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WTV vs. FNGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.32%
22.30%
WTV
FNGS

Key characteristics

Sharpe Ratio

WTV:

1.91

FNGS:

2.19

Sortino Ratio

WTV:

2.69

FNGS:

2.74

Omega Ratio

WTV:

1.34

FNGS:

1.37

Calmar Ratio

WTV:

3.29

FNGS:

3.14

Martin Ratio

WTV:

9.90

FNGS:

10.16

Ulcer Index

WTV:

2.50%

FNGS:

5.50%

Daily Std Dev

WTV:

12.99%

FNGS:

25.63%

Max Drawdown

WTV:

-61.95%

FNGS:

-48.98%

Current Drawdown

WTV:

-6.02%

FNGS:

-2.44%

Returns By Period

In the year-to-date period, WTV achieves a 24.17% return, which is significantly lower than FNGS's 56.65% return.


WTV

YTD

24.17%

1M

-5.11%

6M

14.47%

1Y

24.36%

5Y*

14.06%

10Y*

11.72%

FNGS

YTD

56.65%

1M

10.09%

6M

24.05%

1Y

56.11%

5Y*

33.94%

10Y*

N/A

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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.


FNGS
MicroSectors FANG+ ETN
Expense ratio chart for FNGS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for WTV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


Sharpe ratio
The chart of Sharpe ratio for WTV, currently valued at 1.91, compared to the broader market0.002.004.001.912.19
The chart of Sortino ratio for WTV, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.0010.002.692.74
The chart of Omega ratio for WTV, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.37
The chart of Calmar ratio for WTV, currently valued at 3.29, compared to the broader market0.005.0010.0015.003.293.14
The chart of Martin ratio for WTV, currently valued at 9.90, compared to the broader market0.0020.0040.0060.0080.00100.009.9010.16
WTV
FNGS

The current WTV Sharpe Ratio is 1.91, which is comparable to the FNGS Sharpe Ratio of 2.19. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.91
2.19
WTV
FNGS

Dividends

WTV vs. FNGS - Dividend Comparison

WTV's dividend yield for the trailing twelve months is around 1.15%, while FNGS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WTV
WisdomTree US Value ETF
1.15%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.02%
-2.44%
WTV
FNGS

Volatility

WTV vs. FNGS - Volatility Comparison

The current volatility for WisdomTree US Value ETF (WTV) is 3.96%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 7.94%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.96%
7.94%
WTV
FNGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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