WSGE vs. FWD
WSGE (Warren Street Global Equity ETF) and FWD (AB Disruptors ETF) are both Global Equities funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. WSGE charges 0.80%/yr vs 0.65%/yr for FWD.
Performance
WSGE vs. FWD - Performance Comparison
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Returns By Period
In the year-to-date period, WSGE achieves a 11.68% return, which is significantly lower than FWD's 36.87% return.
WSGE
- 1D
- -0.72%
- 1M
- -0.63%
- 6M
- 11.68%
- YTD
- 11.68%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FWD
- 1D
- -3.52%
- 1M
- -0.49%
- 6M
- 36.87%
- YTD
- 36.87%
- 1Y
- 62.84%
- 3Y*
- 37.01%
- 5Y*
- —
- 10Y*
- —
WSGE vs. FWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WSGE Warren Street Global Equity ETF | 11.68% | 0.11% |
FWD AB Disruptors ETF | 36.87% | -1.61% |
Correlation
The correlation between WSGE and FWD is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025 | 0.90 |
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Return for Risk
WSGE vs. FWD — Risk / Return Rank
WSGE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FWD
WSGE vs. FWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Warren Street Global Equity ETF (WSGE) 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.
| WSGE | FWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.85 | — |
| Martin ratioReturn relative to average drawdown | — | 16.27 | — |
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Drawdowns
WSGE vs. FWD - Drawdown Comparison
The maximum WSGE drawdown since its inception was -9.25%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for WSGE and FWD.
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Drawdown Indicators
| WSGE | FWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -29.02% | +19.77% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.03% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.02% | — |
Current DrawdownCurrent decline from peak | -1.09% | -3.98% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -4.06% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.87% | — |
Volatility
WSGE vs. FWD - Volatility Comparison
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Volatility by Period
| WSGE | FWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 13.93% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 22.68% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 27.33% | -11.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 25.54% | -9.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 25.54% | -9.87% |
WSGE vs. FWD - Expense Ratio Comparison
WSGE has a 0.80% expense ratio, which is higher than FWD's 0.65% expense ratio.
Dividends
WSGE vs. FWD - Dividend Comparison
WSGE's dividend yield for the trailing twelve months is around 0.24%, more than FWD's 0.08% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FWD AB Disruptors ETF | 0.08% | 0.11% | 1.89% |
WSGE Warren Street Global Equity ETF | 0.24% | 0.27% | 0.00% |
Frequently Asked Questions
WSGE and FWD have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWD is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWD is cheaper with a 0.65% expense ratio, compared with 0.80% for WSGE.
WSGE has the higher dividend yield at 0.24%, compared with 0.08% for FWD.
They also come from different issuers: Warren Street and AllianceBernstein. Their fees differ too: 0.80% for WSGE and 0.65% for FWD.
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