FBGX vs. FSELX

Last updated Apr 1, 2026

Compare and contrast key facts about UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Fidelity Select Semiconductors Portfolio (FSELX).

FBGX is a passively managed fund by UBS that tracks the performance of the Russell 1000 Growth Index (200%). It was launched on Jun 11, 2014. FSELX is managed by Fidelity. It was launched on Jul 29, 1985.

Performance

FBGX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

FBGX vs. FSELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FBGX UBS AG FI Enhanced Large Cap Growth ETN	0.00%	0.00%	35.73%	83.74%	-56.41%	57.04%	65.79%	75.84%	-16.58%	64.01%
FSELX Fidelity Select Semiconductors Portfolio	0.00%	52.17%	49.68%	78.49%	-35.27%	59.16%	44.33%	64.50%	-12.01%	34.51%

Returns By Period

FBGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FSELX

• 1D: -4.27%
• 1M: -9.75%
• YTD: 0.00%
• 6M: 7.40%
• 1Y: 85.27%
• 3Y*: 43.05%
• 5Y*: 30.67%
• 10Y*: 31.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FBGX vs. FSELX - Expense Ratio Comparison

FBGX has a 1.29% expense ratio, which is higher than FSELX's 0.68% expense ratio.

FBGX

UBS AG FI Enhanced Large Cap Growth ETN

FSELX

Fidelity Select Semiconductors Portfolio

Return for Risk

FBGX vs. FSELX — Risk / Return Rank

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

FSELX

FSELX Risk / Return Rank: 94
FSELX Sharpe Ratio Rank: 93
FSELX Sortino Ratio Rank: 92
FSELX Omega Ratio Rank: 89
FSELX Calmar Ratio Rank: 98
FSELX Martin Ratio Rank: 98

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.

FBGX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.

Sharpe Ratios by Period

	FBGX	FSELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.07	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.49	—

Correlation

The correlation between FBGX and FSELX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FBGX vs. FSELX - Dividend Comparison

FBGX has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 11.11%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBGX UBS AG FI Enhanced Large Cap Growth ETN	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FSELX Fidelity Select Semiconductors Portfolio	11.11%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%

Drawdowns

Drawdown Indicators

	FBGX	FSELX	Difference
Max Drawdown Largest peak-to-trough decline	—	-82.54%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-17.23%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-46.37%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.37%	—
Current Drawdown Current decline from peak	—	-14.38%	—
Average Drawdown Average peak-to-trough decline	—	-28.82%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.21%	—

Volatility

Volatility by Period

	FBGX	FSELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.91%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	40.89%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	38.58%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	34.71%	—