FBGX vs. QTUM-USD

Last updated Apr 2, 2026

Compare and contrast key facts about UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and QTUM (QTUM-USD).

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.

Performance

FBGX vs. QTUM-USD - 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 QTUM (QTUM-USD). The values are adjusted to include any dividend payments, if applicable.

FBGX vs. QTUM-USD - 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%	6.64%
QTUM-USD QTUM	-31.09%	-55.51%	-19.33%	103.93%	-79.08%	293.16%	38.57%	-24.72%	-96.59%	422.64%

Returns By Period

FBGX

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

QTUM-USD

• 1D: 3.55%
• 1M: -1.12%
• YTD: -31.09%
• 6M: -58.99%
• 1Y: -53.33%
• 3Y*: -33.16%
• 5Y*: -38.17%
• 10Y*: —

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

Return for Risk

FBGX vs. QTUM-USD — Risk / Return Rank

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

QTUM-USD

QTUM-USD Risk / Return Rank: 49
QTUM-USD Sharpe Ratio Rank: 36
QTUM-USD Sortino Ratio Rank: 41
QTUM-USD Omega Ratio Rank: 41
QTUM-USD Calmar Ratio Rank: 64
QTUM-USD Martin Ratio Rank: 61

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. QTUM-USD - 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 QTUM (QTUM-USD). 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	QTUM-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.65	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.22	—

Correlation

The correlation between FBGX and QTUM-USD is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

Drawdown Indicators

	FBGX	QTUM-USD	Difference
Max Drawdown Largest peak-to-trough decline	—	-99.16%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-74.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-97.08%	—
Current Drawdown Current decline from peak	—	-99.03%	—
Average Drawdown Average peak-to-trough decline	—	-93.16%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	49.03%	—

Volatility

Volatility by Period

	FBGX	QTUM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	20.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	62.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	68.14%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	87.56%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	100.19%	—