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FDN vs. WEBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDN vs. WEBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones Internet Index (FDN) and Daily Dow Jones Internet Bull 3X Shares (WEBL). The values are adjusted to include any dividend payments, if applicable.

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FDN vs. WEBL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FDN
First Trust Dow Jones Internet Index
-13.06%10.70%30.35%51.48%-45.54%6.55%52.55%4.61%
WEBL
Daily Dow Jones Internet Bull 3X Shares
-38.49%2.37%76.78%165.50%-91.04%2.73%132.56%13.47%

Returns By Period

In the year-to-date period, FDN achieves a -13.06% return, which is significantly higher than WEBL's -38.49% return.


FDN

1D
3.51%
1M
-3.87%
YTD
-13.06%
6M
-16.37%
1Y
5.35%
3Y*
16.54%
5Y*
0.92%
10Y*
13.03%

WEBL

1D
10.51%
1M
-13.07%
YTD
-38.49%
6M
-47.90%
1Y
-10.71%
3Y*
23.40%
5Y*
-24.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDN vs. WEBL - Expense Ratio Comparison

FDN has a 0.52% expense ratio, which is lower than WEBL's 1.17% expense ratio.


Return for Risk

FDN vs. WEBL — Risk / Return Rank

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

FDN
FDN Risk / Return Rank: 1818
Overall Rank
FDN Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FDN Sortino Ratio Rank: 2020
Sortino Ratio Rank
FDN Omega Ratio Rank: 2020
Omega Ratio Rank
FDN Calmar Ratio Rank: 1717
Calmar Ratio Rank
FDN Martin Ratio Rank: 1717
Martin Ratio Rank

WEBL
WEBL Risk / Return Rank: 1111
Overall Rank
WEBL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WEBL Sortino Ratio Rank: 1515
Sortino Ratio Rank
WEBL Omega Ratio Rank: 1515
Omega Ratio Rank
WEBL Calmar Ratio Rank: 99
Calmar Ratio Rank
WEBL Martin Ratio Rank: 88
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.

FDN vs. WEBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet Index (FDN) and Daily Dow Jones Internet Bull 3X Shares (WEBL). 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.


FDNWEBLDifference

Sharpe ratio

Return per unit of total volatility

0.22

-0.15

+0.37

Sortino ratio

Return per unit of downside risk

0.49

0.29

+0.21

Omega ratio

Gain probability vs. loss probability

1.06

1.04

+0.03

Calmar ratio

Return relative to maximum drawdown

0.22

-0.22

+0.44

Martin ratio

Return relative to average drawdown

0.63

-0.55

+1.18

FDN vs. WEBL - Sharpe Ratio Comparison

The current FDN Sharpe Ratio is 0.22, which is higher than the WEBL Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of FDN and WEBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDNWEBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

-0.15

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.30

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.06

+0.57

Correlation

The correlation between FDN and WEBL is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FDN vs. WEBL - Dividend Comparison

FDN has not paid dividends to shareholders, while WEBL's dividend yield for the trailing twelve months is around 0.32%.


TTM2025202420232022202120202019
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WEBL
Daily Dow Jones Internet Bull 3X Shares
0.32%0.25%0.00%0.00%0.00%4.79%0.00%0.06%

Drawdowns

FDN vs. WEBL - Drawdown Comparison

The maximum FDN drawdown since its inception was -61.55%, smaller than the maximum WEBL drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for FDN and WEBL.


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Drawdown Indicators


FDNWEBLDifference

Max Drawdown

Largest peak-to-trough decline

-61.55%

-94.44%

+32.89%

Max Drawdown (1Y)

Largest decline over 1 year

-21.31%

-56.57%

+35.26%

Max Drawdown (5Y)

Largest decline over 5 years

-53.97%

-94.44%

+40.47%

Max Drawdown (10Y)

Largest decline over 10 years

-53.97%

Current Drawdown

Current decline from peak

-18.55%

-81.89%

+63.34%

Average Drawdown

Average peak-to-trough decline

-11.85%

-58.44%

+46.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.58%

22.61%

-15.03%

Volatility

FDN vs. WEBL - Volatility Comparison

The current volatility for First Trust Dow Jones Internet Index (FDN) is 7.28%, while Daily Dow Jones Internet Bull 3X Shares (WEBL) has a volatility of 22.01%. This indicates that FDN experiences smaller price fluctuations and is considered to be less risky than WEBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDNWEBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

22.01%

-14.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

44.90%

-29.96%

Volatility (1Y)

Calculated over the trailing 1-year period

24.25%

71.97%

-47.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.31%

80.81%

-53.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.56%

83.50%

-57.94%