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FNGU vs. WEBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGU vs. WEBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) and Daily Dow Jones Internet Bull 3X Shares (WEBL). The values are adjusted to include any dividend payments, if applicable.

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FNGU vs. WEBL - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with FNGU having a -35.43% return and WEBL slightly lower at -36.95%.


FNGU

1D
4.35%
1M
-14.02%
YTD
-35.43%
6M
-44.05%
1Y
17.93%
3Y*
5Y*
10Y*

WEBL

1D
2.50%
1M
-10.02%
YTD
-36.95%
6M
-45.77%
1Y
-10.94%
3Y*
24.42%
5Y*
-23.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNGU vs. WEBL - Expense Ratio Comparison

FNGU has a 0.95% expense ratio, which is lower than WEBL's 1.17% expense ratio.


Return for Risk

FNGU vs. WEBL — Risk / Return Rank

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

FNGU
FNGU Risk / Return Rank: 2323
Overall Rank
FNGU Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FNGU Sortino Ratio Rank: 3030
Sortino Ratio Rank
FNGU Omega Ratio Rank: 2828
Omega Ratio Rank
FNGU Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGU Martin Ratio Rank: 1919
Martin Ratio Rank

WEBL
WEBL Risk / Return Rank: 1111
Overall Rank
WEBL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WEBL Sortino Ratio Rank: 1414
Sortino Ratio Rank
WEBL Omega Ratio Rank: 1414
Omega Ratio Rank
WEBL Calmar Ratio Rank: 1010
Calmar Ratio Rank
WEBL Martin Ratio Rank: 99
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.

FNGU vs. WEBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) and Daily Dow Jones Internet Bull 3X Shares (WEBL). 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.


FNGUWEBLDifference

Sharpe ratio

Return per unit of total volatility

0.23

-0.15

+0.38

Sortino ratio

Return per unit of downside risk

0.92

0.28

+0.64

Omega ratio

Gain probability vs. loss probability

1.12

1.04

+0.09

Calmar ratio

Return relative to maximum drawdown

0.38

-0.15

+0.53

Martin ratio

Return relative to average drawdown

1.00

-0.37

+1.37

FNGU vs. WEBL - Sharpe Ratio Comparison

The current FNGU Sharpe Ratio is 0.23, which is higher than the WEBL Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of FNGU and WEBL, 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


FNGUWEBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

-0.15

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

-0.06

-0.32

Correlation

The correlation between FNGU and WEBL is 0.89, 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

FNGU vs. WEBL - Dividend Comparison

FNGU has not paid dividends to shareholders, while WEBL's dividend yield for the trailing twelve months is around 0.31%.


TTM2025202420232022202120202019
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WEBL
Daily Dow Jones Internet Bull 3X Shares
0.31%0.25%0.00%0.00%0.00%4.79%0.00%0.06%

Drawdowns

FNGU vs. WEBL - Drawdown Comparison

The maximum FNGU drawdown since its inception was -60.84%, smaller than the maximum WEBL drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for FNGU and WEBL.


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Drawdown Indicators


FNGUWEBLDifference

Max Drawdown

Largest peak-to-trough decline

-60.84%

-94.44%

+33.60%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

-56.57%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-94.44%

Current Drawdown

Current decline from peak

-51.94%

-81.44%

+29.50%

Average Drawdown

Average peak-to-trough decline

-21.87%

-58.45%

+36.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.51%

22.84%

-0.33%

Volatility

FNGU vs. WEBL - Volatility Comparison

MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a higher volatility of 24.03% compared to Daily Dow Jones Internet Bull 3X Shares (WEBL) at 22.22%. This indicates that FNGU's price experiences larger fluctuations and is considered to be riskier than WEBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGUWEBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.03%

22.22%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

44.97%

44.85%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

77.71%

71.99%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.80%

80.75%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.80%

83.48%

-2.68%