^DWCF vs. FNGU
Compare and contrast key facts about Dow Jones U.S. Total Stock Market Index (^DWCF) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU).
FNGU is a passively managed fund by Bank of Montreal that tracks the performance of the NYSE FANG (TR) (300%). It was launched on Jan 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWCF or FNGU.
Key characteristics
| ^DWCF | FNGU | |
|---|---|---|
| YTD Return | 24.72% | 126.45% |
| 1Y Return | 33.45% | 168.87% |
| 3Y Return (Ann) | 7.08% | 4.09% |
| 5Y Return (Ann) | 13.39% | 63.54% |
| Sharpe Ratio | 2.87 | 2.63 |
| Sortino Ratio | 3.84 | 2.73 |
| Omega Ratio | 1.54 | 1.37 |
| Calmar Ratio | 4.18 | 3.04 |
| Martin Ratio | 18.28 | 10.86 |
| Ulcer Index | 1.99% | 17.24% |
| Daily Std Dev | 12.68% | 71.12% |
| Max Drawdown | -35.14% | -92.34% |
| Current Drawdown | -0.46% | -5.75% |
Correlation
The correlation between ^DWCF and FNGU 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.
Performance
^DWCF vs. FNGU - Performance Comparison
In the year-to-date period, ^DWCF achieves a 24.72% return, which is significantly lower than FNGU's 126.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^DWCF vs. FNGU - 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+™ Index 3X Leveraged ETN (FNGU). 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.
Drawdowns
^DWCF vs. FNGU - Drawdown Comparison
The maximum ^DWCF drawdown since its inception was -35.14%, smaller than the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for ^DWCF and FNGU. For additional features, visit the drawdowns tool.
Volatility
^DWCF vs. FNGU - Volatility Comparison
The current volatility for Dow Jones U.S. Total Stock Market Index (^DWCF) is 3.96%, while MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a volatility of 18.92%. This indicates that ^DWCF experiences smaller price fluctuations and is considered to be less risky than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.