WUGI vs. BAMU

Last updated Jun 24, 2026

WUGI (Esoterica NextG Economy ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - WUGI is a Large Cap Growth Equities fund actively managed by Esoterica, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. Both are actively managed. Over the past year, WUGI returned 44.78% vs 2.87% for BAMU. At a correlation of -0.03, they often move in opposite directions. WUGI charges 0.75%/yr vs 1.09%/yr for BAMU.

Performance

WUGI vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Esoterica NextG Economy ETF (WUGI) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WUGI achieves a 26.73% return, which is significantly higher than BAMU's 1.18% return.

WUGI

• 1D: -4.21%
• 1M: 8.44%
• YTD: 26.73%
• 6M: 26.00%
• 1Y: 44.78%
• 3Y*: 36.12%
• 5Y*: 15.56%
• 10Y*: —

BAMU

• 1D: 0.00%
• 1M: 0.16%
• YTD: 1.18%
• 6M: 1.29%
• 1Y: 2.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WUGI vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WUGI Esoterica NextG Economy ETF	26.73%	22.66%	47.14%	19.07%
BAMU Brookstone Ultra-Short Bond ETF	1.18%	3.21%	4.14%	1.20%

Correlation

The correlation between WUGI and BAMU is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.17
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023	-0.03

The correlation between WUGI and BAMU shifts across timeframes, from -0.17 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WUGI vs. BAMU — Risk / Return Rank

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

WUGI

WUGI Risk / Return Rank: 51
WUGI Sharpe Ratio Rank: 53
WUGI Sortino Ratio Rank: 49
WUGI Omega Ratio Rank: 51
WUGI Calmar Ratio Rank: 54
WUGI Martin Ratio Rank: 50

BAMU

BAMU Risk / Return Rank: 98
BAMU Sharpe Ratio Rank: 98
BAMU Sortino Ratio Rank: 98
BAMU Omega Ratio Rank: 98
BAMU Calmar Ratio Rank: 99
BAMU Martin Ratio Rank: 99

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.

WUGI vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) and Brookstone Ultra-Short Bond ETF (BAMU). 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.

	WUGI	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	1.70	4.94	-3.25
Sortino ratio: Return per unit of downside risk	2.26	8.71	-6.46
Omega ratio: Gain probability vs. loss probability	1.30	2.41	-1.11
Calmar ratio: Return relative to maximum drawdown	2.50	24.37	-21.87
Martin ratio: Return relative to average drawdown	8.09	96.52	-88.44

WUGI vs. BAMU - Sharpe Ratio Comparison

The current WUGI Sharpe Ratio is 1.70, which is lower than the BAMU Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of WUGI and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WUGI vs. BAMU - Drawdown Comparison

The maximum WUGI drawdown since its inception was -56.41%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for WUGI and BAMU.

Drawdown Indicators

	WUGI	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-56.41%	-0.36%	-56.05%
Max Drawdown (1Y) Largest decline over 1 year	-17.99%	-0.12%	-17.87%
Max Drawdown (3Y) Largest decline over 3 years	-27.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-56.41%	—	—
Current Drawdown Current decline from peak	-4.21%	0.00%	-4.21%
Average Drawdown Average peak-to-trough decline	-16.55%	-0.02%	-16.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.55%	0.03%	+5.52%

Volatility

WUGI vs. BAMU - Volatility Comparison

Esoterica NextG Economy ETF (WUGI) has a higher volatility of 14.54% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that WUGI's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WUGI	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.54%	0.09%	+14.45%
Volatility (6M) Calculated over the trailing 6-month period	23.17%	0.39%	+22.78%
Volatility (1Y) Calculated over the trailing 1-year period	26.54%	0.58%	+25.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.28%	0.87%	+30.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.21%	0.87%	+30.34%

WUGI vs. BAMU - Expense Ratio Comparison

WUGI has a 0.75% expense ratio, which is lower than BAMU's 1.09% expense ratio.

Dividends

WUGI vs. BAMU - Dividend Comparison

WUGI's dividend yield for the trailing twelve months is around 18.02%, more than BAMU's 3.05% yield.

Position	TTM	2025	2024	2023
BAMU Brookstone Ultra-Short Bond ETF	3.05%	3.20%	3.97%	0.84%
WUGI Esoterica NextG Economy ETF	18.02%	22.83%	4.09%	0.00%

Frequently Asked Questions

Can I hold both WUGI and BAMU in my portfolio?

WUGI and BAMU have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WUGI or BAMU?

WUGI has higher volatility (14.54%) compared to BAMU (0.09%). In terms of maximum drawdown, WUGI dropped -56.41% vs BAMU's -0.36%.

Which ETF is better, WUGI or BAMU?

On 1-year performance, WUGI leads with 44.78% vs 2.87% for BAMU. On fees, WUGI is cheaper at 0.75% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WUGI or BAMU?

Over the 1-year period, WUGI has performed better with a 44.78% return vs 2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WUGI or BAMU?

WUGI is cheaper with a 0.75% expense ratio, compared with 1.09% for BAMU.

Which ETF pays a higher dividend yield, WUGI or BAMU?

WUGI has the higher dividend yield at 18.02%, compared with 3.05% for BAMU.

What is the main difference between WUGI and BAMU?

WUGI is categorized as Large Cap Growth Equities, while BAMU is Ultrashort Bond. They also come from different issuers: Esoterica and Brookstone. Their fees differ too: 0.75% for WUGI and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (4.94 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.