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^DWCF vs. FNGS
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DWCF and FNGS 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.


-0.50.00.51.0
Correlation: 0.8

Performance

^DWCF vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Total Stock Market Index (^DWCF) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
71.24%
335.62%
^DWCF
FNGS

Key characteristics

Sharpe Ratio

^DWCF:

0.37

FNGS:

0.93

Sortino Ratio

^DWCF:

0.66

FNGS:

1.42

Omega Ratio

^DWCF:

1.10

FNGS:

1.19

Calmar Ratio

^DWCF:

0.38

FNGS:

1.12

Martin Ratio

^DWCF:

1.53

FNGS:

3.36

Ulcer Index

^DWCF:

4.81%

FNGS:

8.94%

Daily Std Dev

^DWCF:

19.77%

FNGS:

32.25%

Max Drawdown

^DWCF:

-35.14%

FNGS:

-48.98%

Current Drawdown

^DWCF:

-11.24%

FNGS:

-12.20%

Returns By Period

In the year-to-date period, ^DWCF achieves a -7.25% return, which is significantly lower than FNGS's -6.12% return.


^DWCF

YTD

-7.25%

1M

-4.12%

6M

-5.78%

1Y

7.87%

5Y*

13.76%

10Y*

9.41%

FNGS

YTD

-6.12%

1M

2.71%

6M

5.42%

1Y

29.42%

5Y*

28.76%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^DWCF vs. FNGS — Risk-Adjusted Performance Rank

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

^DWCF
The Risk-Adjusted Performance Rank of ^DWCF is 5858
Overall Rank
The Sharpe Ratio Rank of ^DWCF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWCF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^DWCF is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ^DWCF is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ^DWCF is 6363
Martin Ratio Rank

FNGS
The Risk-Adjusted Performance Rank of FNGS is 7979
Overall Rank
The Sharpe Ratio Rank of FNGS is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGS is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FNGS is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FNGS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FNGS is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DWCF vs. FNGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) and MicroSectors FANG+ ETN (FNGS). 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.


The chart of Sharpe ratio for ^DWCF, currently valued at 0.37, compared to the broader market-0.500.000.501.001.50
^DWCF: 0.37
FNGS: 0.91
The chart of Sortino ratio for ^DWCF, currently valued at 0.66, compared to the broader market-1.00-0.500.000.501.001.502.00
^DWCF: 0.66
FNGS: 1.39
The chart of Omega ratio for ^DWCF, currently valued at 1.10, compared to the broader market0.901.001.101.201.30
^DWCF: 1.10
FNGS: 1.18
The chart of Calmar ratio for ^DWCF, currently valued at 0.38, compared to the broader market-0.500.000.501.00
^DWCF: 0.38
FNGS: 1.09
The chart of Martin ratio for ^DWCF, currently valued at 1.52, compared to the broader market0.002.004.006.00
^DWCF: 1.52
FNGS: 3.26

The current ^DWCF Sharpe Ratio is 0.37, which is lower than the FNGS Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of ^DWCF and FNGS, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.37
0.91
^DWCF
FNGS

Drawdowns

^DWCF vs. FNGS - Drawdown Comparison

The maximum ^DWCF drawdown since its inception was -35.14%, smaller than the maximum FNGS drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for ^DWCF and FNGS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.24%
-12.20%
^DWCF
FNGS

Volatility

^DWCF vs. FNGS - Volatility Comparison

The current volatility for Dow Jones U.S. Total Stock Market Index (^DWCF) is 14.35%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 18.65%. This indicates that ^DWCF experiences smaller price fluctuations and is considered to be less risky than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.35%
18.65%
^DWCF
FNGS