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

Correlation

The correlation between IWFL and FBGX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Returns By Period


IWFL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

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

*Annualized

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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.


Risk-Adjusted Performance

IWFL vs. FBGX — Risk-Adjusted Performance Rank

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

IWFL
The Risk-Adjusted Performance Rank of IWFL is 3636
Overall Rank
The Sharpe Ratio Rank of IWFL is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of IWFL is 4646
Sortino Ratio Rank
The Omega Ratio Rank of IWFL is 4848
Omega Ratio Rank
The Calmar Ratio Rank of IWFL is 3131
Calmar Ratio Rank
The Martin Ratio Rank of IWFL is 2929
Martin Ratio Rank

FBGX
The Risk-Adjusted Performance Rank of FBGX is 8181
Overall Rank
The Sharpe Ratio Rank of FBGX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FBGX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FBGX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FBGX is 8080
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.

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.



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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


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Volatility

IWFL vs. FBGX - Volatility Comparison


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