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FAN vs. WNDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAN and WNDY is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FAN vs. WNDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Wind Energy ETF (FAN) and Global X Wind Energy ETF (WNDY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FAN:

13.83%

WNDY:

23.52%

Max Drawdown

FAN:

-0.74%

WNDY:

-1.19%

Current Drawdown

FAN:

0.00%

WNDY:

0.00%

Returns By Period


FAN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

WNDY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FAN vs. WNDY - Expense Ratio Comparison

FAN has a 0.62% expense ratio, which is higher than WNDY's 0.50% expense ratio.


Risk-Adjusted Performance

FAN vs. WNDY — Risk-Adjusted Performance Rank

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

FAN
The Risk-Adjusted Performance Rank of FAN is 2222
Overall Rank
The Sharpe Ratio Rank of FAN is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FAN is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FAN is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FAN is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FAN is 2121
Martin Ratio Rank

WNDY
The Risk-Adjusted Performance Rank of WNDY is 1010
Overall Rank
The Sharpe Ratio Rank of WNDY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of WNDY is 99
Sortino Ratio Rank
The Omega Ratio Rank of WNDY is 99
Omega Ratio Rank
The Calmar Ratio Rank of WNDY is 1212
Calmar Ratio Rank
The Martin Ratio Rank of WNDY is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FAN vs. WNDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Wind Energy ETF (FAN) and Global X Wind Energy ETF (WNDY). 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.



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Dividends

FAN vs. WNDY - Dividend Comparison

FAN's dividend yield for the trailing twelve months is around 1.35%, more than WNDY's 1.21% yield.


TTM20242023202220212020201920182017201620152014
FAN
First Trust Global Wind Energy ETF
1.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WNDY
Global X Wind Energy ETF
1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FAN vs. WNDY - Drawdown Comparison

The maximum FAN drawdown since its inception was -0.74%, smaller than the maximum WNDY drawdown of -1.19%. Use the drawdown chart below to compare losses from any high point for FAN and WNDY. For additional features, visit the drawdowns tool.


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Volatility

FAN vs. WNDY - Volatility Comparison


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