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FSGS vs. PBW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSGS vs. PBW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SMID Growth Strength ETF (FSGS) and Invesco WilderHill Clean Energy ETF (PBW). The values are adjusted to include any dividend payments, if applicable.

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FSGS vs. PBW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSGS
First Trust SMID Growth Strength ETF
-4.02%2.41%6.38%15.98%-13.17%25.56%10.26%21.31%-11.92%10.39%
PBW
Invesco WilderHill Clean Energy ETF
3.51%53.96%-30.77%-20.03%-44.55%-29.86%204.82%62.58%-14.11%19.61%

Returns By Period

In the year-to-date period, FSGS achieves a -4.02% return, which is significantly lower than PBW's 3.51% return.


FSGS

1D
2.68%
1M
-4.80%
YTD
-4.02%
6M
-6.45%
1Y
6.83%
3Y*
4.89%
5Y*
2.15%
10Y*

PBW

1D
4.99%
1M
-2.46%
YTD
3.51%
6M
9.88%
1Y
102.59%
3Y*
-6.15%
5Y*
-18.62%
10Y*
6.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSGS vs. PBW - Expense Ratio Comparison

FSGS has a 0.60% expense ratio, which is lower than PBW's 0.61% expense ratio.


Return for Risk

FSGS vs. PBW — Risk / Return Rank

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

FSGS
FSGS Risk / Return Rank: 2222
Overall Rank
FSGS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FSGS Sortino Ratio Rank: 2222
Sortino Ratio Rank
FSGS Omega Ratio Rank: 2121
Omega Ratio Rank
FSGS Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSGS Martin Ratio Rank: 2424
Martin Ratio Rank

PBW
PBW Risk / Return Rank: 9393
Overall Rank
PBW Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PBW Sortino Ratio Rank: 9494
Sortino Ratio Rank
PBW Omega Ratio Rank: 8888
Omega Ratio Rank
PBW Calmar Ratio Rank: 9797
Calmar Ratio Rank
PBW Martin Ratio Rank: 9393
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.

FSGS vs. PBW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SMID Growth Strength ETF (FSGS) and Invesco WilderHill Clean Energy ETF (PBW). 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.


FSGSPBWDifference

Sharpe ratio

Return per unit of total volatility

0.34

2.41

-2.07

Sortino ratio

Return per unit of downside risk

0.66

2.91

-2.25

Omega ratio

Gain probability vs. loss probability

1.08

1.35

-0.27

Calmar ratio

Return relative to maximum drawdown

0.57

4.66

-4.10

Martin ratio

Return relative to average drawdown

1.72

12.87

-11.15

FSGS vs. PBW - Sharpe Ratio Comparison

The current FSGS Sharpe Ratio is 0.34, which is lower than the PBW Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of FSGS and PBW, 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


FSGSPBWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

2.41

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.44

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.07

+0.35

Correlation

The correlation between FSGS and PBW is 0.60, 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

FSGS vs. PBW - Dividend Comparison

FSGS has not paid dividends to shareholders, while PBW's dividend yield for the trailing twelve months is around 0.86%.


TTM20252024202320222021202020192018201720162015
FSGS
First Trust SMID Growth Strength ETF
0.00%0.00%2.71%2.29%1.95%1.35%1.32%1.77%2.13%1.15%0.00%0.00%
PBW
Invesco WilderHill Clean Energy ETF
0.86%0.79%2.84%3.68%4.21%1.71%0.44%1.45%2.04%1.28%2.68%1.53%

Drawdowns

FSGS vs. PBW - Drawdown Comparison

The maximum FSGS drawdown since its inception was -43.26%, smaller than the maximum PBW drawdown of -89.02%. Use the drawdown chart below to compare losses from any high point for FSGS and PBW.


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Drawdown Indicators


FSGSPBWDifference

Max Drawdown

Largest peak-to-trough decline

-43.26%

-89.02%

+45.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-21.24%

+9.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-84.98%

+60.90%

Max Drawdown (10Y)

Largest decline over 10 years

-89.02%

Current Drawdown

Current decline from peak

-9.71%

-73.91%

+64.20%

Average Drawdown

Average peak-to-trough decline

-8.08%

-62.86%

+54.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

7.70%

-3.81%

Volatility

FSGS vs. PBW - Volatility Comparison

The current volatility for First Trust SMID Growth Strength ETF (FSGS) is 5.40%, while Invesco WilderHill Clean Energy ETF (PBW) has a volatility of 12.60%. This indicates that FSGS experiences smaller price fluctuations and is considered to be less risky than PBW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSGSPBWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

12.60%

-7.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

31.89%

-20.56%

Volatility (1Y)

Calculated over the trailing 1-year period

19.90%

42.85%

-22.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

42.94%

-22.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.95%

38.49%

-15.54%