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

Correlation

The correlation between OGIG and WUGI is 0.89, 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

OGIG vs. WUGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) and Esoterica NextG Economy ETF (WUGI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
101.32%
212.60%
OGIG
WUGI

Key characteristics

Sharpe Ratio

OGIG:

1.55

WUGI:

2.03

Sortino Ratio

OGIG:

2.06

WUGI:

2.69

Omega Ratio

OGIG:

1.27

WUGI:

1.35

Calmar Ratio

OGIG:

0.68

WUGI:

1.81

Martin Ratio

OGIG:

8.39

WUGI:

10.43

Ulcer Index

OGIG:

3.67%

WUGI:

5.03%

Daily Std Dev

OGIG:

19.86%

WUGI:

25.78%

Max Drawdown

OGIG:

-66.05%

WUGI:

-56.41%

Current Drawdown

OGIG:

-25.86%

WUGI:

-3.16%

Returns By Period

In the year-to-date period, OGIG achieves a 29.31% return, which is significantly lower than WUGI's 48.75% return.


OGIG

YTD

29.31%

1M

2.04%

6M

22.86%

1Y

28.74%

5Y*

12.63%

10Y*

N/A

WUGI

YTD

48.75%

1M

2.05%

6M

9.63%

1Y

50.26%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OGIG vs. WUGI - Expense Ratio Comparison

OGIG has a 0.48% 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 OGIG: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

OGIG vs. WUGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) 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 OGIG, currently valued at 1.55, compared to the broader market0.002.004.001.552.03
The chart of Sortino ratio for OGIG, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.002.062.69
The chart of Omega ratio for OGIG, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.35
The chart of Calmar ratio for OGIG, currently valued at 0.68, compared to the broader market0.005.0010.0015.000.681.81
The chart of Martin ratio for OGIG, currently valued at 8.39, compared to the broader market0.0020.0040.0060.0080.00100.008.3910.43
OGIG
WUGI

The current OGIG Sharpe Ratio is 1.55, which is comparable to the WUGI Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of OGIG 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.55
2.03
OGIG
WUGI

Dividends

OGIG vs. WUGI - Dividend Comparison

Neither OGIG nor WUGI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OGIG vs. WUGI - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than WUGI's maximum drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for OGIG and WUGI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.86%
-3.16%
OGIG
WUGI

Volatility

OGIG vs. WUGI - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 7.05% compared to Esoterica NextG Economy ETF (WUGI) at 5.51%. This indicates that OGIG's price experiences larger fluctuations and is considered to be riskier than WUGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.05%
5.51%
OGIG
WUGI
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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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