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DGLO vs. AIRR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGLO vs. AIRR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RBA Deglobalization ETF (DGLO) and First Trust RBA American Industrial Renaissance ETF (AIRR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGLO achieves a 16.25% return, which is significantly lower than AIRR's 25.81% return.


DGLO

1D
0.01%
1M
-1.20%
6M
9.42%
YTD
16.25%
1Y
3Y*
5Y*
10Y*

AIRR

1D
-0.59%
1M
-3.72%
6M
14.96%
YTD
25.81%
1Y
45.75%
3Y*
32.33%
5Y*
25.29%
10Y*
20.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGLO vs. AIRR - Yearly Performance Comparison


Correlation

The correlation between DGLO and AIRR is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 7, 2025

0.80

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Return for Risk

DGLO vs. AIRR — Risk / Return Rank

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

DGLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


AIRR
AIRR Risk / Return Rank: 6868
Overall Rank
AIRR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AIRR Sortino Ratio Rank: 6161
Sortino Ratio Rank
AIRR Omega Ratio Rank: 5555
Omega Ratio Rank
AIRR Calmar Ratio Rank: 8282
Calmar Ratio Rank
AIRR Martin Ratio Rank: 8080
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.

DGLO vs. AIRR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RBA Deglobalization ETF (DGLO) and First Trust RBA American Industrial Renaissance ETF (AIRR). 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.


DGLOAIRRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

3.48

Martin ratioReturn relative to average drawdown

12.18

DGLO vs. AIRR - Sharpe Ratio Comparison


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Drawdowns

DGLO vs. AIRR - Drawdown Comparison

The maximum DGLO drawdown since its inception was -7.74%, smaller than the maximum AIRR drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for DGLO and AIRR.


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Drawdown Indicators


DGLOAIRRDifference

Max Drawdown

Largest peak-to-trough decline

-7.74%

-42.37%

+34.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

Max Drawdown (3Y)

Largest decline over 3 years

-27.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.95%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

Current Drawdown

Current decline from peak

-1.59%

-7.23%

+5.64%

Average Drawdown

Average peak-to-trough decline

-1.96%

-7.45%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

Volatility

DGLO vs. AIRR - Volatility Comparison


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Volatility by Period


DGLOAIRRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.91%

Volatility (6M)

Calculated over the trailing 6-month period

21.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.23%

27.01%

-11.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

25.53%

-10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.23%

26.33%

-11.10%

DGLO vs. AIRR - Expense Ratio Comparison

DGLO has a 0.70% expense ratio, which is higher than AIRR's 0.69% expense ratio.


Dividends

DGLO vs. AIRR - Dividend Comparison

DGLO's dividend yield for the trailing twelve months is around 0.58%, more than AIRR's 0.09% yield.


PositionTTM20252024202320222021202020192018201720162015
AIRR
First Trust RBA American Industrial Renaissance ETF
0.09%0.19%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%
DGLO
First Trust RBA Deglobalization ETF
0.58%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DGLO and AIRR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AIRR is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIRR is cheaper with a 0.69% expense ratio, compared with 0.70% for DGLO.

DGLO has the higher dividend yield at 0.58%, compared with 0.09% for AIRR.

DGLO is categorized as Large Cap Blend Equities, while AIRR is Building & Construction. Their fees differ too: 0.70% for DGLO and 0.69% for AIRR.

Portfolio Optimizer

Find the right allocation for DGLO and AIRR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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