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GDXU vs. FNGU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GDXU and FNGU is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

GDXU vs. FNGU - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GDXU:

0.36

FNGU:

0.22

Sortino Ratio

GDXU:

1.21

FNGU:

0.99

Omega Ratio

GDXU:

1.15

FNGU:

1.13

Calmar Ratio

GDXU:

0.43

FNGU:

0.36

Martin Ratio

GDXU:

1.38

FNGU:

0.84

Ulcer Index

GDXU:

28.60%

FNGU:

27.31%

Daily Std Dev

GDXU:

106.27%

FNGU:

93.25%

Max Drawdown

GDXU:

-94.39%

FNGU:

-92.34%

Current Drawdown

GDXU:

-79.11%

FNGU:

-37.57%

Returns By Period

In the year-to-date period, GDXU achieves a 139.62% return, which is significantly higher than FNGU's -25.65% return.


GDXU

YTD

139.62%

1M

-17.68%

6M

72.99%

1Y

38.05%

3Y*

-9.34%

5Y*

N/A

10Y*

N/A

FNGU

YTD

-25.65%

1M

56.30%

6M

-14.42%

1Y

17.65%

3Y*

76.14%

5Y*

40.48%

10Y*

N/A

*Annualized

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GDXU vs. FNGU - Expense Ratio Comparison

Both GDXU and FNGU have an expense ratio of 0.95%.


Risk-Adjusted Performance

GDXU vs. FNGU — Risk-Adjusted Performance Rank

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

GDXU
The Risk-Adjusted Performance Rank of GDXU is 5454
Overall Rank
The Sharpe Ratio Rank of GDXU is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of GDXU is 7272
Sortino Ratio Rank
The Omega Ratio Rank of GDXU is 6767
Omega Ratio Rank
The Calmar Ratio Rank of GDXU is 4949
Calmar Ratio Rank
The Martin Ratio Rank of GDXU is 4343
Martin Ratio Rank

FNGU
The Risk-Adjusted Performance Rank of FNGU is 4444
Overall Rank
The Sharpe Ratio Rank of FNGU is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGU is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FNGU is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FNGU is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FNGU is 3131
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.

GDXU vs. FNGU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners 3X Leveraged ETN (GDXU) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). 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.


The current GDXU Sharpe Ratio is 0.36, which is higher than the FNGU Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of GDXU and FNGU, 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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Dividends

GDXU vs. FNGU - Dividend Comparison

Neither GDXU nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GDXU vs. FNGU - Drawdown Comparison

The maximum GDXU drawdown since its inception was -94.39%, roughly equal to the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for GDXU and FNGU. For additional features, visit the drawdowns tool.


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Volatility

GDXU vs. FNGU - Volatility Comparison

MicroSectors Gold Miners 3X Leveraged ETN (GDXU) has a higher volatility of 42.02% compared to MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) at 19.34%. This indicates that GDXU's price experiences larger fluctuations and is considered to be riskier than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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