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GLDI vs. FBGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDI vs. FBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GLDI

1D
-1.62%
1M
-7.19%
YTD
-4.45%
6M
-5.42%
1Y
11.67%
3Y*
17.47%
5Y*
10.96%
10Y*
7.83%

FBGX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDI vs. FBGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
-4.45%34.25%17.76%8.93%-1.11%-3.42%23.50%14.40%-0.54%8.94%
FBGX
UBS AG FI Enhanced Large Cap Growth ETN
0.00%0.00%35.73%83.74%-56.41%57.04%65.79%75.84%-16.58%64.01%

Correlation

The correlation between GLDI and FBGX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2014

0.00

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Return for Risk

GLDI vs. FBGX — Risk / Return Rank

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

GLDI
GLDI Risk / Return Rank: 2121
Overall Rank
GLDI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 1919
Sortino Ratio Rank
GLDI Omega Ratio Rank: 2323
Omega Ratio Rank
GLDI Calmar Ratio Rank: 1919
Calmar Ratio Rank
GLDI Martin Ratio Rank: 2323
Martin Ratio Rank

FBGX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

GLDI vs. FBGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLDIFBGXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.83

Martin ratioReturn relative to average drawdown

2.73

GLDI vs. FBGX - Sharpe Ratio Comparison


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Drawdowns

GLDI vs. FBGX - Drawdown Comparison


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Drawdown Indicators


GLDIFBGXDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-13.28%

Average Drawdown

Average peak-to-trough decline

-13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

Volatility

GLDI vs. FBGX - Volatility Comparison


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Volatility by Period


GLDIFBGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

GLDI vs. FBGX - Expense Ratio Comparison

GLDI has a 0.65% expense ratio, which is lower than FBGX's 1.29% expense ratio.


Dividends

GLDI vs. FBGX - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 26.67%, while FBGX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FBGX
UBS AG FI Enhanced Large Cap Growth 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%
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
26.67%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%

Frequently Asked Questions


GLDI and FBGX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDI is cheaper with a 0.65% expense ratio, compared with 1.29% for FBGX.

GLDI has the higher dividend yield at 26.67%, compared with 0.00% for FBGX.

GLDI is categorized as Gold, while FBGX is Leveraged Equities. GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index, while FBGX tracks Russell 1000 Growth Index (200%). Their fees differ too: 0.65% for GLDI and 1.29% for FBGX.

Portfolio Optimizer

Find the right allocation for GLDI and FBGX

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