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IWFL vs. FBGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWFL and FBGX is 0.91, 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.


-0.50.00.51.00.9

Performance

IWFL vs. FBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
98.48%
57.54%
IWFL
FBGX

Key characteristics

Returns By Period


IWFL

YTD

66.34%

1M

6.59%

6M

19.98%

1Y

66.50%

5Y*

N/A

10Y*

N/A

FBGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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IWFL vs. FBGX - Expense Ratio Comparison

IWFL has a 0.95% expense ratio, which is lower than FBGX's 1.29% expense ratio.


FBGX
UBS AG FI Enhanced Large Cap Growth ETN
Expense ratio chart for FBGX: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
Expense ratio chart for IWFL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

IWFL vs. FBGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) 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.


Sharpe ratio
The chart of Sharpe ratio for IWFL, currently valued at 1.77, compared to the broader market0.002.004.001.771.89
The chart of Sortino ratio for IWFL, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.002.262.89
The chart of Omega ratio for IWFL, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.51
The chart of Calmar ratio for IWFL, currently valued at 2.56, compared to the broader market0.005.0010.0015.002.561.46
The chart of Martin ratio for IWFL, currently valued at 9.68, compared to the broader market0.0020.0040.0060.0080.00100.009.6813.40
IWFL
FBGX


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.77
1.89
IWFL
FBGX

Dividends

IWFL vs. FBGX - Dividend Comparison

Neither IWFL nor FBGX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IWFL vs. FBGX - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.01%
-1.14%
IWFL
FBGX

Volatility

IWFL vs. FBGX - Volatility Comparison

ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) has a higher volatility of 8.71% compared to UBS AG FI Enhanced Large Cap Growth ETN (FBGX) at 0.00%. This indicates that IWFL's price experiences larger fluctuations and is considered to be riskier than FBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.71%
0
IWFL
FBGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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