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FDNI vs. EWEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDNI and EWEB is 0.74, 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.


-0.50.00.51.00.7

Performance

FDNI vs. EWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones International Internet ETF (FDNI) and Global X Emerging Markets Internet & E-commerce ETF (EWEB). The values are adjusted to include any dividend payments, if applicable.

-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-31.80%
-51.19%
FDNI
EWEB

Key characteristics

Returns By Period


FDNI

YTD

25.20%

1M

-1.84%

6M

17.72%

1Y

23.77%

5Y*

3.20%

10Y*

N/A

EWEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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FDNI vs. EWEB - Expense Ratio Comparison

Both FDNI and EWEB have an expense ratio of 0.65%.


FDNI
First Trust Dow Jones International Internet ETF
Expense ratio chart for FDNI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for EWEB: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

FDNI vs. EWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF (FDNI) and Global X Emerging Markets Internet & E-commerce ETF (EWEB). 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.


Sharpe ratio
The chart of Sharpe ratio for FDNI, currently valued at 0.99, compared to the broader market0.002.004.000.99
The chart of Sortino ratio for FDNI, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.001.54
The chart of Omega ratio for FDNI, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.19
The chart of Calmar ratio for FDNI, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.43
The chart of Martin ratio for FDNI, currently valued at 4.67, compared to the broader market0.0020.0040.0060.0080.00100.004.67
FDNI
EWEB


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.99
1.00
FDNI
EWEB

Dividends

FDNI vs. EWEB - Dividend Comparison

FDNI's dividend yield for the trailing twelve months is around 1.04%, while EWEB has not paid dividends to shareholders.


TTM20232022202120202019
FDNI
First Trust Dow Jones International Internet ETF
1.04%0.40%0.00%0.00%0.16%3.12%
EWEB
Global X Emerging Markets Internet & E-commerce ETF
0.00%0.30%0.39%0.00%0.00%0.00%

Drawdowns

FDNI vs. EWEB - Drawdown Comparison


-65.00%-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-49.67%
-65.32%
FDNI
EWEB

Volatility

FDNI vs. EWEB - Volatility Comparison

First Trust Dow Jones International Internet ETF (FDNI) has a higher volatility of 8.98% compared to Global X Emerging Markets Internet & E-commerce ETF (EWEB) at 0.00%. This indicates that FDNI's price experiences larger fluctuations and is considered to be riskier than EWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.98%
0
FDNI
EWEB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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