RGLO vs. FWD

Last updated Jun 23, 2026

RGLO (Russell Investments Global Equity ETF) and FWD (AB Disruptors ETF) are both Global Equities funds. Both are actively managed. Over the past year, RGLO returned 28.81% vs 76.62% for FWD. A 0.77 correlation means they provide meaningful diversification when combined. RGLO charges 0.49%/yr vs 0.65%/yr for FWD.

Performance

RGLO vs. FWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Global Equity ETF (RGLO) and AB Disruptors ETF (FWD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RGLO achieves a 9.72% return, which is significantly lower than FWD's 42.55% return.

RGLO

• 1D: -0.40%
• 1M: 0.55%
• YTD: 9.72%
• 6M: 9.92%
• 1Y: 28.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FWD

• 1D: 1.11%
• 1M: 8.76%
• YTD: 42.55%
• 6M: 40.47%
• 1Y: 76.62%
• 3Y*: 40.05%
• 5Y*: —
• 10Y*: —

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

RGLO vs. FWD - Yearly Performance Comparison

	2026 (YTD)	2025
RGLO Russell Investments Global Equity ETF	9.72%	17.96%
FWD AB Disruptors ETF	42.55%	28.05%

Correlation

The correlation between RGLO and FWD is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (All Time) Calculated using the full available price history since May 30, 2025	0.77

The correlation between RGLO and FWD has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

Return for Risk

RGLO vs. FWD — Risk / Return Rank

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

RGLO

RGLO Risk / Return Rank: 69
RGLO Sharpe Ratio Rank: 70
RGLO Sortino Ratio Rank: 70
RGLO Omega Ratio Rank: 69
RGLO Calmar Ratio Rank: 63
RGLO Martin Ratio Rank: 73

FWD

FWD Risk / Return Rank: 88
FWD Sharpe Ratio Rank: 91
FWD Sortino Ratio Rank: 82
FWD Omega Ratio Rank: 83
FWD Calmar Ratio Rank: 92
FWD Martin Ratio Rank: 91

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.

RGLO vs. FWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Equity ETF (RGLO) and AB Disruptors ETF (FWD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RGLO	FWD	Difference
Sharpe ratio: Return per unit of total volatility	2.20	2.94	-0.73
Sortino ratio: Return per unit of downside risk	3.04	3.47	-0.42
Omega ratio: Gain probability vs. loss probability	1.40	1.47	-0.07
Calmar ratio: Return relative to maximum drawdown	3.01	5.91	-2.90
Martin ratio: Return relative to average drawdown	13.30	20.13	-6.83

RGLO vs. FWD - Sharpe Ratio Comparison

The current RGLO Sharpe Ratio is 2.20, which is comparable to the FWD Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of RGLO and FWD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RGLO vs. FWD - Drawdown Comparison

The maximum RGLO drawdown since its inception was -9.61%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for RGLO and FWD.

Drawdown Indicators

	RGLO	FWD	Difference
Max Drawdown Largest peak-to-trough decline	-9.61%	-29.02%	+19.41%
Max Drawdown (1Y) Largest decline over 1 year	-9.61%	-13.03%	+3.42%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.02%	—
Current Drawdown Current decline from peak	-1.39%	0.00%	-1.39%
Average Drawdown Average peak-to-trough decline	-1.19%	-4.06%	+2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	3.82%	-1.65%

Volatility

RGLO vs. FWD - Volatility Comparison

The current volatility for Russell Investments Global Equity ETF (RGLO) is 4.47%, while AB Disruptors ETF (FWD) has a volatility of 11.68%. This indicates that RGLO experiences smaller price fluctuations and is considered to be less risky than FWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RGLO	FWD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	11.68%	-7.21%
Volatility (6M) Calculated over the trailing 6-month period	10.57%	21.26%	-10.69%
Volatility (1Y) Calculated over the trailing 1-year period	13.18%	26.29%	-13.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.01%	25.25%	-12.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.01%	25.25%	-12.24%

RGLO vs. FWD - Expense Ratio Comparison

RGLO has a 0.49% expense ratio, which is lower than FWD's 0.65% expense ratio.

Dividends

RGLO vs. FWD - Dividend Comparison

RGLO's dividend yield for the trailing twelve months is around 0.58%, more than FWD's 0.08% yield.

Position	TTM	2025	2024
FWD AB Disruptors ETF	0.08%	0.11%	1.89%
RGLO Russell Investments Global Equity ETF	0.58%	0.63%	0.00%

Frequently Asked Questions

Can I hold both RGLO and FWD in my portfolio?

RGLO and FWD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RGLO or FWD?

FWD has higher volatility (11.68%) compared to RGLO (4.47%). In terms of maximum drawdown, RGLO dropped -9.61% vs FWD's -29.02%.

Which ETF is better, RGLO or FWD?

On 1-year performance, FWD leads with 76.62% vs 28.81% for RGLO. On fees, RGLO is cheaper at 0.49% per year. On volatility, RGLO has been the lower-risk option at 4.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RGLO or FWD?

Over the 1-year period, FWD has performed better with a 76.62% return vs 28.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RGLO or FWD?

RGLO is cheaper with a 0.49% expense ratio, compared with 0.65% for FWD.

Which ETF pays a higher dividend yield, RGLO or FWD?

RGLO has the higher dividend yield at 0.58%, compared with 0.08% for FWD.

What is the main difference between RGLO and FWD?

They also come from different issuers: Russell and AllianceBernstein. Their fees differ too: 0.49% for RGLO and 0.65% for FWD.

Which has better risk-adjusted returns?

FWD currently has the higher Sharpe Ratio (2.94 vs 2.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.