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FFOG vs. WUGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFOG and WUGI is 0.90, 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.


-0.50.00.51.00.9

Performance

FFOG vs. WUGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Focused Growth ETF (FFOG) and Esoterica NextG Economy ETF (WUGI). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
58.92%
71.45%
FFOG
WUGI

Key characteristics

Sharpe Ratio

FFOG:

1.89

WUGI:

1.93

Sortino Ratio

FFOG:

2.53

WUGI:

2.58

Omega Ratio

FFOG:

1.33

WUGI:

1.33

Calmar Ratio

FFOG:

2.68

WUGI:

1.72

Martin Ratio

FFOG:

10.00

WUGI:

9.91

Ulcer Index

FFOG:

4.06%

WUGI:

5.03%

Daily Std Dev

FFOG:

21.47%

WUGI:

25.77%

Max Drawdown

FFOG:

-15.14%

WUGI:

-56.41%

Current Drawdown

FFOG:

-2.49%

WUGI:

-2.19%

Returns By Period

In the year-to-date period, FFOG achieves a 41.38% return, which is significantly lower than WUGI's 50.25% return.


FFOG

YTD

41.38%

1M

4.02%

6M

11.12%

1Y

40.71%

5Y*

N/A

10Y*

N/A

WUGI

YTD

50.25%

1M

3.99%

6M

10.70%

1Y

49.02%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FFOG vs. WUGI - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is lower than WUGI's 0.75% expense ratio.


WUGI
Esoterica NextG Economy ETF
Expense ratio chart for WUGI: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FFOG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FFOG vs. WUGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) and Esoterica NextG Economy ETF (WUGI). 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 FFOG, currently valued at 1.89, compared to the broader market0.002.004.001.891.93
The chart of Sortino ratio for FFOG, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.002.532.58
The chart of Omega ratio for FFOG, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.33
The chart of Calmar ratio for FFOG, currently valued at 2.68, compared to the broader market0.005.0010.0015.002.683.09
The chart of Martin ratio for FFOG, currently valued at 10.00, compared to the broader market0.0020.0040.0060.0080.00100.0010.009.91
FFOG
WUGI

The current FFOG Sharpe Ratio is 1.89, which is comparable to the WUGI Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of FFOG and WUGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.802.002.202.402.602.80Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
1.89
1.93
FFOG
WUGI

Dividends

FFOG vs. WUGI - Dividend Comparison

FFOG has not paid dividends to shareholders, while WUGI's dividend yield for the trailing twelve months is around 4.01%.


TTM
FFOG
Franklin Focused Growth ETF
0.00%
WUGI
Esoterica NextG Economy ETF
4.01%

Drawdowns

FFOG vs. WUGI - Drawdown Comparison

The maximum FFOG drawdown since its inception was -15.14%, smaller than the maximum WUGI drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for FFOG and WUGI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.49%
-2.19%
FFOG
WUGI

Volatility

FFOG vs. WUGI - Volatility Comparison

Franklin Focused Growth ETF (FFOG) and Esoterica NextG Economy ETF (WUGI) have volatilities of 5.93% and 5.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.93%
5.71%
FFOG
WUGI
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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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