First Trust Long/Short Equity ETF (FTLS)

Description

The FTLS ETF contains 206 constituents. It is focused on holdings in the SHORT POSITIONS region.

Price $47.62 as of 2022-10-20

Cost/Risk/Yield

Dividend yield0.14%
Expense ratio1.6%
Average spread0.252%
1Y roundtrip cost1.852%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-4.0%-0.7%1.9%-1.6%2.2%-4.5%3.1%-1.9%-4.7%1.7%-8.5%
20212.9%1.5%-0.2%3.1%2.5%1.4%0.8%1.5%-2.9%4.2%-0.2%3.7%18.3%
20200.7%-6.6%-6.5%6.0%3.4%-0.2%5.0%3.2%-4.1%-1.9%2.6%2.1%3.5%
20193.2%1.5%1.1%1.7%-3.4%4.7%1.6%-0.9%1.5%1.7%1.4%1.1%15.3%
20183.8%-3.2%-1.3%-0.8%1.8%-0.7%1.8%2.5%-0.2%-5.0%0.8%-4.1%-4.5%
2017-0.5%2.3%-0.7%1.7%1.3%0.6%1.2%-0.6%2.4%1.9%2.7%1.2%13.6%
2016-3.8%-1.5%3.4%-0.9%0.4%0.2%4.3%-1.1%0.9%-1.7%4.9%1.6%6.7%
2015-0.3%4.0%-0.4%0.4%1.5%-2.5%1.4%-3.5%-0.3%4.3%1.5%-1.2%4.9%
20140.9%4.7%0.5%6.1%
2.1%-2.6%-2.8%9.5%9.7%-0.9%19.1%-0.7%-7.5%6.1%18.5%4.9%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.070.07
20210.000.00
20200.040.020.120.19
20190.070.110.130.050.35
20180.060.080.070.120.32
20170.030.060.050.040.17
20160.070.070.070.150.36
20150.030.040.020.060.16
20140.020.140.16
0.000.000.310.000.000.360.000.000.430.000.000.69

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

FTLS FTCS LFEQ QARP QLV TTAC
Product nameFirst Trust Long/Short Equity ETFFirst Trust Capital Strength ETFVanEck Vectors NDR CMG Long/Flat Allocation ETFXtrackers Russell 1000 US QARP ETFFlexShares US Quality Low Volatility Index FundTrimTabs Float Shrink ETF
IssuerFirst TrustFirst TrustVanEckXtrackersFlexSharesTrimTabs
Price$47.6201$68.46$33.48$35.016$47.119$44.53
Expense Ratio1.6%better0.56%better0.58%better0.19%better0.22%better0.59%
Average Spread0.252%0.029%0.119%0.200%0.064%0.225%
AUM$405,772,000$7,425,460,000$38,412,000$31,417,200$138,124,000$160,422,000
Shares8,521,015108,464,2191,147,312897,2232,931,3823,602,549
Average Daily Volume70,125384,4504,0811,2706,57010,930
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2014-09-092006-07-062017-10-042018-04-052019-07-152016-09-28
Index TrackedNo Underlying IndexThe NASDAQ Capital Strength IndexNed Davis Research CMG US Large Cap Long/Flat IndexRussell 1000 2Qual/Val 5% Capped Factor IndexNorthern Trust Quality Low Volatility IndexNo Underlying Index
CategoryLong-ShortLarge Cap Growth EquitiesLarge Cap Growth EquitiesLarge Cap Growth EquitiesVolatility Hedged EquityLarge Cap Growth Equities
Asset ClassAlternativesEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge CapsLarge CapsLarge CapsLarge/Mid Caps
Value or GrowthGrowthBlendBlendBlendGrowth
RegionSHORT POSITIONSNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.069$0.913$0.163$0.629$0.697$5.319
Annual Dividend Yield0.001%0.013%0.005%0.018%0.015%0.119%
Number of Holdings20651498389107135
YTD Return-8.60%-18.31%-24.18%-19.31%-16.16%-19.36%
Beta1.100.990.911.050.830.96
Upside Beta0.650.140.550.670.550.55
Downside Beta-0.23-0.150.470.600.370.15
Volatility 1Y12.69%17.87%16.26%21.53%17.72%21.95%
Sharpe Ratio 3Y0.470.530.460.600.450.65
Treynor Ratio 3Y0.000.010.010.010.010.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew