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WCMG vs. FIXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WCMG vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust WCM Global Equity ETF (WCMG) and Procure Disaster Recovery Strategy ETF (FIXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WCMG

1D
0.97%
1M
2.51%
YTD
6M
1Y
3Y*
5Y*
10Y*

FIXT

1D
-0.34%
1M
0.69%
YTD
1.08%
6M
0.73%
1Y
4.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCMG vs. FIXT - Yearly Performance Comparison


Correlation

The correlation between WCMG and FIXT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 22, 2026

0.33

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Return for Risk

WCMG vs. FIXT — Risk / Return Rank

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

WCMG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FIXT
FIXT Risk / Return Rank: 3535
Overall Rank
FIXT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FIXT Sortino Ratio Rank: 3838
Sortino Ratio Rank
FIXT Omega Ratio Rank: 3535
Omega Ratio Rank
FIXT Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIXT Martin Ratio Rank: 3131
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.

WCMG vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust WCM Global Equity ETF (WCMG) and Procure Disaster Recovery Strategy ETF (FIXT). 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.


WCMGFIXTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.48

Martin ratioReturn relative to average drawdown

4.09

WCMG vs. FIXT - Sharpe Ratio Comparison


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Drawdowns

WCMG vs. FIXT - Drawdown Comparison

The maximum WCMG drawdown since its inception was -5.01%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for WCMG and FIXT.


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Drawdown Indicators


WCMGFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-3.02%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

Current Drawdown

Current decline from peak

-0.28%

-1.05%

+0.77%

Average Drawdown

Average peak-to-trough decline

-1.26%

-0.76%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

Volatility

WCMG vs. FIXT - Volatility Comparison


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Volatility by Period


WCMGFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

3.75%

+15.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

3.75%

+15.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

3.75%

+15.57%

WCMG vs. FIXT - Expense Ratio Comparison

WCMG has a 0.85% expense ratio, which is higher than FIXT's 0.75% expense ratio.


Dividends

WCMG vs. FIXT - Dividend Comparison

WCMG has not paid dividends to shareholders, while FIXT's dividend yield for the trailing twelve months is around 5.50%.


Frequently Asked Questions


WCMG and FIXT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FIXT is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FIXT is cheaper with a 0.75% expense ratio, compared with 0.85% for WCMG.

FIXT has the higher dividend yield at 5.50%, compared with 0.00% for WCMG.

They also come from different issuers: First Trust and Procure. Their fees differ too: 0.85% for WCMG and 0.75% for FIXT.

Portfolio Optimizer

Find the right allocation for WCMG and FIXT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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