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First Trust Dow Jones Global Select Dividend Index Fund – as of December 31, 2015

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1) FGD First Trust Dow Jones Global Select Dividend Index Fund As of 12/31/15 » Fund Objective » Index Description This exchange-traded fund seeks investment results that correspond generally to the price and yield (before the fund’s fees and expenses) of an equity index called the Dow Jones Global Select Dividend Indexâ„ . » The index universe is defined as all component companies of the 25 developed-market country indexes in the Dow Jones Global Indexes (DJGI) family. » To be considered for the index, companies in the index universe must pass eligibility screens for dividend quality and liquidity. The company must: • Pay a current dividend. • Have a current-year dividend-per-share ratio that is greater than or equal to its five-year average annual dividend-per-share ratio. • Have a five-year average payout ratio of less than or equal to 60% for U.S. and European companies; or less than or equal to 80% for all other countries. • Have a minimum three-month daily average trading volume of $3 million. » Stocks meeting all eligibility requirements are ranked by dividend yield. » The top 100 highest-yielding stocks are selected for inclusion in the Index, subject to buffers designed to limit turnover by favoring current Index components: • Stocks in the Index universe are ranked in descending order by indicated annual dividend yield, defined as a stock’s unadjusted indicated annual dividend (not including any special dividends) divided by its unadjusted price. • All current Index component stocks that are among the top 150 stocks are included in the Index. • Noncomponent stocks are added to the Index based on their rankings until the component count reaches 100. • Component weightings are assigned based on dividend yield. Weights of individual component stocks are capped at 10%. » The Index is reconstituted and adjusted annually in March. » Fund Facts Fund Ticker CUSIP Intraday NAV Fund Inception Date Gross Expense Ratio^ Net Expense Ratio 30-Day SEC Yield† Unsubsidized 30-Day SEC Yield# Rebalance Frequency Primary Listing FGD 33734X200 FGDIV 11/21/07 0.60% 0.60% 5.41% 5.41% Annual NYSE Arca » Index Facts Index Ticker Index Inception Date Index Yield‡ DJGSDT 10/17/07 6.23% » Performance Summary (%) Fund Performance* Net Asset Value (NAV) After Tax Held After Tax Sold Market Price Index Performance** Dow Jones Global Select Dividend Indexâ„  Dow Jones World Developed Markets Indexâ„  MSCI World Index » Calendar Year Total Returns (%) FGD Dow Jones World Developed Markets Indexâ„  MSCI World Index » 3-Year Statistics FGD MSCI World Index Quarter YTD 1 Year 3 Years 5 Years 10 Years Since Inception 2.12 1.64 1.20 2.08 -10.10 -11.92 -5.67 -10.10 -10.10 -11.92 -5.67 -10.10 1.71 -0.38 0.43 1.35 3.51 1.52 1.91 3.30 — — — — 1.04 -0.83 0.02 0.99 2.74 5.40 5.50 -10.26 -0.53 -0.87 -10.26 -0.53 -0.87 2.07 9.95 9.63 3.54 7.80 7.59 — — — 1.20 3.62 3.10 2005 — — — 2006 — — — Standard Deviation (%) 12.67 10.96 2007 — — — 2008 -50.46 -40.58 -40.71 Alpha -7.46 — 2009 64.28 31.93 29.99 2010 12.27 13.38 11.76 Beta 1.01 1.00 2011 -2.17 -5.89 -5.54 2012 15.42 16.38 15.83 Sharpe Ratio 0.18 0.88 2013 17.90 27.46 26.68 2014 -0.72 4.84 4.94 2015 -10.10 -0.53 -0.87 Correlation 0.88 1.00 Performance data quoted represents past performance. Past performance is not a guarantee of future results and current performance may be higher or lower than performance quoted. Investment returns and principal value will fluctuate and shares when sold or redeemed, may be worth more or less than their original cost. You can obtain performance information which is current through the most recent month-end by visiting www.ftportfolios.com. ^Expenses are capped contractually at 0.60% per year, at least until January 31, 2016. †30-day SEC yield is calculated by dividing the net investment income per share earned during the most recent 30-day period by the maximum offering price per share on the last day of the period and includes the effects of fee waivers and expense reimbursements. # The unsubsidized 30-day SEC yield is calculated the same as the 30-day SEC yield, however it excludes contractual fee waivers and expense reimbursements. ‡Index yield represents the weighted average trailing 12-month dividend of the constituents of the Dow Jones Global Select Dividend Indexâ„ . *After Tax Held returns represent return after taxes on distributions. Assumes shares have not been sold. After Tax Sold returns represent the return after taxes on distributions and the sale of fund shares. Returns do not represent the returns you would receive if you traded shares at other times. Market Price returns are based on the midpoint of the bid/ask spread. Returns are average annualized total returns, except those for periods of less than one year, which are cumulative. The fund’s performance reflects fee waivers and expense reimbursements, absent which performance would have been lower. After-tax returns are calculated using the historical highest individual federal marginal income tax rates and do not reflect the impact of state and local taxes. Actual after-tax returns depend on the investor’s tax situation and may differ from those shown. The after-tax returns shown are not relevant to investors who hold their fund shares through tax-deferred arrangements such as 401(k) plans or individual retirement accounts. **Performance information for the Dow Jones Global Select Dividend Indexâ„  is for illustrative purposes only and does not represent actual fund performance. Indexes do not charge management fees or brokerage expenses, and no such fees or expenses were deducted from the performance shown. Indexes are unmanaged and an investor cannot invest directly in an index. 1-866-848-9727 • www.ftportfolios.com

2) First Trust Dow Jones Global Select Dividend Index Fund » Portfolio Information Number Of Holdings Maximum Market Cap. Median Market Cap. Minimum Market Cap. Price/Earnings Price/Book Price/Cash Flow Price/Sales » Top Holdings (%) 97 $211.69 Billion $8.32 Billion $549 Million 14.18 1.51 8.64 0.93 As of 12/31/15 » Top Sector Exposure (%) Lancashire Holdings, Ltd. Swiss Re AG Ladbrokes Plc Woodside Petroleum Limited Manitoba Telecom Services, Inc. JB Hi-Fi Limited Amlin Plc Nokian Renkaat Oyj Bendigo and Adelaide Bank Limited Noble Corporation Plc 2.38 1.97 1.74 1.74 1.69 1.68 1.62 1.55 1.48 1.48 Financials Utilities Telecommunication Services Consumer Discretionary Industrials Energy Materials Consumer Staples Health Care Information Technology 21.34 15.66 15.26 13.64 11.85 11.71 3.85 3.11 1.86 1.72 » Top Country Exposure (%) Australia United States United Kingdom Canada France Finland Switzerland Hong Kong Spain New Zealand 19.13 16.25 16.02 9.04 7.75 4.55 3.79 3.43 3.18 2.81 You should consider the fund’s investment objectives, risks, and charges and expenses carefully before investing. Contact First Trust Portfolios L.P. at 1-800-621-1675 or visit www.ftportfolios.com to obtain a prospectus or summary prospectus which contains this and other information about the fund. The prospectus or summary prospectus should be read carefully before investing. ETF Characteristics The fund lists and principally trades its shares on the NYSE Arca, Inc. The fund’s return may not match the return of the Dow Jones Global Select Dividend Indexâ„ . Securities held by the fund will generally not be bought or sold in response to market fluctuations. Investors buying or selling fund shares on the secondary market may incur customary brokerage commissions. Market prices may differ to some degree from the net asset value of the shares. Investors who sell fund shares may receive less than the share’s net asset value. Shares may be sold throughout the day on the exchange through any brokerage account. However, unlike mutual funds, shares may only be redeemed directly from the fund by authorized participants, in very large creation/redemption units. Risk Considerations The fund’s shares will change in value, and you could lose money by investing in the fund. One of the principal risks of investing in the fund is market risk. Market risk is the risk that a particular stock owned by the fund, fund shares or stocks in general may fall in value. There can be no assurance that the fund’s investment objective will be achieved. The fund may invest in securities issued by companies concentrated in a particular industry or country. The fund may invest in small capitalization and mid capitalization companies. Such companies may experience greater price volatility than larger, more established companies. An investment in a fund containing securities of non-U.S. issuers is subject to additional risks, including currency fluctuations, political risks, withholding, the lack of adequate financial information, and exchange control restrictions impacting non-U.S. issuers. The fund may invest in depositary receipts which may be less liquid than the underlying shares in their primary trading market. The fund is classified as “non-diversified” and may invest a relatively high percentage of its assets in a limited number of issuers. As a result, the fund may be more susceptible to a single adverse economic or regulatory occurrence affecting one or more of these issuers, experience increased volatility and be highly concentrated in certain issuers. First Trust Advisors L.P. is the adviser to the fund. First Trust Advisors L.P. is an affiliate of First Trust Portfolios L.P., the fund’s distributor. Definitions Standard Deviation is a measure of price variability (risk). Alpha is an indication of how much an investment outperforms or underperforms on a risk-adjusted basis relative to its benchmark. Beta is a measure of price variability relative to the market. Sharpe Ratio is a measure of excess reward per unit of volatility. Correlation is a measure of the similarity of performance. The MSCI World Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of 23 developed markets around the world. The Dow Jones World Developed Markets Indexâ„  represents 23 countries and covers approximately 95% of the float-adjusted market capitalization of Europe as a region, and all other markets at the country level. The Dow Jones Global Select Dividend Indexâ„  is a product of S&P Dow Jones Indices LLC (“SPDJI”), and has been licensed for use by First Trust. Dow Jones® and Dow Jones Global Select Dividend Indexâ„  are trademarks of Dow Jones Trademark Holdings LLC (“Dow Jones”) and have been licensed to SPDJI and have been sublicensed for use for certain purposes by First Trust on behalf of the Fund. The First Trust Dow Jones Global Select Dividend Index Fund is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones or their respective affiliates and none of them makes any representation regarding the advisability of investing in such product. Not FDIC Insured • Not Bank Guaranteed • May Lose Value FGDFS0011516