497 1 etf1_497.txt INTERACTIVE DATA Rule 497(e) Registration Nos. 333-125751 and 811-21774 CHAPMAN AND CUTLER LLP 111 WEST MONROE STREET CHICAGO, ILLINOIS 60603 September 24, 2019 Securities and Exchange Commission 100 F Street, N.E. Washington, DC 20549 Re: First Trust Exchange-Traded Fund (the "Registrant") (File Nos. 333-125751 and 811-21774) ------------------------------------------------------- Ladies and Gentlemen: On behalf of the Registrant, we are transmitting for electronic filing pursuant to Rule 497(e) under the Securities Act of 1933, as amended, the exhibits containing interactive data format risk/return summary information that mirrors the risk/return summary information in the copy of a supplement, in the form of a sticker, to the prospectus for the Registrant filed pursuant to Rule 497(e) on September 23, 2019. The Registration Statement relates to the First Trust Natural Gas ETF, a series of the Registrant. If you have any questions or comments, please telephone the undersigned at (312) 845-3484. Very truly yours, CHAPMAN AND CUTLER LLP By: /s/ Morrison C. Warren --------------------------------- Morrison C. Warren Enclosures