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DEEP vs. FNGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DEEPFNGS
YTD Return-6.47%7.55%
1Y Return9.06%57.20%
3Y Return (Ann)0.47%10.46%
Sharpe Ratio0.422.42
Daily Std Dev19.84%24.01%
Max Drawdown-51.92%-48.98%
Current Drawdown-9.51%-9.03%

Correlation

-0.50.00.51.00.5

The correlation between DEEP and FNGS is 0.47, 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.

Performance

DEEP vs. FNGS - Performance Comparison

In the year-to-date period, DEEP achieves a -6.47% return, which is significantly lower than FNGS's 7.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
17.45%
228.36%
DEEP
FNGS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Roundhill Acquirers Deep Value ETF

MicroSectors FANG+ ETN

DEEP vs. FNGS - Expense Ratio Comparison

DEEP has a 0.80% expense ratio, which is higher than FNGS's 0.58% expense ratio.


DEEP
Roundhill Acquirers Deep Value ETF
Expense ratio chart for DEEP: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for FNGS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

DEEP vs. FNGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) 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.


DEEP
Sharpe ratio
The chart of Sharpe ratio for DEEP, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for DEEP, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.000.76
Omega ratio
The chart of Omega ratio for DEEP, currently valued at 1.09, compared to the broader market1.001.502.001.09
Calmar ratio
The chart of Calmar ratio for DEEP, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.000.39
Martin ratio
The chart of Martin ratio for DEEP, currently valued at 1.43, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.43
FNGS
Sharpe ratio
The chart of Sharpe ratio for FNGS, currently valued at 2.42, compared to the broader market-1.000.001.002.003.004.002.42
Sortino ratio
The chart of Sortino ratio for FNGS, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.003.11
Omega ratio
The chart of Omega ratio for FNGS, currently valued at 1.39, compared to the broader market1.001.502.001.39
Calmar ratio
The chart of Calmar ratio for FNGS, currently valued at 2.02, compared to the broader market0.002.004.006.008.0010.002.02
Martin ratio
The chart of Martin ratio for FNGS, currently valued at 12.01, compared to the broader market0.0010.0020.0030.0040.0050.0060.0012.01

DEEP vs. FNGS - Sharpe Ratio Comparison

The current DEEP Sharpe Ratio is 0.42, which is lower than the FNGS Sharpe Ratio of 2.42. The chart below compares the 12-month rolling Sharpe Ratio of DEEP and FNGS.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
0.42
2.42
DEEP
FNGS

Dividends

DEEP vs. FNGS - Dividend Comparison

DEEP's dividend yield for the trailing twelve months is around 1.75%, while FNGS has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
DEEP
Roundhill Acquirers Deep Value ETF
1.75%1.67%1.28%1.43%4.03%3.49%2.78%2.01%3.14%3.98%0.42%
FNGS
MicroSectors FANG+ ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DEEP vs. FNGS - Drawdown Comparison

The maximum DEEP drawdown since its inception was -51.92%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for DEEP and FNGS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-9.51%
-9.03%
DEEP
FNGS

Volatility

DEEP vs. FNGS - Volatility Comparison

The current volatility for Roundhill Acquirers Deep Value ETF (DEEP) is 5.27%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 6.69%. This indicates that DEEP experiences smaller price fluctuations and is considered to be less risky than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
5.27%
6.69%
DEEP
FNGS