^DWCF vs. FNGU
^DWCF (Dow Jones U.S. Total Stock Market Index) is an index, while FNGU (MicroSectors FANG+ 3X Leveraged ETNs) is Leveraged Equities fund tracking the NYSE FANG+ Index (Gross Total Return) (300%). Over the past year, ^DWCF returned 17.13% vs -0.12% for FNGU. Their 0.79 correlation means they have sometimes moved together and sometimes differently.
Performance
^DWCF vs. FNGU - Performance Comparison
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Returns By Period
In the year-to-date period, ^DWCF achieves a 9.16% return, which is significantly higher than FNGU's 0.40% return.
^DWCF
- 1D
- 1.63%
- 1M
- -1.17%
- 6M
- 6.96%
- YTD
- 9.16%
- 1Y
- 17.13%
- 3Y*
- 17.03%
- 5Y*
- 10.06%
- 10Y*
- 12.63%
- ALL TIME*
- 9.24%
FNGU
- 1D
- 8.19%
- 1M
- -1.36%
- 6M
- 9.40%
- YTD
- 0.40%
- 1Y
- -0.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $88.97M | $119.71M | $154.63M |
^DWCF vs. FNGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
^DWCF Dow Jones U.S. Total Stock Market Index | 9.16% | 10.61% |
FNGU MicroSectors FANG+ 3X Leveraged ETNs | 0.40% | 3.02% |
Correlation
The correlation between ^DWCF and FNGU is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025 | 0.79 |
The correlation between ^DWCF and FNGU has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.
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Return for Risk
^DWCF vs. FNGU — Risk / Return Rank
^DWCF
FNGU
^DWCF vs. FNGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) and MicroSectors FANG+ 3X Leveraged ETNs (FNGU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DWCF | FNGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.06 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | -0.00 | +1.89 |
| Martin ratioReturn relative to average drawdown | 7.99 | -0.00 | +8.00 |
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Drawdowns
^DWCF vs. FNGU - Drawdown Comparison
The maximum ^DWCF drawdown since its inception was -56.81%, smaller than the maximum FNGU drawdown of -61.30%. Use the drawdown chart below to compare losses from any high point for ^DWCF and FNGU.
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Drawdown Indicators
| ^DWCF | FNGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.81% | -61.30% | +4.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -59.55% | +50.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.14% | — | — |
Current DrawdownCurrent decline from peak | -2.13% | -29.85% | +27.72% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -22.60% | +11.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 26.63% | -24.48% |
Volatility
^DWCF vs. FNGU - Volatility Comparison
The current volatility for Dow Jones U.S. Total Stock Market Index (^DWCF) is 3.42%, while MicroSectors FANG+ 3X Leveraged ETNs (FNGU) has a volatility of 17.50%. This indicates that ^DWCF experiences smaller price fluctuations and is considered to be less risky than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^DWCF | FNGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 17.50% | -14.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 53.65% | -43.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.21% | 65.67% | -52.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 79.67% | -62.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 79.67% | -61.21% |
Frequently Asked Questions
^DWCF and FNGU have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNGU has higher volatility (17.50%) compared to ^DWCF (3.42%). In terms of maximum drawdown, ^DWCF dropped -56.81% vs FNGU's -61.30%.
^DWCF currently has the higher Sharpe Ratio (1.30 vs -0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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