23.37%
Sortino ratio: 1.189
Calmar ratio: 0.94

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.094%

Best day

3.722%

31/03/2026
Worst day

-5.328%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $39.19 $40.06 $39.02 $40.06 2,800
10/06/2026 $39.43 $39.82 $38.89 $38.89 2,900
09/06/2026 $40.04 $40.04 $38.37 $39.46 2,200
08/06/2026 $40.19 $40.47 $40.07 $40.07 2,900
05/06/2026 $40.53 $40.53 $39.47 $39.47 5,700
04/06/2026 $41.20 $41.77 $40.86 $41.69 6,900
03/06/2026 $42.33 $42.33 $41.85 $41.99 2,900
02/06/2026 $41.70 $42.34 $41.70 $42.34 1,600
01/06/2026 $41.04 $41.60 $41.04 $41.44 2,800
29/05/2026 $41.00 $41.06 $40.92 $41.06 400