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WNDY vs. FAN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WNDY and FAN is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

WNDY vs. FAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Wind Energy ETF (WNDY) and First Trust Global Wind Energy ETF (FAN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WNDY:

-0.37

FAN:

0.11

Sortino Ratio

WNDY:

-0.31

FAN:

0.20

Omega Ratio

WNDY:

0.96

FAN:

1.03

Calmar Ratio

WNDY:

-0.15

FAN:

0.02

Martin Ratio

WNDY:

-0.56

FAN:

0.08

Ulcer Index

WNDY:

17.25%

FAN:

11.48%

Daily Std Dev

WNDY:

27.39%

FAN:

21.44%

Max Drawdown

WNDY:

-62.78%

FAN:

-81.36%

Current Drawdown

WNDY:

-55.72%

FAN:

-29.81%

Returns By Period

In the year-to-date period, WNDY achieves a 9.48% return, which is significantly lower than FAN's 15.83% return.


WNDY

YTD

9.48%

1M

6.04%

6M

-0.66%

1Y

-10.16%

3Y*

-15.43%

5Y*

N/A

10Y*

N/A

FAN

YTD

15.83%

1M

8.77%

6M

7.93%

1Y

2.42%

3Y*

-1.46%

5Y*

5.89%

10Y*

6.15%

*Annualized

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Global X Wind Energy ETF

WNDY vs. FAN - Expense Ratio Comparison

WNDY has a 0.50% expense ratio, which is lower than FAN's 0.62% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WNDY vs. FAN — Risk-Adjusted Performance Rank

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

WNDY
The Risk-Adjusted Performance Rank of WNDY is 77
Overall Rank
The Sharpe Ratio Rank of WNDY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of WNDY is 77
Sortino Ratio Rank
The Omega Ratio Rank of WNDY is 77
Omega Ratio Rank
The Calmar Ratio Rank of WNDY is 99
Calmar Ratio Rank
The Martin Ratio Rank of WNDY is 88
Martin Ratio Rank

FAN
The Risk-Adjusted Performance Rank of FAN is 1717
Overall Rank
The Sharpe Ratio Rank of FAN is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of FAN is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FAN is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FAN is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FAN is 1616
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.

WNDY vs. FAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy ETF (WNDY) and First Trust Global Wind Energy ETF (FAN). 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 current WNDY Sharpe Ratio is -0.37, which is lower than the FAN Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of WNDY and FAN, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WNDY vs. FAN - Dividend Comparison

WNDY's dividend yield for the trailing twelve months is around 1.18%, less than FAN's 1.29% yield.


TTM20242023202220212020201920182017201620152014
WNDY
Global X Wind Energy ETF
1.18%1.29%1.40%0.71%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAN
First Trust Global Wind Energy ETF
1.29%1.52%1.72%1.50%1.80%0.83%2.42%2.68%2.59%6.04%2.36%2.61%

Drawdowns

WNDY vs. FAN - Drawdown Comparison

The maximum WNDY drawdown since its inception was -62.78%, smaller than the maximum FAN drawdown of -81.36%. Use the drawdown chart below to compare losses from any high point for WNDY and FAN.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WNDY vs. FAN - Volatility Comparison

Global X Wind Energy ETF (WNDY) has a higher volatility of 7.23% compared to First Trust Global Wind Energy ETF (FAN) at 5.06%. This indicates that WNDY's price experiences larger fluctuations and is considered to be riskier than FAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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