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Sector Equity
Click for more information on Fundata’s ESG Grade
Click for more information on Fundata’s ESG Grade.
|
Close (12-12-2025) |
$58.44 |
|---|---|
| Change |
-$0.52
(-0.88%)
|
| Open | $58.73 |
|---|---|
| Day Range | $58.45 - $58.73 |
| Volume | 601 |
As at November 30, 2025
As at November 30, 2025
As at November 30, 2025
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Inception Return (October 30, 2014): 10.68%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | -0.48% | 0.44% | 11.46% | 1.74% | -5.77% | 16.79% | 15.02% | 10.08% | 12.25% | 11.20% | 11.68% | 10.41% | 11.09% | 11.86% |
| Benchmark | 3.86% | 10.53% | 21.41% | 29.96% | 25.71% | 28.17% | 18.89% | 14.43% | 16.18% | 14.11% | 14.34% | 12.08% | 11.80% | 12.16% |
| Category Average | -2.86% | 17.51% | 17.51% | 17.37% | 15.94% | 21.22% | 18.93% | 7.93% | 10.04% | 12.61% | 12.73% | 11.93% | 13.12% | 11.74% |
| Category Rank | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Quartile Ranking | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -7.38% | 5.94% | -6.07% | -6.40% | -7.14% | 5.53% | 3.05% | 5.82% | 1.76% | -0.03% | 0.96% | -0.48% |
| Benchmark | -3.27% | 3.48% | -0.40% | -1.51% | -0.10% | 5.56% | 2.91% | 1.69% | 4.96% | 5.40% | 0.97% | 3.86% |
13.56% (November 2020)
-18.14% (March 2020)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -5.37% | 22.59% | 15.79% | -8.01% | 26.14% | 9.84% | 24.05% | -11.16% | 23.58% | 25.70% |
| Benchmark | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% |
| Category Average | 16.21% | -0.43% | 20.39% | 1.55% | 22.37% | 29.99% | 15.34% | -25.24% | 26.53% | 20.41% |
| Quartile Ranking | - | - | - | - | - | - | - | - | - | - |
| Category Rank | - | - | - | - | - | - | - | - | - | - |
26.14% (2019)
-11.16% (2022)
| Name | Percent |
|---|---|
| US Equity | 95.27 |
| International Equity | 4.66 |
| Cash and Equivalents | 0.06 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Industrial Goods | 36.84 |
| Industrial Services | 24.23 |
| Real Estate | 11.96 |
| Basic Materials | 11.73 |
| Technology | 5.51 |
| Other | 9.73 |
| Name | Percent |
|---|---|
| North America | 95.34 |
| Europe | 3.41 |
| Latin America | 1.25 |
| Name | Percent |
|---|---|
| Kirby Corp | 1.61 |
| Comfort Systems USA Inc | 1.41 |
| FedEx Corp | 1.39 |
| United Parcel Service Inc Cl B | 1.38 |
| Knight-Swift Transportation Hldgs Inc - Commn Cl A | 1.38 |
| Quanta Services Inc | 1.33 |
| Western Union Co | 1.31 |
| Schneider National Inc Cl B | 1.27 |
| Axalta Coating Systems Ltd | 1.25 |
| Genpact Ltd | 1.25 |
First Trust AlphaDEX U.S. Industrials Sector Index ETF Units
Median
Other - Sector Equity
| Standard Deviation | 17.51% | 17.24% | 18.06% |
|---|---|---|---|
| Beta | 1.12% | 1.11% | 1.13% |
| Alpha | -0.05% | -0.05% | -0.01% |
| Rsquared | 0.57% | 0.60% | 0.65% |
| Sharpe | 0.66% | 0.60% | 0.61% |
| Sortino | 1.25% | 0.97% | 0.84% |
| Treynor | 0.10% | 0.09% | 0.10% |
| Tax Efficiency | 97.01% | 96.96% | 97.12% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 17.93% | 17.51% | 17.24% | 18.06% |
| Beta | 1.36% | 1.12% | 1.11% | 1.13% |
| Alpha | -0.36% | -0.05% | -0.05% | -0.01% |
| Rsquared | 0.57% | 0.57% | 0.60% | 0.65% |
| Sharpe | -0.40% | 0.66% | 0.60% | 0.61% |
| Sortino | -0.53% | 1.25% | 0.97% | 0.84% |
| Treynor | -0.05% | 0.10% | 0.09% | 0.10% |
| Tax Efficiency | - | 97.01% | 96.96% | 97.12% |
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
| Start Date | October 30, 2014 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | - |
| 52 Week High | $60.50 |
| 52 Week Low | $45.38 |
| Annual Dividend | $0.63 |
| Annual Yield | - |
| Index | StrataQuant® Industrials Index |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
The First Trust ETF seeks to replicate, to the extent possible, the performance of the StrataQuant Consumer Staples Index ("Index"), net of expenses. The investment strategy of the First Trust ETF is to invest in and hold the Constituent Securities of the applicable Index in the same proportion as they are reflected in the Index or securities intended to replicate the performance of such Index.
The investment strategy of the First Trust ETF is to invest in and hold a proportionate share of the Constituent Securities for the StrataQuant Industrial Index, or Other Securities, to seek to replicate the performance of the StrataQuant Industrial Index . The First Trust ETFs may also hold cash and cash equivalents or other money market instruments to fund current liabilities.
| Portfolio Manager |
First Trust Advisors LP |
|---|---|
| Sub-Advisor |
- |
| Fund Manager |
FT Portfolios Canada Co. |
|---|---|
| Custodian |
CIBC Mellon Trust Company |
| Registrar |
TSX Trust Company |
| Distributor |
- |
| MER | 0.78% |
|---|---|
| Management Fee | 0.70% |
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