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FBGX vs. TSLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBGX vs. TSLG - 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 Leverage Shares 2X Long TSLA Daily ETF (TSLG). The values are adjusted to include any dividend payments, if applicable.

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FBGX vs. TSLG - Yearly Performance Comparison


2026 (YTD)20252024
FBGX
UBS AG FI Enhanced Large Cap Growth ETN
0.00%0.00%0.00%
TSLG
Leverage Shares 2X Long TSLA Daily ETF
-32.40%-26.70%-16.81%

Returns By Period


FBGX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

TSLG

1D
5.35%
1M
-12.62%
YTD
-32.40%
6M
-40.60%
1Y
32.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBGX vs. TSLG - Expense Ratio Comparison

FBGX has a 1.29% expense ratio, which is higher than TSLG's 0.75% expense ratio.


Return for Risk

FBGX vs. TSLG — Risk / Return Rank

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

FBGX

TSLG
TSLG Risk / Return Rank: 2929
Overall Rank
TSLG Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TSLG Sortino Ratio Rank: 4141
Sortino Ratio Rank
TSLG Omega Ratio Rank: 3434
Omega Ratio Rank
TSLG Calmar Ratio Rank: 3030
Calmar Ratio Rank
TSLG Martin Ratio Rank: 2323
Martin Ratio Rank
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. TSLG - 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 Leverage Shares 2X Long TSLA Daily ETF (TSLG). 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.

FBGX vs. TSLG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FBGXTSLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

Dividends

FBGX vs. TSLG - Dividend Comparison

FBGX has not paid dividends to shareholders, while TSLG's dividend yield for the trailing twelve months is around 9.69%.


Drawdowns

FBGX vs. TSLG - Drawdown Comparison


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Drawdown Indicators


FBGXTSLGDifference

Max Drawdown

Largest peak-to-trough decline

-82.86%

Max Drawdown (1Y)

Largest decline over 1 year

-50.92%

Current Drawdown

Current decline from peak

-65.85%

Average Drawdown

Average peak-to-trough decline

-58.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.98%

Volatility

FBGX vs. TSLG - Volatility Comparison


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Volatility by Period


FBGXTSLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.51%

Volatility (6M)

Calculated over the trailing 6-month period

59.61%

Volatility (1Y)

Calculated over the trailing 1-year period

110.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

118.91%