FBGX vs. QTUM-USD

Last updated Jun 3, 2026

FBGX (UBS AG FI Enhanced Large Cap Growth ETN) is Leveraged Equities fund tracking the Russell 1000 Growth Index (200%), while QTUM-USD (QTUM) is a cryptocurrency. At a 0.12 correlation, their price movements are largely independent.

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.

Returns By Period

FBGX

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

QTUM-USD

• 1D: -5.60%
• 1M: -6.79%
• YTD: -39.34%
• 6M: -46.74%
• 1Y: -60.73%
• 3Y*: -32.78%
• 5Y*: -42.02%
• 10Y*: —

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

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	-39.34%	-55.51%	-19.33%	103.93%	-79.08%	293.16%	38.57%	-24.72%	-96.59%	422.64%

Correlation

The correlation between FBGX and QTUM-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017	0.12

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: 32
QTUM-USD Sharpe Ratio Rank: 35
QTUM-USD Sortino Ratio Rank: 36
QTUM-USD Omega Ratio Rank: 37
QTUM-USD Calmar Ratio Rank: 32
QTUM-USD Martin Ratio Rank: 22

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	—	-0.76	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.23	—

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 (3Y) Largest decline over 3 years	—	-86.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-95.52%	—
Current Drawdown Current decline from peak	—	-99.14%	—
Average Drawdown Average peak-to-trough decline	—	-93.27%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	49.77%	—

Volatility

Volatility by Period

	FBGX	QTUM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	17.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	50.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	66.37%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	78.42%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	99.44%	—

Frequently Asked Questions

Can I hold both FBGX and QTUM-USD in my portfolio?

FBGX and QTUM-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.