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SPYU.DE vs. FNGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYU.DE vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). The values are adjusted to include any dividend payments, if applicable.

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SPYU.DE vs. FNGU - Yearly Performance Comparison


Different Trading Currencies

SPYU.DE is traded in EUR, while FNGU is traded in USD. To make them comparable, the FNGU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYU.DE achieves a 16.09% return, which is significantly higher than FNGU's -34.44% return.


SPYU.DE

1D
2.04%
1M
-0.80%
YTD
16.09%
6M
26.88%
1Y
39.69%
3Y*
18.31%
5Y*
12.35%
10Y*
11.44%

FNGU

1D
4.24%
1M
-13.12%
YTD
-34.44%
6M
-43.25%
1Y
10.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYU.DE vs. FNGU - Expense Ratio Comparison

SPYU.DE has a 0.18% expense ratio, which is lower than FNGU's 0.95% expense ratio.


Return for Risk

SPYU.DE vs. FNGU — Risk / Return Rank

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

SPYU.DE
SPYU.DE Risk / Return Rank: 9494
Overall Rank
SPYU.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SPYU.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
SPYU.DE Omega Ratio Rank: 9494
Omega Ratio Rank
SPYU.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
SPYU.DE Martin Ratio Rank: 9494
Martin Ratio Rank

FNGU
FNGU Risk / Return Rank: 2323
Overall Rank
FNGU Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FNGU Sortino Ratio Rank: 3030
Sortino Ratio Rank
FNGU Omega Ratio Rank: 2828
Omega Ratio Rank
FNGU Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGU Martin Ratio Rank: 1919
Martin Ratio Rank
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.

SPYU.DE vs. FNGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). 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.


SPYU.DEFNGUDifference

Sharpe ratio

Return per unit of total volatility

2.39

0.13

+2.26

Sortino ratio

Return per unit of downside risk

2.93

0.77

+2.15

Omega ratio

Gain probability vs. loss probability

1.45

1.10

+0.35

Calmar ratio

Return relative to maximum drawdown

3.81

0.25

+3.56

Martin ratio

Return relative to average drawdown

15.04

0.64

+14.40

SPYU.DE vs. FNGU - Sharpe Ratio Comparison

The current SPYU.DE Sharpe Ratio is 2.39, which is higher than the FNGU Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of SPYU.DE and FNGU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYU.DEFNGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

0.13

+2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

-0.44

+1.03

Correlation

The correlation between SPYU.DE and FNGU is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SPYU.DE vs. FNGU - Dividend Comparison

Neither SPYU.DE nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPYU.DE vs. FNGU - Drawdown Comparison

The maximum SPYU.DE drawdown since its inception was -32.98%, smaller than the maximum FNGU drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for SPYU.DE and FNGU.


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Drawdown Indicators


SPYU.DEFNGUDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-60.84%

+27.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-59.55%

+49.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

Current Drawdown

Current decline from peak

-1.46%

-51.94%

+50.48%

Average Drawdown

Average peak-to-trough decline

-5.67%

-21.87%

+16.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

22.51%

-19.91%

Volatility

SPYU.DE vs. FNGU - Volatility Comparison

The current volatility for SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) is 7.11%, while MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a volatility of 22.97%. This indicates that SPYU.DE experiences smaller price fluctuations and is considered to be less risky than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYU.DEFNGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

22.97%

-15.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

44.74%

-33.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

78.85%

-62.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

81.81%

-65.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

81.81%

-64.83%