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WTV vs. FNGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTV vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Value ETF (WTV) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

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WTV vs. FNGS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WTV
WisdomTree US Value ETF
1.78%13.51%23.99%22.35%-8.06%30.59%6.15%3.31%
FNGS
MicroSectors FANG+ ETN
-10.61%18.64%51.99%95.24%-40.32%16.96%101.99%10.91%

Returns By Period

In the year-to-date period, WTV achieves a 1.78% return, which is significantly higher than FNGS's -10.61% return.


WTV

1D
-0.31%
1M
-4.51%
YTD
1.78%
6M
4.75%
1Y
16.77%
3Y*
19.30%
5Y*
12.74%
10Y*

FNGS

1D
2.05%
1M
-3.29%
YTD
-10.61%
6M
-12.74%
1Y
20.77%
3Y*
31.31%
5Y*
16.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

WTV vs. FNGS — Risk / Return Rank

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

WTV
WTV Risk / Return Rank: 5151
Overall Rank
WTV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 5151
Sortino Ratio Rank
WTV Omega Ratio Rank: 5454
Omega Ratio Rank
WTV Calmar Ratio Rank: 4848
Calmar Ratio Rank
WTV Martin Ratio Rank: 5555
Martin Ratio Rank

FNGS
FNGS Risk / Return Rank: 3939
Overall Rank
FNGS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
FNGS Omega Ratio Rank: 4242
Omega Ratio Rank
FNGS Calmar Ratio Rank: 3636
Calmar Ratio Rank
FNGS Martin Ratio Rank: 3232
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.

WTV vs. FNGS - Risk-Adjusted Trends 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.


WTVFNGSDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.77

+0.16

Sortino ratio

Return per unit of downside risk

1.42

1.32

+0.10

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratio

Return relative to maximum drawdown

1.29

0.96

+0.33

Martin ratio

Return relative to average drawdown

5.61

2.94

+2.67

WTV vs. FNGS - Sharpe Ratio Comparison

The current WTV Sharpe Ratio is 0.93, which is comparable to the FNGS Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of WTV and FNGS, 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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Sharpe Ratios by Period


WTVFNGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.77

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.54

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.91

-0.29

Correlation

The correlation between WTV and FNGS is 0.50, 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.


Dividends

WTV vs. FNGS - Dividend Comparison

WTV's dividend yield for the trailing twelve months is around 1.79%, while FNGS has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
WTV
WisdomTree US Value ETF
1.79%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%
FNGS
MicroSectors FANG+ ETN
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 -42.18%, smaller than the maximum FNGS drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for WTV and FNGS.


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Drawdown Indicators


WTVFNGSDifference

Max Drawdown

Largest peak-to-trough decline

-42.18%

-48.98%

+6.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-22.93%

+9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-48.98%

+29.68%

Current Drawdown

Current decline from peak

-5.71%

-17.66%

+11.95%

Average Drawdown

Average peak-to-trough decline

-5.13%

-11.02%

+5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

7.52%

-4.48%

Volatility

WTV vs. FNGS - Volatility Comparison

The current volatility for WisdomTree US Value ETF (WTV) is 3.56%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 8.61%. 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.


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Volatility by Period


WTVFNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

8.61%

-5.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

15.82%

-7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

27.04%

-9.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

29.98%

-12.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

31.34%

-10.98%