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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%SeptemberOctoberNovemberDecember2025February
50.01%
68.40%
FFOG
WUGI

Key characteristics

Sharpe Ratio

FFOG:

0.77

WUGI:

0.97

Sortino Ratio

FFOG:

1.16

WUGI:

1.41

Omega Ratio

FFOG:

1.15

WUGI:

1.18

Calmar Ratio

FFOG:

1.13

WUGI:

1.31

Martin Ratio

FFOG:

3.92

WUGI:

4.81

Ulcer Index

FFOG:

4.36%

WUGI:

5.17%

Daily Std Dev

FFOG:

22.10%

WUGI:

25.63%

Max Drawdown

FFOG:

-15.14%

WUGI:

-56.41%

Current Drawdown

FFOG:

-9.16%

WUGI:

-8.18%

Returns By Period

In the year-to-date period, FFOG achieves a -3.44% return, which is significantly lower than WUGI's 0.30% return.


FFOG

YTD

-3.44%

1M

-6.13%

6M

6.22%

1Y

14.03%

5Y*

N/A

10Y*

N/A

WUGI

YTD

0.30%

1M

-4.16%

6M

11.90%

1Y

22.74%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FFOG vs. WUGI - Expense Ratio Comparison

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


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 Rank

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

FFOG
The Risk-Adjusted Performance Rank of FFOG is 4242
Overall Rank
The Sharpe Ratio Rank of FFOG is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FFOG is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FFOG is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FFOG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FFOG is 4747
Martin Ratio Rank

WUGI
The Risk-Adjusted Performance Rank of WUGI is 5050
Overall Rank
The Sharpe Ratio Rank of WUGI is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of WUGI is 4646
Sortino Ratio Rank
The Omega Ratio Rank of WUGI is 4747
Omega Ratio Rank
The Calmar Ratio Rank of WUGI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of WUGI is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FFOG, currently valued at 0.77, compared to the broader market0.002.004.000.770.97
The chart of Sortino ratio for FFOG, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.0010.0012.001.161.41
The chart of Omega ratio for FFOG, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.18
The chart of Calmar ratio for FFOG, currently valued at 1.13, compared to the broader market0.005.0010.0015.0020.001.131.54
The chart of Martin ratio for FFOG, currently valued at 3.92, compared to the broader market0.0020.0040.0060.0080.00100.003.924.81
FFOG
WUGI

The current FFOG Sharpe Ratio is 0.77, which is comparable to the WUGI Sharpe Ratio of 0.97. 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 Ratio1.001.502.002.50Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23
0.77
0.97
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 4.08%.


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%SeptemberOctoberNovemberDecember2025February
-9.16%
-8.18%
FFOG
WUGI

Volatility

FFOG vs. WUGI - Volatility Comparison

The current volatility for Franklin Focused Growth ETF (FFOG) is 6.17%, while Esoterica NextG Economy ETF (WUGI) has a volatility of 6.80%. This indicates that FFOG experiences smaller price fluctuations and is considered to be less risky than WUGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
6.17%
6.80%
FFOG
WUGI