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ESBG vs. AHLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESBG vs. AHLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Enhanced Stocks, Bonds & Gold ETF (ESBG) and American Beacon AHL Trend ETF (AHLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESBG achieves a 5.96% return, which is significantly lower than AHLT's 12.40% return.


ESBG

1D
0.79%
1M
1.11%
YTD
5.96%
6M
7.17%
1Y
3Y*
5Y*
10Y*

AHLT

1D
-0.02%
1M
2.27%
YTD
12.40%
6M
17.01%
1Y
37.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESBG vs. AHLT - Yearly Performance Comparison


Correlation

The correlation between ESBG and AHLT is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.52

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Return for Risk

ESBG vs. AHLT — Risk / Return Rank

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

ESBG

AHLT
AHLT Risk / Return Rank: 6969
Overall Rank
AHLT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AHLT Sortino Ratio Rank: 6060
Sortino Ratio Rank
AHLT Omega Ratio Rank: 6868
Omega Ratio Rank
AHLT Calmar Ratio Rank: 8484
Calmar Ratio Rank
AHLT Martin Ratio Rank: 6767
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.

ESBG vs. AHLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Enhanced Stocks, Bonds & Gold ETF (ESBG) and American Beacon AHL Trend ETF (AHLT). 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.


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

ESBG vs. AHLT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESBGAHLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.48

+0.47

Drawdowns

ESBG vs. AHLT - Drawdown Comparison

The maximum ESBG drawdown since its inception was -18.84%, smaller than the maximum AHLT drawdown of -20.18%. Use the drawdown chart below to compare losses from any high point for ESBG and AHLT.


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Drawdown Indicators


ESBGAHLTDifference

Max Drawdown

Largest peak-to-trough decline

-18.84%

-20.18%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

Current Drawdown

Current decline from peak

-10.14%

-0.82%

-9.32%

Average Drawdown

Average peak-to-trough decline

-6.27%

-9.38%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

Volatility

ESBG vs. AHLT - Volatility Comparison


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Volatility by Period


ESBGAHLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

Volatility (1Y)

Calculated over the trailing 1-year period

25.19%

17.09%

+8.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.19%

17.36%

+7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.19%

17.36%

+7.83%

ESBG vs. AHLT - Expense Ratio Comparison

Both ESBG and AHLT have an expense ratio of 0.95%.


Dividends

ESBG vs. AHLT - Dividend Comparison

ESBG's dividend yield for the trailing twelve months is around 0.57%, less than AHLT's 1.51% yield.


PositionTTM202520242023
AHLT
American Beacon AHL Trend ETF
1.51%1.70%0.00%3.72%
ESBG
First Trust Enhanced Stocks, Bonds & Gold ETF
0.57%0.24%0.00%0.00%

Frequently Asked Questions


ESBG and AHLT have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.95% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESBG and AHLT have the same expense ratio: 0.95% per year.

AHLT has the higher dividend yield at 1.51%, compared with 0.57% for ESBG.

ESBG is categorized as Tactical Allocation, while AHLT is Systematic Trend. They also come from different issuers: First Trust and American Beacon.

Portfolio Optimizer

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