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EWEB vs. FDNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWEB and FDNI is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

EWEB vs. FDNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets Internet & E-commerce ETF (EWEB) and First Trust Dow Jones International Internet ETF (FDNI). The values are adjusted to include any dividend payments, if applicable.

-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-51.19%
-31.80%
EWEB
FDNI

Key characteristics

Returns By Period


EWEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FDNI

YTD

25.20%

1M

-1.77%

6M

16.80%

1Y

22.96%

5Y*

3.21%

10Y*

N/A

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EWEB vs. FDNI - Expense Ratio Comparison

Both EWEB and FDNI have an expense ratio of 0.65%.


EWEB
Global X Emerging Markets Internet & E-commerce ETF
Expense ratio chart for EWEB: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FDNI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

EWEB vs. FDNI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Internet & E-commerce ETF (EWEB) and First Trust Dow Jones International Internet ETF (FDNI). 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.


Sharpe ratio
No data
The chart of Calmar ratio for EWEB, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.000.41
EWEB
FDNI


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.00
0.94
EWEB
FDNI

Dividends

EWEB vs. FDNI - Dividend Comparison

EWEB has not paid dividends to shareholders, while FDNI's dividend yield for the trailing twelve months is around 1.04%.


TTM20232022202120202019
EWEB
Global X Emerging Markets Internet & E-commerce ETF
0.00%0.30%0.39%0.00%0.00%0.00%
FDNI
First Trust Dow Jones International Internet ETF
1.04%0.40%0.00%0.00%0.16%3.12%

Drawdowns

EWEB vs. FDNI - Drawdown Comparison


-65.00%-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-65.32%
-49.67%
EWEB
FDNI

Volatility

EWEB vs. FDNI - Volatility Comparison

The current volatility for Global X Emerging Markets Internet & E-commerce ETF (EWEB) is 0.00%, while First Trust Dow Jones International Internet ETF (FDNI) has a volatility of 8.98%. This indicates that EWEB experiences smaller price fluctuations and is considered to be less risky than FDNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember0
8.98%
EWEB
FDNI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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