PortfoliosLab logoPortfoliosLab logo
FBGX vs. TSMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBGX vs. TSMG - 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 TSM Daily ETF (TSMG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


FBGX

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

TSMG

1D
4.98%
1M
23.80%
YTD
94.33%
6M
108.01%
1Y
327.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBGX vs. TSMG - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FBGX vs. TSMG — Risk / Return Rank

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

FBGX

TSMG
TSMG Risk / Return Rank: 9191
Overall Rank
TSMG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSMG Sortino Ratio Rank: 8787
Sortino Ratio Rank
TSMG Omega Ratio Rank: 7979
Omega Ratio Rank
TSMG Calmar Ratio Rank: 9696
Calmar Ratio Rank
TSMG Martin Ratio Rank: 9595
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. TSMG - 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 TSM Daily ETF (TSMG). 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. TSMG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


FBGXTSMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.79

Drawdowns

FBGX vs. TSMG - Drawdown Comparison


Loading charts...

Drawdown Indicators


FBGXTSMGDifference

Max Drawdown

Largest peak-to-trough decline

-63.67%

Max Drawdown (1Y)

Largest decline over 1 year

-35.29%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-17.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.79%

Volatility

FBGX vs. TSMG - Volatility Comparison


Loading charts...

Volatility by Period


FBGXTSMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.57%

Volatility (6M)

Calculated over the trailing 6-month period

54.92%

Volatility (1Y)

Calculated over the trailing 1-year period

71.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.08%

FBGX vs. TSMG - Expense Ratio Comparison

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


Dividends

FBGX vs. TSMG - Dividend Comparison

FBGX has not paid dividends to shareholders, while TSMG's dividend yield for the trailing twelve months is around 5.91%.


Frequently Asked Questions


On fees, TSMG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSMG is cheaper with a 0.75% expense ratio, compared with 1.29% for FBGX.

TSMG has the higher dividend yield at 5.91%, compared with 0.00% for FBGX.

They also come from different issuers: UBS and Leverage Shares. Their fees differ too: 1.29% for FBGX and 0.75% for TSMG.

Portfolio Optimizer

Find the right allocation for FBGX and TSMG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer