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FNGD vs. GLL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNGD and GLL is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FNGD vs. GLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and ProShares UltraShort Gold (GLL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FNGD:

26.57%

GLL:

35.45%

Max Drawdown

FNGD:

-1.75%

GLL:

-98.03%

Current Drawdown

FNGD:

0.00%

GLL:

-97.91%

Returns By Period


FNGD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GLL

YTD

-37.32%

1M

-7.00%

6M

-34.29%

1Y

-47.07%

5Y*

-22.61%

10Y*

-19.13%

*Annualized

Compare stocks, funds, or ETFs

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


FNGD vs. GLL - Expense Ratio Comparison

Both FNGD and GLL have an expense ratio of 0.95%.


Risk-Adjusted Performance

FNGD vs. GLL — Risk-Adjusted Performance Rank

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

FNGD
The Risk-Adjusted Performance Rank of FNGD is 11
Overall Rank
The Sharpe Ratio Rank of FNGD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGD is 11
Sortino Ratio Rank
The Omega Ratio Rank of FNGD is 11
Omega Ratio Rank
The Calmar Ratio Rank of FNGD is 11
Calmar Ratio Rank
The Martin Ratio Rank of FNGD is 11
Martin Ratio Rank

GLL
The Risk-Adjusted Performance Rank of GLL is 00
Overall Rank
The Sharpe Ratio Rank of GLL is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of GLL is 00
Sortino Ratio Rank
The Omega Ratio Rank of GLL is 00
Omega Ratio Rank
The Calmar Ratio Rank of GLL is 11
Calmar Ratio Rank
The Martin Ratio Rank of GLL is 00
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.

FNGD vs. GLL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and ProShares UltraShort Gold (GLL). 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.



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Dividends

FNGD vs. GLL - Dividend Comparison

Neither FNGD nor GLL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FNGD vs. GLL - Drawdown Comparison

The maximum FNGD drawdown since its inception was -1.75%, smaller than the maximum GLL drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for FNGD and GLL. For additional features, visit the drawdowns tool.


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Volatility

FNGD vs. GLL - Volatility Comparison


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