FCM G1 ETFS

The chart shows the growth of an initial investment of $10,000 in FCM G1 ETFS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is never rebalanced.

Based on dividend-adjusted daily data since Mar 20, 2025, FCM G1 ETFS's average daily return is +0.15%, while the average monthly return is +2.89%. At this rate, an investment would double in approximately 2.0 years.

Historically, 76% of months were positive and 24% were negative. The best month was Apr 2026 with a return of +13.7%, while the worst month was Mar 2026 at -4.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, FCM G1 ETFS closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Apr 4, 2025 at -6.0%.

FCM G1 ETFS has an annualized alpha of 13.85%, beta of 1.06, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since March 20, 2025.

• This portfolio captured 136.34% of S&P 500 Index gains but only 20.14% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 13.85% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.06 and R2 of 0.86, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

FCM G1 ETFS has an expense ratio of 0.37%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FCM G1 ETFS ranks 89 for risk / return — in the top 89% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current FCM G1 ETFS Sharpe ratio is 2.49 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of FCM G1 ETFS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

FCM G1 ETFS provided a 1.77% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the FCM G1 ETFS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FCM G1 ETFS was 13.94%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current FCM G1 ETFS drawdown is 2.82%.

The chart below shows the rolling one-month volatility.