FIRST TRUST EXPANDED TECHNOLOGY ETF
Symbol: XPND
Exchange: NYSE
Sector: Technology
Category: Technology
Inception date: 14/06/2021
Latest date: 15/10/2026
Current price: $39.48
Expense ratio: 0.65%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.87%
Ann. -34.65% (Sharpe / Sortino numerator)
Volatility
23.88%
Sharpe ratio
-1.603
VaR 95%
-1.98%
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
-0.55%
Ann. -26.74% (Sharpe / Sortino numerator)
Volatility
22.62%
Sharpe ratio
-1.343
VaR 95%
-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
8.88%
Ann. -17.52% (Sharpe / Sortino numerator)
Volatility
20.61%
Sharpe ratio
-1.026
VaR 95%
-2.46%
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.
Period total return
7.48%
Ann. 15.97% (Sharpe / Sortino numerator)
Volatility
23.39%
Sharpe ratio
0.528
VaR 95%
-2.33%
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
35.05%
Ann. 12.23% (Sharpe / Sortino numerator)
Volatility
22.30%
Sharpe ratio
0.386
VaR 95%
-2.43%
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
86.71%
Ann. 22.00% (Sharpe / Sortino numerator)
Volatility
20.98%
Sharpe ratio
0.876
VaR 95%
-2.19%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.039%
Best day
4.93%
Worst day
-5.328%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $39.06 | $39.48 | $39.06 | $39.48 | 7,400 |
| 14/10/2026 | $40.42 | $40.42 | $39.59 | $39.59 | 5,200 |
| 13/10/2026 | $40.75 | $40.75 | $40.60 | $40.72 | 1,400 |
| 12/10/2026 | $41.44 | $41.44 | $40.93 | $40.93 | 5,100 |
| 09/10/2026 | $41.25 | $41.42 | $41.02 | $41.42 | 11,400 |
| 08/10/2026 | $40.95 | $40.95 | $40.73 | $40.90 | 11,200 |
| 07/10/2026 | $41.20 | $41.26 | $40.98 | $41.24 | 36,200 |
| 06/10/2026 | $41.55 | $41.55 | $41.42 | $41.51 | 800 |
| 05/10/2026 | $40.98 | $41.12 | $40.98 | $41.08 | 2,300 |
| 02/10/2026 | $40.95 | $41.03 | $40.87 | $40.87 | 6,700 |