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FBGX vs. XDSQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBGX vs. XDSQ - 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 Innovator US Equity Accelerated ETF (XDSQ). The values are adjusted to include any dividend payments, if applicable.

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FBGX vs. XDSQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FBGX
UBS AG FI Enhanced Large Cap Growth ETN
0.00%0.00%35.73%83.74%-56.41%50.38%
XDSQ
Innovator US Equity Accelerated ETF
-4.22%14.22%23.12%23.00%-16.78%12.75%

Returns By Period


FBGX

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

XDSQ

1D
0.71%
1M
-5.75%
YTD
-4.22%
6M
-0.33%
1Y
14.44%
3Y*
14.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBGX vs. XDSQ - Expense Ratio Comparison

FBGX has a 1.29% expense ratio, which is higher than XDSQ's 0.79% expense ratio.


Return for Risk

FBGX vs. XDSQ — Risk / Return Rank

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

FBGX

XDSQ
XDSQ Risk / Return Rank: 4747
Overall Rank
XDSQ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDSQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
XDSQ Omega Ratio Rank: 5353
Omega Ratio Rank
XDSQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
XDSQ Martin Ratio Rank: 5555
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. XDSQ - 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 Innovator US Equity Accelerated ETF (XDSQ). 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. XDSQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FBGXXDSQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

Correlation

The correlation between FBGX and XDSQ is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FBGX vs. XDSQ - Dividend Comparison

Neither FBGX nor XDSQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FBGX vs. XDSQ - Drawdown Comparison


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Drawdown Indicators


FBGXXDSQDifference

Max Drawdown

Largest peak-to-trough decline

-26.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

Current Drawdown

Current decline from peak

-6.46%

Average Drawdown

Average peak-to-trough decline

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

Volatility

FBGX vs. XDSQ - Volatility Comparison


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Volatility by Period


FBGXXDSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%