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EDGU vs. FTAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDGU vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3EDGE Dynamic US Equity ETF (EDGU) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDGU achieves a 3.05% return, which is significantly lower than FTAG's 14.61% return.


EDGU

1D
0.38%
1M
4.00%
YTD
3.05%
6M
5.26%
1Y
27.15%
3Y*
5Y*
10Y*

FTAG

1D
-1.30%
1M
3.98%
YTD
14.61%
6M
18.36%
1Y
29.91%
3Y*
3.57%
5Y*
1.61%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGU vs. FTAG - Yearly Performance Comparison


2026 (YTD)20252024
EDGU
3EDGE Dynamic US Equity ETF
3.05%14.79%0.27%
FTAG
First Trust Indxx Global Agriculture ETF
14.61%14.82%-9.01%

Correlation

The correlation between EDGU and FTAG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2024

0.47

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Return for Risk

EDGU vs. FTAG — Risk / Return Rank

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

EDGU
EDGU Risk / Return Rank: 6363
Overall Rank
EDGU Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EDGU Sortino Ratio Rank: 5858
Sortino Ratio Rank
EDGU Omega Ratio Rank: 6060
Omega Ratio Rank
EDGU Calmar Ratio Rank: 6969
Calmar Ratio Rank
EDGU Martin Ratio Rank: 7070
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 5151
Overall Rank
FTAG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 5858
Sortino Ratio Rank
FTAG Omega Ratio Rank: 5252
Omega Ratio Rank
FTAG Calmar Ratio Rank: 5252
Calmar Ratio Rank
FTAG Martin Ratio Rank: 3737
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.

EDGU vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic US Equity ETF (EDGU) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


EDGUFTAGDifference

Sharpe ratio

Return per unit of total volatility

2.21

2.15

+0.05

Sortino ratio

Return per unit of downside risk

3.02

3.06

-0.04

Omega ratio

Gain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratio

Return relative to maximum drawdown

3.95

3.30

+0.65

Martin ratio

Return relative to average drawdown

14.97

8.82

+6.15

EDGU vs. FTAG - Sharpe Ratio Comparison

The current EDGU Sharpe Ratio is 2.21, which is comparable to the FTAG Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of EDGU and FTAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EDGUFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.15

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

-0.33

+1.10

Drawdowns

EDGU vs. FTAG - Drawdown Comparison

The maximum EDGU drawdown since its inception was -17.58%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for EDGU and FTAG.


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Drawdown Indicators


EDGUFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-17.58%

-90.89%

+73.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-9.25%

+2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-0.01%

-77.83%

+77.82%

Average Drawdown

Average peak-to-trough decline

-2.71%

-71.19%

+68.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.46%

-1.59%

Volatility

EDGU vs. FTAG - Volatility Comparison

The current volatility for 3EDGE Dynamic US Equity ETF (EDGU) is 4.50%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 5.19%. This indicates that EDGU experiences smaller price fluctuations and is considered to be less risky than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDGUFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

5.19%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

10.69%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.40%

14.03%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

17.42%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

19.93%

-4.46%

EDGU vs. FTAG - Expense Ratio Comparison

EDGU has a 0.91% expense ratio, which is higher than FTAG's 0.70% expense ratio.


Dividends

EDGU vs. FTAG - Dividend Comparison

EDGU's dividend yield for the trailing twelve months is around 0.71%, less than FTAG's 1.33% yield.


TTM20252024202320222021202020192018201720162015
EDGU
3EDGE Dynamic US Equity ETF
0.71%0.61%0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.33%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%