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WEBL vs. FDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WEBL and FDN is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

WEBL vs. FDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daily Dow Jones Internet Bull 3X Shares (WEBL) and First Trust Dow Jones Internet Index (FDN). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-18.55%
72.34%
WEBL
FDN

Key characteristics

Sharpe Ratio

WEBL:

0.18

FDN:

0.62

Sortino Ratio

WEBL:

0.76

FDN:

1.00

Omega Ratio

WEBL:

1.11

FDN:

1.14

Calmar Ratio

WEBL:

0.15

FDN:

0.58

Martin Ratio

WEBL:

0.63

FDN:

2.08

Ulcer Index

WEBL:

20.94%

FDN:

7.50%

Daily Std Dev

WEBL:

75.37%

FDN:

25.40%

Max Drawdown

WEBL:

-94.44%

FDN:

-61.55%

Current Drawdown

WEBL:

-79.46%

FDN:

-14.15%

Returns By Period

In the year-to-date period, WEBL achieves a -28.58% return, which is significantly lower than FDN's -5.75% return.


WEBL

YTD

-28.58%

1M

-13.09%

6M

-4.54%

1Y

19.33%

5Y*

-3.12%

10Y*

N/A

FDN

YTD

-5.75%

1M

-1.73%

6M

5.17%

1Y

17.56%

5Y*

9.83%

10Y*

13.04%

*Annualized

Compare stocks, funds, or ETFs

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


WEBL vs. FDN - Expense Ratio Comparison

WEBL has a 1.17% expense ratio, which is higher than FDN's 0.52% expense ratio.


Expense ratio chart for WEBL: current value is 1.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WEBL: 1.17%
Expense ratio chart for FDN: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDN: 0.52%

Risk-Adjusted Performance

WEBL vs. FDN — Risk-Adjusted Performance Rank

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

WEBL
The Risk-Adjusted Performance Rank of WEBL is 4141
Overall Rank
The Sharpe Ratio Rank of WEBL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of WEBL is 5353
Sortino Ratio Rank
The Omega Ratio Rank of WEBL is 5353
Omega Ratio Rank
The Calmar Ratio Rank of WEBL is 3333
Calmar Ratio Rank
The Martin Ratio Rank of WEBL is 3434
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 6464
Overall Rank
The Sharpe Ratio Rank of FDN is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WEBL vs. FDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bull 3X Shares (WEBL) and First Trust Dow Jones Internet Index (FDN). 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.


The chart of Sharpe ratio for WEBL, currently valued at 0.18, compared to the broader market-1.000.001.002.003.004.00
WEBL: 0.18
FDN: 0.62
The chart of Sortino ratio for WEBL, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
WEBL: 0.76
FDN: 1.00
The chart of Omega ratio for WEBL, currently valued at 1.11, compared to the broader market0.501.001.502.00
WEBL: 1.11
FDN: 1.14
The chart of Calmar ratio for WEBL, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
WEBL: 0.15
FDN: 0.58
The chart of Martin ratio for WEBL, currently valued at 0.63, compared to the broader market0.0020.0040.0060.00
WEBL: 0.63
FDN: 2.08

The current WEBL Sharpe Ratio is 0.18, which is lower than the FDN Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of WEBL and FDN, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.18
0.62
WEBL
FDN

Dividends

WEBL vs. FDN - Dividend Comparison

WEBL's dividend yield for the trailing twelve months is around 0.13%, while FDN has not paid dividends to shareholders.


TTM202420232022202120202019
WEBL
Daily Dow Jones Internet Bull 3X Shares
0.13%0.00%0.00%0.00%4.79%0.00%0.06%
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WEBL vs. FDN - Drawdown Comparison

The maximum WEBL drawdown since its inception was -94.44%, which is greater than FDN's maximum drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for WEBL and FDN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-79.46%
-14.15%
WEBL
FDN

Volatility

WEBL vs. FDN - Volatility Comparison

Daily Dow Jones Internet Bull 3X Shares (WEBL) has a higher volatility of 48.01% compared to First Trust Dow Jones Internet Index (FDN) at 16.32%. This indicates that WEBL's price experiences larger fluctuations and is considered to be riskier than FDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
48.01%
16.32%
WEBL
FDN