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WUGI vs. NXTG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

WUGI vs. NXTG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.01%
6.94%
WUGI
NXTG

Returns By Period

In the year-to-date period, WUGI achieves a 45.76% return, which is significantly higher than NXTG's 11.26% return.


WUGI

YTD

45.76%

1M

1.33%

6M

15.54%

1Y

54.47%

5Y (annualized)

N/A

10Y (annualized)

N/A

NXTG

YTD

11.26%

1M

-2.72%

6M

7.43%

1Y

19.81%

5Y (annualized)

11.85%

10Y (annualized)

10.55%

Key characteristics


WUGINXTG
Sharpe Ratio2.131.42
Sortino Ratio2.801.96
Omega Ratio1.361.24
Calmar Ratio1.721.87
Martin Ratio10.996.56
Ulcer Index4.97%3.02%
Daily Std Dev25.59%13.95%
Max Drawdown-56.41%-33.61%
Current Drawdown-3.93%-4.71%

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WUGI vs. NXTG - Expense Ratio Comparison

WUGI has a 0.75% expense ratio, which is higher than NXTG's 0.70% expense ratio.


WUGI
Esoterica NextG Economy ETF
Expense ratio chart for WUGI: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for NXTG: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Correlation

-0.50.00.51.00.8

The correlation between WUGI and NXTG is 0.79, 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.

Risk-Adjusted Performance

WUGI vs. NXTG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) and First Trust Indxx NextG ETF (NXTG). 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 WUGI, currently valued at 2.13, compared to the broader market0.002.004.002.131.42
The chart of Sortino ratio for WUGI, currently valued at 2.80, compared to the broader market-2.000.002.004.006.008.0010.002.801.96
The chart of Omega ratio for WUGI, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.24
The chart of Calmar ratio for WUGI, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.721.87
The chart of Martin ratio for WUGI, currently valued at 10.99, compared to the broader market0.0020.0040.0060.0080.00100.0010.996.56
WUGI
NXTG

The current WUGI Sharpe Ratio is 2.13, which is higher than the NXTG Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of WUGI and NXTG, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.13
1.42
WUGI
NXTG

Dividends

WUGI vs. NXTG - Dividend Comparison

WUGI has not paid dividends to shareholders, while NXTG's dividend yield for the trailing twelve months is around 1.90%.


TTM20232022202120202019201820172016201520142013
WUGI
Esoterica NextG Economy ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NXTG
First Trust Indxx NextG ETF
1.90%2.15%2.04%1.66%1.04%0.77%1.27%1.65%1.23%1.11%1.07%0.86%

Drawdowns

WUGI vs. NXTG - Drawdown Comparison

The maximum WUGI drawdown since its inception was -56.41%, which is greater than NXTG's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for WUGI and NXTG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.93%
-4.71%
WUGI
NXTG

Volatility

WUGI vs. NXTG - Volatility Comparison

Esoterica NextG Economy ETF (WUGI) has a higher volatility of 7.07% compared to First Trust Indxx NextG ETF (NXTG) at 3.35%. This indicates that WUGI's price experiences larger fluctuations and is considered to be riskier than NXTG 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%JuneJulyAugustSeptemberOctoberNovember
7.07%
3.35%
WUGI
NXTG