Defiance 5G Next Gen Connectivity ETF

10-Year Study

FIVG.US · · US · ETF

Executive Summary: Defiance 5G Next Gen Connectivity ETF has compounded at 18.5% annually over the last 10 years, with a maximum drawdown of 30.8% and an annualized volatility of 17.3%.

1Y CAGR
+72.8%
3Y CAGR
+35.5%
5Y CAGR
+17.1%
10Y CAGR
+18.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
30.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.91.71.111.0————————18.5%
20252.9-3.2-10.3-0.28.614.82.86.07.510.0-4.9-0.934.8%
20241.45.22.4-5.97.95.6-0.62.12.50.26.72.934.1%
20239.8-3.23.6-6.54.75.50.4-2.6-4.6-5.913.08.321.8%
2022-8.1-1.5-0.3-10.14.4-10.110.8-5.8-12.95.67.7-7.5-27.3%
20213.1-0.32.12.52.13.61.10.5-5.84.36.14.325.7%
2020-3.2-4.7-9.615.05.53.67.01.7-3.7-0.514.14.229.8%
2019———4.8-12.97.23.3-4.33.60.31.55.57.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 53.8% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-03-0110000
2019-04-0110480.876436085122
2019-05-019132.02508384049
2019-06-019792.481017455568
2019-07-0110115.239358537627
2019-08-019678.12303068496
2019-09-0110025.956398538687
2019-10-0110054.645049555127
2019-11-0110206.240993482255
2019-12-0110764.193390593118
2020-01-0110415.126102265565
2020-02-019926.40545745398
2020-03-018973.55444013062
2020-04-0110320.202362957709
2020-05-0110884.368431026049
2020-06-0111271.114362393628
2020-07-0112056.416606806835
2020-08-0112258.955838867614
2020-09-0111805.62227050181
2020-10-0111747.58393964366
2020-11-0113401.52212904164
2020-12-0113969.742507238265
2021-01-0114406.285943442374
2021-02-0114364.729264627465
2021-03-0114663.514293646629
2021-04-0115034.17519026613
2021-05-0115346.533344497375
2021-06-0115896.28898417497
2021-07-0116063.397071201618
2021-08-0116138.62215151662
2021-09-0115209.435966137697
2021-10-0115866.895235744912
2021-11-0116834.200750047374
2021-12-0117556.74932464888
2022-01-0116142.103569996341
2022-02-0115897.919521943955
2022-03-0115843.847364037387
2022-04-0114248.476328557768
2022-05-0114877.335084325245
2022-06-0113367.368973069686
2022-07-0114809.733869794947
2022-08-0113944.314931759789
2022-09-0112140.896090675527
2022-10-0112816.291275741563
2022-11-0113803.78020350874
2022-12-0112770.06332656146
2023-01-0114026.987603506095
2023-02-0113573.786240905345
2023-03-0114056.469489112855
2023-04-0113139.093685411975
2023-05-0113752.087749373122
2023-06-0114503.457180756128
2023-07-0114558.234436076309
2023-08-0114178.627616021575
2023-09-0113519.802220175481
2023-10-0112717.26915771707
2023-11-0114365.302156276028
2023-12-0115557.974431405039
2024-01-0115772.147770790456
2024-02-0116592.440474354287
2024-03-0116998.091830124406
2024-04-0115997.690805970413
2024-05-0117267.74752224362
2024-06-0118229.103777118708
2024-07-0118111.881332105288
2024-08-0118495.14584499315
2024-09-0118959.05587456317
2024-10-0118998.40912396053
2024-11-0120274.591374014515
2024-12-0120864.317223326387
2025-01-0121468.5416382057
2025-02-0120776.75293827313
2025-03-0118640.74846090455
2025-04-0118599.103644912942
2025-05-0120193.41703427214
2025-06-0123186.86403518436
2025-07-0123837.316399243784
2025-08-0125256.280875554716
2025-09-0127139.067244258964
2025-10-0129858.275419863472
2025-11-0128387.177803533414
2025-12-0128131.579991098148
2026-01-0129217.474076652903
2026-02-0129707.648984880067
2026-03-0130043.8923139975
2026-04-0133349.65340055262
Annual Return Matrix
YearAnnual Return
20200.2977974289691314
20210.256769716088328
2022-0.27264078956616034
20230.21831615345593347
20240.3410690006798096
20250.3483105960278887
20260.1854881030893274
Total Factor Risk
0.1728188110285772
VTI.US Exposure
0.3779165051129438
VEA.US Exposure
0.1049046798375673
VWO.US Exposure
0.0032399244662239474
QQQ.US Exposure
0.5381366299280937
VTV.US Exposure
0.03416822645508281
IJR.US Exposure
0.168264001050862
QUAL.US Exposure
-0.26749951176483316
SHV.US Exposure
0.022997458512219182
TLT.US Exposure
0.018695136619214275
LQD.US Exposure
0.02574005004227267
HYG.US Exposure
-0.028422426302950842
GLD.US Exposure
-0.0032599903820660203
USO.US Exposure
0.001363323245375877
VNQ.US Exposure
-0.07390418769587795
BTC-USD.CC Exposure
-0.008332065915638735
CPER.US Exposure
-0.005128570448462752
VIX.INDX Exposure
-0.045162918033253036
UUP.US Exposure
-0.004517354137254383
TIP.US Exposure
0.006876848180360516
Idiosyncratic Exposure
0.1339242412301207
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.05%
Market Cap$40.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+19.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Defiance 5G Next Gen Connectivity ETF a high-risk investment?

Defiance 5G Next Gen Connectivity ETF (FIVG.US) has an annualized volatility of 17.3% and experienced a maximum drawdown of 30.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of FIVG.US?

Over the past 10 years, FIVG.US has generated a Compound Annual Growth Rate (CAGR) of 18.5%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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