ABEA.DE vs. FNGS

Last updated Apr 3, 2026

Compare and contrast key facts about Alphabet Inc Class A (ABEA.DE) and MicroSectors FANG+ ETN (FNGS).

FNGS is a passively managed fund by BMO that tracks the performance of the NYSE FANG+ Index. It was launched on Nov 12, 2019.

Performance

ABEA.DE vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Alphabet Inc Class A (ABEA.DE) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

ABEA.DE vs. FNGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ABEA.DE Alphabet Inc Class A	-3.80%	46.65%	44.40%	54.77%	-36.92%	80.66%	18.64%	2.68%
FNGS MicroSectors FANG+ ETN	-8.83%	4.56%	62.02%	89.39%	-36.62%	25.71%	85.34%	8.89%

Different Trading Currencies

ABEA.DE is traded in EUR, while FNGS is traded in USD. To make them comparable, the FNGS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABEA.DE achieves a -3.80% return, which is significantly higher than FNGS's -8.83% return.

ABEA.DE

• 1D: 0.23%
• 1M: -1.32%
• YTD: -3.80%
• 6M: 23.00%
• 1Y: 78.14%
• 3Y*: 39.80%
• 5Y*: 23.56%
• 10Y*: 22.66%

FNGS

• 1D: 0.63%
• 1M: -2.76%
• YTD: -8.83%
• 6M: -11.38%
• 1Y: 12.46%
• 3Y*: 29.24%
• 5Y*: 16.67%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ABEA.DE vs. FNGS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABEA.DE

ABEA.DE Risk / Return Rank: 93
ABEA.DE Sharpe Ratio Rank: 94
ABEA.DE Sortino Ratio Rank: 94
ABEA.DE Omega Ratio Rank: 91
ABEA.DE Calmar Ratio Rank: 92
ABEA.DE Martin Ratio Rank: 95

FNGS

FNGS Risk / Return Rank: 34
FNGS Sharpe Ratio Rank: 35
FNGS Sortino Ratio Rank: 41
FNGS Omega Ratio Rank: 38
FNGS Calmar Ratio Rank: 29
FNGS Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABEA.DE vs. FNGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc Class A (ABEA.DE) and MicroSectors FANG+ ETN (FNGS). 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.

	ABEA.DE	FNGS	Difference
Sharpe ratio Return per unit of total volatility	2.61	0.43	+2.18
Sortino ratio Return per unit of downside risk	3.43	0.82	+2.61
Omega ratio Gain probability vs. loss probability	1.42	1.11	+0.31
Calmar ratio Return relative to maximum drawdown	5.00	0.60	+4.40
Martin ratio Return relative to average drawdown	17.17	1.62	+15.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABEA.DE vs. FNGS - Sharpe Ratio Comparison

The current ABEA.DE Sharpe Ratio is 2.61, which is higher than the FNGS Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ABEA.DE and FNGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ABEA.DE	FNGS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	0.43	+2.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.57	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.89	-0.08

Correlation

The correlation between ABEA.DE and FNGS is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ABEA.DE vs. FNGS - Dividend Comparison

ABEA.DE's dividend yield for the trailing twelve months is around 0.28%, while FNGS has not paid dividends to shareholders.

	TTM	2025	2024
ABEA.DE Alphabet Inc Class A	0.28%	0.27%	0.30%
FNGS MicroSectors FANG+ ETN	0.00%	0.00%	0.00%

Drawdowns

ABEA.DE vs. FNGS - Drawdown Comparison

The maximum ABEA.DE drawdown since its inception was -60.31%, which is greater than FNGS's maximum drawdown of -43.05%. Use the drawdown chart below to compare losses from any high point for ABEA.DE and FNGS.

Drawdown Indicators

	ABEA.DE	FNGS	Difference
Max Drawdown Largest peak-to-trough decline	-60.31%	-48.98%	-11.33%
Max Drawdown (1Y) Largest decline over 1 year	-17.39%	-22.93%	+5.54%
Max Drawdown (5Y) Largest decline over 5 years	-38.63%	-48.98%	+10.35%
Max Drawdown (10Y) Largest decline over 10 years	-38.63%	—	—
Current Drawdown Current decline from peak	-11.81%	-17.51%	+5.70%
Average Drawdown Average peak-to-trough decline	-12.18%	-11.03%	-1.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.06%	7.60%	-2.54%

Volatility

ABEA.DE vs. FNGS - Volatility Comparison

Alphabet Inc Class A (ABEA.DE) and MicroSectors FANG+ ETN (FNGS) have volatilities of 7.66% and 7.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABEA.DE	FNGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.66%	7.41%	+0.25%
Volatility (6M) Calculated over the trailing 6-month period	19.08%	15.97%	+3.11%
Volatility (1Y) Calculated over the trailing 1-year period	29.81%	29.00%	+0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.47%	29.25%	+0.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.61%	30.90%	-3.29%