See what your fund actually adds
First Trust Capital Strength ETF FTCS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FTCS | Replication |
|---|---|---|
| Annualized growth | 5.5% | 8.3% |
| Annualized volatility | 13.1% | 12.3% |
| Sharpe ratio | 0.48 | 0.71 |
| Maximum drawdown | 20.9% | 16.5% |
| Replication fit (R²) | 0.93 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model FTCS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 55.6% |
| XLI | Sector · Industrials | 12.9% |
| XLP | Sector · Cons Staples | 11.8% |
| XLV | Sector · Healthcare | 10.8% |
| SCHD | Factor · Dividend | 8.9% |