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FNGG vs. FNGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGG vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

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FNGG vs. FNGS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FNGG
Direxion Daily NYSE FANG+ Bull 2X Shares
-25.51%27.21%98.76%204.23%-87.15%-3.07%
FNGS
MicroSectors FANG+ ETN
-12.40%18.64%51.99%95.24%-40.32%6.20%

Returns By Period

In the year-to-date period, FNGG achieves a -25.51% return, which is significantly lower than FNGS's -12.40% return.


FNGG

1D
9.29%
1M
-9.53%
YTD
-25.51%
6M
-30.33%
1Y
27.54%
3Y*
50.64%
5Y*
10Y*

FNGS

1D
4.69%
1M
-4.21%
YTD
-12.40%
6M
-14.82%
1Y
19.65%
3Y*
30.42%
5Y*
15.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNGG vs. FNGS - Expense Ratio Comparison

FNGG has a 0.98% expense ratio, which is higher than FNGS's 0.58% expense ratio.


Return for Risk

FNGG vs. FNGS — Risk / Return Rank

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

FNGG
FNGG Risk / Return Rank: 3333
Overall Rank
FNGG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FNGG Sortino Ratio Rank: 4343
Sortino Ratio Rank
FNGG Omega Ratio Rank: 3939
Omega Ratio Rank
FNGG Calmar Ratio Rank: 2828
Calmar Ratio Rank
FNGG Martin Ratio Rank: 2525
Martin Ratio Rank

FNGS
FNGS Risk / Return Rank: 4141
Overall Rank
FNGS Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 5151
Sortino Ratio Rank
FNGS Omega Ratio Rank: 4545
Omega Ratio Rank
FNGS Calmar Ratio Rank: 3636
Calmar Ratio Rank
FNGS Martin Ratio Rank: 3232
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.

FNGG vs. FNGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) and MicroSectors FANG+ ETN (FNGS). 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.


FNGGFNGSDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.73

-0.22

Sortino ratio

Return per unit of downside risk

1.13

1.26

-0.14

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

0.61

0.84

-0.23

Martin ratio

Return relative to average drawdown

1.73

2.59

-0.86

FNGG vs. FNGS - Sharpe Ratio Comparison

The current FNGG Sharpe Ratio is 0.51, which is lower than the FNGS Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FNGG and FNGS, 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


FNGGFNGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.73

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.90

-1.00

Correlation

The correlation between FNGG and FNGS is 0.95, 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

FNGG vs. FNGS - Dividend Comparison

FNGG's dividend yield for the trailing twelve months is around 15.91%, while FNGS has not paid dividends to shareholders.


TTM20252024202320222021
FNGG
Direxion Daily NYSE FANG+ Bull 2X Shares
15.91%11.89%0.79%0.88%0.00%4.99%
FNGS
MicroSectors FANG+ ETN
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FNGG vs. FNGS - Drawdown Comparison

The maximum FNGG drawdown since its inception was -91.33%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for FNGG and FNGS.


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Drawdown Indicators


FNGGFNGSDifference

Max Drawdown

Largest peak-to-trough decline

-91.33%

-48.98%

-42.35%

Max Drawdown (1Y)

Largest decline over 1 year

-43.01%

-22.93%

-20.08%

Max Drawdown (5Y)

Largest decline over 5 years

-48.98%

Current Drawdown

Current decline from peak

-44.91%

-19.32%

-25.59%

Average Drawdown

Average peak-to-trough decline

-57.36%

-11.02%

-46.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.04%

7.43%

+7.61%

Volatility

FNGG vs. FNGS - Volatility Comparison

Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) has a higher volatility of 15.75% compared to MicroSectors FANG+ ETN (FNGS) at 8.31%. This indicates that FNGG's price experiences larger fluctuations and is considered to be riskier than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGGFNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.75%

8.31%

+7.44%

Volatility (6M)

Calculated over the trailing 6-month period

30.35%

15.68%

+14.67%

Volatility (1Y)

Calculated over the trailing 1-year period

54.10%

26.98%

+27.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.41%

29.97%

+38.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.41%

31.34%

+37.07%