NANC vs. FTEC

In the year-to-date period, NANC achieves a 2.00% return, which is significantly higher than FTEC's -0.82% return.

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NANC has a 0.75% expense ratio, which is higher than FTEC's 0.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Subversive Unusual Whales Democratic ETF (NANC) and Fidelity MSCI Information Technology Index ETF (FTEC). 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 NANC Sharpe Ratio is 0.62, which is comparable to the FTEC Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NANC and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NANC's dividend yield for the trailing twelve months is around 0.20%, less than FTEC's 0.49% yield.

The maximum NANC drawdown since its inception was -20.94%, smaller than the maximum FTEC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for NANC and FTEC. For additional features, visit the drawdowns tool.

The current volatility for Subversive Unusual Whales Democratic ETF (NANC) is 6.79%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 8.82%. This indicates that NANC experiences smaller price fluctuations and is considered to be less risky than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.