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WUGI vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WUGI vs. VGT - Performance Comparison

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

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WUGI vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WUGI
Esoterica NextG Economy ETF
-8.27%22.66%47.14%61.30%-49.55%25.18%95.37%
VGT
Vanguard Information Technology ETF
-6.16%21.77%29.30%52.66%-29.70%30.45%68.10%

Returns By Period

In the year-to-date period, WUGI achieves a -8.27% return, which is significantly lower than VGT's -6.16% return.


WUGI

1D
1.27%
1M
-4.96%
YTD
-8.27%
6M
-9.52%
1Y
22.81%
3Y*
29.06%
5Y*
10.21%
10Y*

VGT

1D
1.28%
1M
-3.61%
YTD
-6.16%
6M
-5.90%
1Y
29.76%
3Y*
23.10%
5Y*
14.83%
10Y*
21.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WUGI vs. VGT - Expense Ratio Comparison

WUGI has a 0.75% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

WUGI vs. VGT — Risk / Return Rank

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

WUGI
WUGI Risk / Return Rank: 4545
Overall Rank
WUGI Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
WUGI Sortino Ratio Rank: 4646
Sortino Ratio Rank
WUGI Omega Ratio Rank: 4444
Omega Ratio Rank
WUGI Calmar Ratio Rank: 4949
Calmar Ratio Rank
WUGI Martin Ratio Rank: 4343
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) and Vanguard Information Technology ETF (VGT). 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.


WUGIVGTDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.10

-0.27

Sortino ratio

Return per unit of downside risk

1.33

1.67

-0.34

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.36

1.88

-0.52

Martin ratio

Return relative to average drawdown

4.37

5.77

-1.40

WUGI vs. VGT - Sharpe Ratio Comparison

The current WUGI Sharpe Ratio is 0.82, which is comparable to the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of WUGI and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WUGIVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.10

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.59

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.61

+0.10

Correlation

The correlation between WUGI and VGT 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.


Dividends

WUGI vs. VGT - Dividend Comparison

WUGI's dividend yield for the trailing twelve months is around 24.89%, more than VGT's 0.43% yield.


TTM20252024202320222021202020192018201720162015
WUGI
Esoterica NextG Economy ETF
24.89%22.83%4.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

WUGI vs. VGT - Drawdown Comparison

The maximum WUGI drawdown since its inception was -56.41%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for WUGI and VGT.


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Drawdown Indicators


WUGIVGTDifference

Max Drawdown

Largest peak-to-trough decline

-56.41%

-54.63%

-1.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-16.40%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-56.41%

-35.07%

-21.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-13.11%

-11.66%

-1.45%

Average Drawdown

Average peak-to-trough decline

-17.07%

-8.00%

-9.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

5.35%

+0.24%

Volatility

WUGI vs. VGT - Volatility Comparison

Esoterica NextG Economy ETF (WUGI) has a higher volatility of 9.42% compared to Vanguard Information Technology ETF (VGT) at 8.03%. This indicates that WUGI's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WUGIVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.42%

8.03%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

17.89%

16.35%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

27.87%

27.27%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.68%

25.06%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.92%

24.48%

+6.44%