FCG vs. RNWZ
Compare and contrast key facts about First Trust Natural Gas ETF (FCG) and TrueShares Eagle Global Renewable Energy Income ETF (RNWZ).
FCG and RNWZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCG is a passively managed fund by First Trust that tracks the performance of the ISE-Revere Natural Gas Index. It was launched on May 8, 2007. RNWZ is an actively managed fund by TrueShares. It was launched on Dec 7, 2022.
Performance
FCG vs. RNWZ - Performance Comparison
Loading graphics...
FCG vs. RNWZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FCG First Trust Natural Gas ETF | 31.44% | -2.28% | 4.16% | 2.55% | 3.97% |
RNWZ TrueShares Eagle Global Renewable Energy Income ETF | 17.03% | 36.33% | -7.36% | -3.89% | -0.19% |
Returns By Period
In the year-to-date period, FCG achieves a 31.44% return, which is significantly higher than RNWZ's 17.03% return.
FCG
- 1D
- -3.34%
- 1M
- 7.40%
- YTD
- 31.44%
- 6M
- 29.47%
- 1Y
- 25.85%
- 3Y*
- 13.93%
- 5Y*
- 21.20%
- 10Y*
- 6.95%
RNWZ
- 1D
- 0.87%
- 1M
- 1.41%
- YTD
- 17.03%
- 6M
- 23.93%
- 1Y
- 49.02%
- 3Y*
- 12.52%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FCG vs. RNWZ - Expense Ratio Comparison
FCG has a 0.60% expense ratio, which is lower than RNWZ's 0.75% expense ratio.
Return for Risk
FCG vs. RNWZ — Risk / Return Rank
FCG
RNWZ
FCG vs. RNWZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) and TrueShares Eagle Global Renewable Energy Income ETF (RNWZ). 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.
| FCG | RNWZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 2.92 | -2.12 |
Sortino ratioReturn per unit of downside risk | 1.19 | 3.72 | -2.54 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.55 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 4.92 | -3.79 |
Martin ratioReturn relative to average drawdown | 3.25 | 20.51 | -17.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FCG | RNWZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.92 | -2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.66 | -0.77 |
Correlation
The correlation between FCG and RNWZ is 0.24, 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.
Dividends
FCG vs. RNWZ - Dividend Comparison
FCG's dividend yield for the trailing twelve months is around 2.09%, more than RNWZ's 1.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCG First Trust Natural Gas ETF | 2.09% | 2.86% | 2.76% | 3.25% | 3.04% | 1.73% | 3.82% | 2.87% | 1.46% | 1.56% | 1.70% | 4.79% |
RNWZ TrueShares Eagle Global Renewable Energy Income ETF | 1.91% | 2.12% | 2.36% | 3.87% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FCG vs. RNWZ - Drawdown Comparison
The maximum FCG drawdown since its inception was -97.20%, which is greater than RNWZ's maximum drawdown of -24.90%. Use the drawdown chart below to compare losses from any high point for FCG and RNWZ.
Loading graphics...
Drawdown Indicators
| FCG | RNWZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.20% | -24.90% | -72.30% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -9.98% | -13.25% |
Max Drawdown (5Y)Largest decline over 5 years | -33.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -85.04% | — | — |
Current DrawdownCurrent decline from peak | -73.50% | 0.00% | -73.50% |
Average DrawdownAverage peak-to-trough decline | -65.30% | -7.43% | -57.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.14% | 2.40% | +5.74% |
Volatility
FCG vs. RNWZ - Volatility Comparison
First Trust Natural Gas ETF (FCG) has a higher volatility of 7.21% compared to TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) at 5.95%. This indicates that FCG's price experiences larger fluctuations and is considered to be riskier than RNWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FCG | RNWZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 5.95% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 18.62% | 10.85% | +7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.59% | 16.87% | +15.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.84% | 16.87% | +16.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.29% | 16.87% | +21.42% |