FNGS vs. DEEP
Compare and contrast key facts about MicroSectors FANG+ ETN (FNGS) and Roundhill Acquirers Deep Value ETF (DEEP).
FNGS and DEEP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FNGS is a passively managed fund by BMO that tracks the performance of the NYSE FANG+ Index. It was launched on Nov 12, 2019. DEEP is a passively managed fund by Exchange Traded Concepts that tracks the performance of the DEEP-US - Acquirers Deep Value Index. It was launched on Sep 23, 2014. Both FNGS and DEEP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FNGS vs. DEEP - Performance Comparison
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FNGS vs. DEEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FNGS MicroSectors FANG+ ETN | -10.61% | 18.64% | 51.99% | 95.24% | -40.32% | 16.96% | 101.99% | 10.91% |
DEEP Roundhill Acquirers Deep Value ETF | 3.00% | 5.69% | -2.97% | 22.37% | -17.71% | 35.66% | -9.96% | 2.10% |
Returns By Period
In the year-to-date period, FNGS achieves a -10.61% return, which is significantly lower than DEEP's 3.00% return.
FNGS
- 1D
- 2.05%
- 1M
- -3.29%
- YTD
- -10.61%
- 6M
- -12.74%
- 1Y
- 20.77%
- 3Y*
- 31.31%
- 5Y*
- 16.15%
- 10Y*
- —
DEEP
- 1D
- 0.41%
- 1M
- -3.41%
- YTD
- 3.00%
- 6M
- 2.48%
- 1Y
- 20.61%
- 3Y*
- 7.07%
- 5Y*
- 3.12%
- 10Y*
- 7.19%
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FNGS vs. DEEP - Expense Ratio Comparison
FNGS has a 0.58% expense ratio, which is lower than DEEP's 0.80% expense ratio.
Return for Risk
FNGS vs. DEEP — Risk / Return Rank
FNGS
DEEP
FNGS vs. DEEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ ETN (FNGS) and Roundhill Acquirers Deep Value ETF (DEEP). 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.
| FNGS | DEEP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.91 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.43 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.48 | -0.52 |
Martin ratioReturn relative to average drawdown | 2.94 | 4.33 | -1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FNGS | DEEP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.91 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.14 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.26 | +0.65 |
Correlation
The correlation between FNGS and DEEP is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FNGS vs. DEEP - Dividend Comparison
FNGS has not paid dividends to shareholders, while DEEP's dividend yield for the trailing twelve months is around 1.66%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNGS MicroSectors FANG+ ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DEEP Roundhill Acquirers Deep Value ETF | 1.66% | 1.78% | 1.96% | 1.67% | 1.28% | 1.43% | 4.03% | 3.49% | 1.51% | 2.01% | 3.14% | 3.98% |
Drawdowns
FNGS vs. DEEP - Drawdown Comparison
The maximum FNGS drawdown since its inception was -48.98%, smaller than the maximum DEEP drawdown of -52.52%. Use the drawdown chart below to compare losses from any high point for FNGS and DEEP.
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Drawdown Indicators
| FNGS | DEEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.98% | -52.52% | +3.54% |
Max Drawdown (1Y)Largest decline over 1 year | -22.93% | -13.91% | -9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -48.98% | -28.40% | -20.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.52% | — |
Current DrawdownCurrent decline from peak | -17.66% | -5.91% | -11.75% |
Average DrawdownAverage peak-to-trough decline | -11.02% | -10.53% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.52% | 4.75% | +2.77% |
Volatility
FNGS vs. DEEP - Volatility Comparison
MicroSectors FANG+ ETN (FNGS) has a higher volatility of 8.61% compared to Roundhill Acquirers Deep Value ETF (DEEP) at 5.18%. This indicates that FNGS's price experiences larger fluctuations and is considered to be riskier than DEEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNGS | DEEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 5.18% | +3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.82% | 13.44% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.04% | 22.83% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.98% | 21.70% | +8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.34% | 24.27% | +7.07% |