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BNGE vs. IDGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNGE vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S-Network Streaming and Gaming ETF (BNGE) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

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BNGE vs. IDGT - Yearly Performance Comparison


2026 (YTD)2025202420232022
BNGE
First Trust S-Network Streaming and Gaming ETF
-18.64%35.18%19.23%37.21%-28.77%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
17.03%6.79%26.71%-6.09%-2.19%

Returns By Period

In the year-to-date period, BNGE achieves a -18.64% return, which is significantly lower than IDGT's 17.03% return.


BNGE

1D
0.55%
1M
-4.86%
YTD
-18.64%
6M
-24.07%
1Y
4.58%
3Y*
13.76%
5Y*
10Y*

IDGT

1D
1.53%
1M
1.01%
YTD
17.03%
6M
14.68%
1Y
34.93%
3Y*
12.85%
5Y*
8.66%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNGE vs. IDGT - Expense Ratio Comparison

BNGE has a 0.70% expense ratio, which is higher than IDGT's 0.41% expense ratio.


Return for Risk

BNGE vs. IDGT — Risk / Return Rank

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

BNGE
BNGE Risk / Return Rank: 1616
Overall Rank
BNGE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BNGE Sortino Ratio Rank: 1717
Sortino Ratio Rank
BNGE Omega Ratio Rank: 1717
Omega Ratio Rank
BNGE Calmar Ratio Rank: 1515
Calmar Ratio Rank
BNGE Martin Ratio Rank: 1515
Martin Ratio Rank

IDGT
IDGT Risk / Return Rank: 8383
Overall Rank
IDGT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDGT Omega Ratio Rank: 7777
Omega Ratio Rank
IDGT Calmar Ratio Rank: 8888
Calmar Ratio Rank
IDGT Martin Ratio Rank: 8888
Martin Ratio Rank
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.

BNGE vs. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Streaming and Gaming ETF (BNGE) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.


BNGEIDGTDifference

Sharpe ratio

Return per unit of total volatility

0.21

1.63

-1.42

Sortino ratio

Return per unit of downside risk

0.45

2.20

-1.75

Omega ratio

Gain probability vs. loss probability

1.06

1.30

-0.24

Calmar ratio

Return relative to maximum drawdown

0.19

2.94

-2.75

Martin ratio

Return relative to average drawdown

0.53

11.26

-10.74

BNGE vs. IDGT - Sharpe Ratio Comparison

The current BNGE Sharpe Ratio is 0.21, which is lower than the IDGT Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of BNGE and IDGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNGEIDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.63

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.15

+0.10

Correlation

The correlation between BNGE and IDGT is 0.67, 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

BNGE vs. IDGT - Dividend Comparison

BNGE's dividend yield for the trailing twelve months is around 1.09%, more than IDGT's 0.95% yield.


TTM20252024202320222021202020192018201720162015
BNGE
First Trust S-Network Streaming and Gaming ETF
1.09%0.89%0.01%0.81%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.95%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%

Drawdowns

BNGE vs. IDGT - Drawdown Comparison

The maximum BNGE drawdown since its inception was -40.54%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for BNGE and IDGT.


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Drawdown Indicators


BNGEIDGTDifference

Max Drawdown

Largest peak-to-trough decline

-40.54%

-77.95%

+37.41%

Max Drawdown (1Y)

Largest decline over 1 year

-27.88%

-12.23%

-15.65%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-25.03%

-1.06%

-23.97%

Average Drawdown

Average peak-to-trough decline

-13.41%

-20.04%

+6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.07%

3.20%

+6.87%

Volatility

BNGE vs. IDGT - Volatility Comparison

The current volatility for First Trust S-Network Streaming and Gaming ETF (BNGE) is 6.89%, while iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) has a volatility of 8.17%. This indicates that BNGE experiences smaller price fluctuations and is considered to be less risky than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNGEIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

8.17%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

15.15%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.92%

21.60%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.48%

23.03%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.48%

23.14%

+2.34%