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ANEW vs. FITZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANEW vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Transformational Changes ETF (ANEW) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ANEW

1D
0.63%
1M
4.83%
YTD
2.56%
6M
1.24%
1Y
5.77%
3Y*
14.01%
5Y*
3.96%
10Y*

FITZ

1D
-0.20%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANEW vs. FITZ - Yearly Performance Comparison


Correlation

The correlation between ANEW and FITZ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.20

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Return for Risk

ANEW vs. FITZ — Risk / Return Rank

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

ANEW
ANEW Risk / Return Rank: 1515
Overall Rank
ANEW Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ANEW Sortino Ratio Rank: 1616
Sortino Ratio Rank
ANEW Omega Ratio Rank: 1616
Omega Ratio Rank
ANEW Calmar Ratio Rank: 1313
Calmar Ratio Rank
ANEW Martin Ratio Rank: 1414
Martin Ratio Rank

FITZ
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.

ANEW vs. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Transformational Changes ETF (ANEW) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.


ANEWFITZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.36

Martin ratioReturn relative to average drawdown

1.03

ANEW vs. FITZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ANEWFITZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

-7.29

+7.58

Drawdowns

ANEW vs. FITZ - Drawdown Comparison

The maximum ANEW drawdown since its inception was -39.87%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for ANEW and FITZ.


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Drawdown Indicators


ANEWFITZDifference

Max Drawdown

Largest peak-to-trough decline

-39.87%

-1.97%

-37.90%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

Max Drawdown (5Y)

Largest decline over 5 years

-39.87%

Current Drawdown

Current decline from peak

-2.44%

-1.97%

-0.47%

Average Drawdown

Average peak-to-trough decline

-13.36%

-1.08%

-12.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

Volatility

ANEW vs. FITZ - Volatility Comparison


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Volatility by Period


ANEWFITZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

8.74%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

8.74%

+10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

8.74%

+10.05%

ANEW vs. FITZ - Expense Ratio Comparison

ANEW has a 0.45% expense ratio, which is lower than FITZ's 0.75% expense ratio.


Dividends

ANEW vs. FITZ - Dividend Comparison

ANEW's dividend yield for the trailing twelve months is around 0.61%, while FITZ has not paid dividends to shareholders.


PositionTTM202520242023202220212020
ANEW
ProShares MSCI Transformational Changes ETF
0.61%0.54%1.08%0.87%1.05%0.24%0.04%
FITZ
Fitz-Gerald Must Have Portfolio ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ANEW and FITZ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANEW is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANEW is cheaper with a 0.45% expense ratio, compared with 0.75% for FITZ.

ANEW has the higher dividend yield at 0.61%, compared with 0.00% for FITZ.

They also come from different issuers: ProShares and Nicholas. Their fees differ too: 0.45% for ANEW and 0.75% for FITZ.

Portfolio Optimizer

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