PortfoliosLab logoPortfoliosLab logo
WUGI vs. FFOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WUGI vs. FFOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Esoterica NextG Economy ETF (WUGI) and Franklin Focused Growth ETF (FFOG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WUGI vs. FFOG - Yearly Performance Comparison


2026 (YTD)202520242023
WUGI
Esoterica NextG Economy ETF
-9.42%22.66%47.14%14.11%
FFOG
Franklin Focused Growth ETF
-12.20%17.09%38.20%12.41%

Returns By Period

In the year-to-date period, WUGI achieves a -9.42% return, which is significantly higher than FFOG's -12.20% return.


WUGI

1D
4.62%
1M
-5.75%
YTD
-9.42%
6M
-10.37%
1Y
22.87%
3Y*
28.52%
5Y*
9.93%
10Y*

FFOG

1D
5.04%
1M
-5.02%
YTD
-12.20%
6M
-13.62%
1Y
17.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WUGI vs. FFOG - Expense Ratio Comparison

WUGI has a 0.75% expense ratio, which is higher than FFOG's 0.55% expense ratio.


Return for Risk

WUGI vs. FFOG — Risk / Return Rank

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

WUGI
WUGI Risk / Return Rank: 4747
Overall Rank
WUGI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
WUGI Sortino Ratio Rank: 5151
Sortino Ratio Rank
WUGI Omega Ratio Rank: 4949
Omega Ratio Rank
WUGI Calmar Ratio Rank: 4949
Calmar Ratio Rank
WUGI Martin Ratio Rank: 4242
Martin Ratio Rank

FFOG
FFOG Risk / Return Rank: 3636
Overall Rank
FFOG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FFOG Sortino Ratio Rank: 4141
Sortino Ratio Rank
FFOG Omega Ratio Rank: 3939
Omega Ratio Rank
FFOG Calmar Ratio Rank: 3232
Calmar Ratio Rank
FFOG Martin Ratio Rank: 3030
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.

WUGI vs. FFOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) and Franklin Focused Growth ETF (FFOG). 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.


WUGIFFOGDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.67

+0.16

Sortino ratio

Return per unit of downside risk

1.33

1.14

+0.19

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.21

0.78

+0.43

Martin ratio

Return relative to average drawdown

3.94

2.44

+1.50

WUGI vs. FFOG - Sharpe Ratio Comparison

The current WUGI Sharpe Ratio is 0.83, which is comparable to the FFOG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of WUGI and FFOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WUGIFFOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.67

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.90

-0.20

Correlation

The correlation between WUGI and FFOG is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WUGI vs. FFOG - Dividend Comparison

WUGI's dividend yield for the trailing twelve months is around 25.21%, while FFOG has not paid dividends to shareholders.


TTM20252024
WUGI
Esoterica NextG Economy ETF
25.21%22.83%4.09%
FFOG
Franklin Focused Growth ETF
0.00%0.00%0.00%

Drawdowns

WUGI vs. FFOG - Drawdown Comparison

The maximum WUGI drawdown since its inception was -56.41%, which is greater than FFOG's maximum drawdown of -25.38%. Use the drawdown chart below to compare losses from any high point for WUGI and FFOG.


Loading graphics...

Drawdown Indicators


WUGIFFOGDifference

Max Drawdown

Largest peak-to-trough decline

-56.41%

-25.38%

-31.03%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-21.90%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-56.41%

Current Drawdown

Current decline from peak

-14.20%

-17.97%

+3.77%

Average Drawdown

Average peak-to-trough decline

-17.07%

-4.58%

-12.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

6.99%

-1.47%

Volatility

WUGI vs. FFOG - Volatility Comparison

Esoterica NextG Economy ETF (WUGI) has a higher volatility of 9.71% compared to Franklin Focused Growth ETF (FFOG) at 9.24%. This indicates that WUGI's price experiences larger fluctuations and is considered to be riskier than FFOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WUGIFFOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.71%

9.24%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

16.42%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

27.86%

26.40%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.71%

24.11%

+6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.93%

24.11%

+6.82%