WTV vs. FNGS
Compare and contrast key facts about WisdomTree US Value ETF (WTV) and MicroSectors FANG+ ETN (FNGS).
WTV and FNGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTV is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. LargeCap Value Index. It was launched on Feb 23, 2007. FNGS is a passively managed fund by BMO Financial Group that tracks the performance of the NYSE FANG+ Index. It was launched on Nov 12, 2019. Both WTV and FNGS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTV or FNGS.
Key characteristics
| WTV | FNGS | |
|---|---|---|
| YTD Return | 28.14% | 43.46% |
| 1Y Return | 44.07% | 56.20% |
| 3Y Return (Ann) | 13.14% | 16.27% |
| 5Y Return (Ann) | 15.56% | 34.50% |
| Sharpe Ratio | 3.28 | 2.28 |
| Sortino Ratio | 4.56 | 2.87 |
| Omega Ratio | 1.59 | 1.39 |
| Calmar Ratio | 6.34 | 3.15 |
| Martin Ratio | 19.15 | 10.25 |
| Ulcer Index | 2.29% | 5.47% |
| Daily Std Dev | 13.36% | 24.61% |
| Max Drawdown | -61.95% | -48.98% |
| Current Drawdown | -0.66% | 0.00% |
Correlation
The correlation between WTV and FNGS is 0.53, 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
WTV vs. FNGS - Performance Comparison
In the year-to-date period, WTV achieves a 28.14% return, which is significantly lower than FNGS's 43.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WTV vs. FNGS - Expense Ratio Comparison
WTV has a 0.12% expense ratio, which is lower than FNGS's 0.58% expense ratio.
Risk-Adjusted Performance
WTV vs. FNGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Value ETF (WTV) and MicroSectors FANG+ ETN (FNGS). 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.
Dividends
WTV vs. FNGS - Dividend Comparison
WTV's dividend yield for the trailing twelve months is around 1.52%, while FNGS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTV WisdomTree US Value ETF | 1.52% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 1.38% | 1.30% | 1.57% | 1.20% | 1.17% |
FNGS MicroSectors FANG+ ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WTV vs. FNGS - Drawdown Comparison
The maximum WTV drawdown since its inception was -61.95%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for WTV and FNGS. For additional features, visit the drawdowns tool.
Volatility
WTV vs. FNGS - Volatility Comparison
The current volatility for WisdomTree US Value ETF (WTV) is 5.03%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 6.74%. This indicates that WTV experiences smaller price fluctuations and is considered to be less risky than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.