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

Correlation

The correlation between WUGI and OGIG is 0.89, 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.


-0.50.00.51.00.9

Performance

WUGI vs. OGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Esoterica NextG Economy ETF (WUGI) and O’Shares Global Internet Giants ETF (OGIG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.29%
23.51%
WUGI
OGIG

Key characteristics

Sharpe Ratio

WUGI:

2.00

OGIG:

1.56

Sortino Ratio

WUGI:

2.65

OGIG:

2.07

Omega Ratio

WUGI:

1.34

OGIG:

1.27

Calmar Ratio

WUGI:

1.77

OGIG:

0.68

Martin Ratio

WUGI:

10.22

OGIG:

8.35

Ulcer Index

WUGI:

5.03%

OGIG:

3.70%

Daily Std Dev

WUGI:

25.79%

OGIG:

19.80%

Max Drawdown

WUGI:

-56.41%

OGIG:

-66.05%

Current Drawdown

WUGI:

-1.96%

OGIG:

-25.19%

Returns By Period

In the year-to-date period, WUGI achieves a 50.60% return, which is significantly higher than OGIG's 30.48% return.


WUGI

YTD

50.60%

1M

3.76%

6M

12.92%

1Y

52.12%

5Y*

N/A

10Y*

N/A

OGIG

YTD

30.48%

1M

1.06%

6M

23.52%

1Y

30.85%

5Y*

12.52%

10Y*

N/A

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WUGI vs. OGIG - Expense Ratio Comparison

WUGI has a 0.75% expense ratio, which is higher than OGIG's 0.48% 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 OGIG: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

WUGI vs. OGIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) and O’Shares Global Internet Giants ETF (OGIG). 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 2.03, compared to the broader market0.002.004.002.031.56
The chart of Sortino ratio for WUGI, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.002.682.07
The chart of Omega ratio for WUGI, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.27
The chart of Calmar ratio for WUGI, currently valued at 1.80, compared to the broader market0.005.0010.0015.001.800.68
The chart of Martin ratio for WUGI, currently valued at 10.37, compared to the broader market0.0020.0040.0060.0080.00100.0010.378.35
WUGI
OGIG

The current WUGI Sharpe Ratio is 2.00, which is comparable to the OGIG Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of WUGI and OGIG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.03
1.56
WUGI
OGIG

Dividends

WUGI vs. OGIG - Dividend Comparison

WUGI's dividend yield for the trailing twelve months is around 4.00%, while OGIG has not paid dividends to shareholders.


TTM
WUGI
Esoterica NextG Economy ETF
4.00%
OGIG
O’Shares Global Internet Giants ETF
0.00%

Drawdowns

WUGI vs. OGIG - Drawdown Comparison

The maximum WUGI drawdown since its inception was -56.41%, smaller than the maximum OGIG drawdown of -66.05%. Use the drawdown chart below to compare losses from any high point for WUGI and OGIG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.96%
-25.19%
WUGI
OGIG

Volatility

WUGI vs. OGIG - Volatility Comparison

The current volatility for Esoterica NextG Economy ETF (WUGI) is 5.50%, while O’Shares Global Internet Giants ETF (OGIG) has a volatility of 7.00%. This indicates that WUGI experiences smaller price fluctuations and is considered to be less risky than OGIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
7.00%
WUGI
OGIG
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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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