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NXTG vs. WUGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

NXTG vs. WUGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx NextG ETF (NXTG) and Esoterica NextG Economy ETF (WUGI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.94%
14.01%
NXTG
WUGI

Returns By Period

In the year-to-date period, NXTG achieves a 11.26% return, which is significantly lower than WUGI's 45.76% return.


NXTG

YTD

11.26%

1M

-2.72%

6M

7.43%

1Y

19.81%

5Y (annualized)

11.85%

10Y (annualized)

10.55%

WUGI

YTD

45.76%

1M

1.33%

6M

15.54%

1Y

54.47%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


NXTGWUGI
Sharpe Ratio1.422.13
Sortino Ratio1.962.80
Omega Ratio1.241.36
Calmar Ratio1.871.72
Martin Ratio6.5610.99
Ulcer Index3.02%4.97%
Daily Std Dev13.95%25.59%
Max Drawdown-33.61%-56.41%
Current Drawdown-4.71%-3.93%

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NXTG vs. WUGI - Expense Ratio Comparison

NXTG has a 0.70% expense ratio, which is lower than WUGI's 0.75% expense ratio.


WUGI
Esoterica NextG Economy ETF
Expense ratio chart for WUGI: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for NXTG: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Correlation

-0.50.00.51.00.8

The correlation between NXTG and WUGI is 0.79, 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.

Risk-Adjusted Performance

NXTG vs. WUGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx NextG ETF (NXTG) and Esoterica NextG Economy ETF (WUGI). 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 NXTG, currently valued at 1.42, compared to the broader market0.002.004.001.422.13
The chart of Sortino ratio for NXTG, currently valued at 1.96, compared to the broader market-2.000.002.004.006.008.0010.001.962.80
The chart of Omega ratio for NXTG, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.36
The chart of Calmar ratio for NXTG, currently valued at 1.87, compared to the broader market0.005.0010.0015.001.871.72
The chart of Martin ratio for NXTG, currently valued at 6.56, compared to the broader market0.0020.0040.0060.0080.00100.006.5610.99
NXTG
WUGI

The current NXTG Sharpe Ratio is 1.42, which is lower than the WUGI Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of NXTG and WUGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.42
2.13
NXTG
WUGI

Dividends

NXTG vs. WUGI - Dividend Comparison

NXTG's dividend yield for the trailing twelve months is around 1.90%, while WUGI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NXTG
First Trust Indxx NextG ETF
1.90%2.15%2.04%1.66%1.04%0.77%1.27%1.65%1.23%1.11%1.07%0.86%
WUGI
Esoterica NextG Economy ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NXTG vs. WUGI - Drawdown Comparison

The maximum NXTG drawdown since its inception was -33.61%, smaller than the maximum WUGI drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for NXTG and WUGI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.71%
-3.93%
NXTG
WUGI

Volatility

NXTG vs. WUGI - Volatility Comparison

The current volatility for First Trust Indxx NextG ETF (NXTG) is 3.35%, while Esoterica NextG Economy ETF (WUGI) has a volatility of 7.07%. This indicates that NXTG experiences smaller price fluctuations and is considered to be less risky than WUGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
3.35%
7.07%
NXTG
WUGI