First Trust Exchange Etf Performance

GDEC Etf   37.46  -0.16  -0.43%   
The etf shows a Beta (market volatility) of 0.39, which alludes to possible diversification benefits within a given portfolio. Returns on First Trust tend to trail the broader market in strong rallies but hold up better when sentiment turns negative.
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
First Trust Exchange has delivered negative risk-adjusted returns across the last 90 days, suggesting that volatility was not compensated by return. Used correctly, this score helps investors distinguish between raw price movement and actual return efficiency. In spite of rather sound technical and fundamental indicators, First Trust is not utilizing all of its potential. The current price tumult may contribute to shorter-term losses for shareholders. Learn More

Relative Risk vs. Return Landscape

If you had invested $ 3,771 in First Trust Exchange on December 18, 2025 and sold it today you would have lost $ 9.00 from holding First Trust Exchange or given up 0.24% of portfolio value over 90 days. First Trust Exchange does not currently generate positive expected returns and carries 0.3943% risk (volatility on return distribution) over a 90-day horizon. In different words, 3% of etfs are less volatile than First, and 99% of all traded equity instruments are projected to make higher returns than the ETF over the 90 days investment horizon.
  Expected Return   
       Risk  
This comparison focuses on expected return, realized volatility, and risk efficiency versus the market. It is most useful when expected return is read together with volatility rather than in isolation. Given the investment horizon of 90 days First Trust is expected to generate 0.49 times more return on investment than the market. However, the ETF is 2.03 times less risky than the market. It trades about -0.01 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of risk.

Target Price Odds to finish over Current Price

Investors have long observed that First Etf price tends to fluctuate around a central value over time. This mean reversion pattern is a cornerstone of many forecasting models. However, periods of persistent mispricing in some ETFs suggest that additional risk factors may account for the delayed correction.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
37.46 90 days 37.46
about 98.0
A normal distribution analysis suggests that the odds of First Trust moving above the current price in 90 days from now are about 98.0 (The distribution above shows where First Etf price is most likely to fall within the next 90 days based on historical volatility).
Given the investment horizon of 90 days First Trust has a beta of 0.39. This usually indicates as returns on the market go up, First Trust's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding First Trust Exchange is expected to be smaller as well. Additionally, First Trust Exchange has an alpha of 0.0073, implying that it can generate a 0.0073 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).
   First Trust Price Density   
       Price  

Predictive Modules for First Trust

Forecasting First Trust Exchange involves applying various models to estimate future price behavior. While no method can consistently predict the ETF market with certainty, the discipline of building and testing forecasts sharpens investment thinking. Combining several approaches and cross-checking results offers a more balanced view of potential outcomes.
Mean reversion in First Trust's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
Hype
Prediction
LowEstimatedHigh
37.2337.6238.01
Details
Intrinsic
Valuation
LowRealHigh
37.2737.6638.05
Details
Naive
Forecast
LowNextHigh
37.0337.4337.82
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
37.3737.8338.29
Details
A rigorous investment case for First Trust requires more than studying its own financials. Benchmarking First Trust's performance, valuation, and risk profile against competitors is essential to validate any investment thesis.

Primary Risk Indicators

The etf market has gone through extended periods of turbulence over the past two decades. First Trust has not been immune to these swings. Sudden corrections and sharp rallies have tested many portfolios. Investors can protect against downside risk in First Trust Exchange by monitoring First Trust's fundamental risk indicators and maintaining appropriate hedges.
α
Alpha over Dow Jones
0.01
β
Beta against Dow Jones0.39
σ
Overall volatility
0.21
Ir
Information ratio 0.09

Investor Alerts and Insights

Setting up alerts on First Trust ensures that material changes in technical or fundamental conditions are not missed. These notifications for First Trust Exchange help investors make timely decisions in response to significant ETF events.
First Trust Exchange generated a negative expected return over the last 90 days
Latest headline from news.google.com: and the Role of Price-Sensitive Allocations - Stock Traders Daily

Performance Metrics & Calculation Methodology

First Trust performance is typically evaluated relative to its benchmark and tracking difference over time. Drawdown profile frames downside sensitivity and recovery characteristics.

This section for First Trust Exchange is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Rifka Kats - Member of Macroaxis Editorial Board
Last reviewed on February 22nd, 2026