QTUM-USD vs. FBGX

Last updated Apr 4, 2026

Compare and contrast key facts about QTUM (QTUM-USD) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX).

FBGX is a passively managed fund by UBS that tracks the performance of the Russell 1000 Growth Index (200%). It was launched on Jun 11, 2014.

Performance

QTUM-USD vs. FBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QTUM (QTUM-USD) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). The values are adjusted to include any dividend payments, if applicable.

QTUM-USD vs. FBGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QTUM-USD QTUM	-27.92%	-55.51%	-19.33%	103.93%	-79.08%	293.16%	38.57%	-24.72%	-96.59%	422.64%
FBGX UBS AG FI Enhanced Large Cap Growth ETN	0.00%	0.00%	35.73%	83.74%	-56.41%	57.04%	65.79%	75.84%	-16.58%	6.64%

Returns By Period

QTUM-USD

• 1D: 9.76%
• 1M: 2.36%
• YTD: -27.92%
• 6M: -57.89%
• 1Y: -48.25%
• 3Y*: -32.36%
• 5Y*: -38.30%
• 10Y*: —

FBGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

QTUM-USD vs. FBGX — Risk / Return Rank

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

QTUM-USD

QTUM-USD Risk / Return Rank: 52
QTUM-USD Sharpe Ratio Rank: 42
QTUM-USD Sortino Ratio Rank: 43
QTUM-USD Omega Ratio Rank: 43
QTUM-USD Calmar Ratio Rank: 66
QTUM-USD Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QTUM-USD vs. FBGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QTUM (QTUM-USD) 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.

	QTUM-USD	FBGX	Difference
Sharpe ratio Return per unit of total volatility	-0.58	—	—
Sortino ratio Return per unit of downside risk	-0.55	—	—
Omega ratio Gain probability vs. loss probability	0.95	—	—
Calmar ratio Return relative to maximum drawdown	-0.97	—	—
Martin ratio Return relative to average drawdown	-1.45	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QTUM-USD	FBGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	—	—

Correlation

The correlation between QTUM-USD and FBGX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

Drawdown Indicators

	QTUM-USD	FBGX	Difference
Max Drawdown Largest peak-to-trough decline	-99.16%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-74.30%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-97.08%	—	—
Current Drawdown Current decline from peak	-98.98%	—	—
Average Drawdown Average peak-to-trough decline	-93.16%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	49.42%	—	—

Volatility

Volatility by Period

	QTUM-USD	FBGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	63.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	68.62%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.66%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	100.22%	—	—