FBGX vs. IWFL
Compare and contrast key facts about UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL).
FBGX and IWFL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IWFL is a passively managed fund by UBS that tracks the performance of the Russell 1000 Growth (200%). It was launched on Feb 5, 2021. Both FBGX and IWFL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FBGX vs. IWFL - Performance Comparison
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FBGX vs. IWFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FBGX UBS AG FI Enhanced Large Cap Growth ETN | 0.00% | 0.00% | 35.73% | 83.74% | -56.41% | 44.91% |
IWFL ETRACS 2x Leveraged US Growth Factor TR ETN | -19.22% | 18.54% | 61.94% | 84.47% | -55.71% | 46.03% |
Returns By Period
FBGX
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWFL
- 1D
- 2.15%
- 1M
- -7.96%
- YTD
- -19.22%
- 6M
- -19.55%
- 1Y
- 20.29%
- 3Y*
- 30.77%
- 5Y*
- 13.77%
- 10Y*
- —
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FBGX vs. IWFL - Expense Ratio Comparison
FBGX has a 1.29% expense ratio, which is higher than IWFL's 0.95% expense ratio.
Return for Risk
FBGX vs. IWFL — Risk / Return Rank
FBGX
IWFL
FBGX vs. IWFL - 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 ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL). 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.
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Sharpe Ratios by Period
| FBGX | IWFL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.37 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.27 | — |
Correlation
The correlation between FBGX and IWFL is 0.78, 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.
Dividends
FBGX vs. IWFL - Dividend Comparison
Neither FBGX nor IWFL has paid dividends to shareholders.
Drawdowns
FBGX vs. IWFL - Drawdown Comparison
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Drawdown Indicators
| FBGX | IWFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -59.29% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -32.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.29% | — |
Current DrawdownCurrent decline from peak | — | -25.44% | — |
Average DrawdownAverage peak-to-trough decline | — | -20.34% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 10.42% | — |
Volatility
FBGX vs. IWFL - Volatility Comparison
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Volatility by Period
| FBGX | IWFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 27.03% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 55.74% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 46.76% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 46.77% | — |