2x ETFs

The chart shows the growth of an initial investment of $10,000 in 2x ETFs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 16, 2026, the 2x ETFs returned 72.07% Year-To-Date and 50.64% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 1, 2007, 2x ETFs's average daily return is +0.15%, while the average monthly return is +2.97%. At this rate, an investment would double in approximately 2.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +47.8%, while the worst month was Oct 2008 at -33.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 2x ETFs closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +29.8%, while the worst single day was Mar 16, 2020 at -28.3%.

2x ETFs has an annualized alpha of 15.99%, beta of 2.29, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since February 01, 2007.

• This portfolio captured 374.29% of S&P 500 Index gains and 181.46% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 15.99% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 2.29 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

2x ETFs has a high expense ratio of 0.95%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

2x ETFs ranks 83 for risk / return — in the top 83% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2x ETFs Sharpe ratio is 3.26 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.72 to 2.63, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2x ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2x ETFs provided a 0.17% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the 2x ETFs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 2x ETFs was 84.99%, occurring on Mar 9, 2009. Recovery took 1181 trading sessions.

The current 2x ETFs drawdown is 4.07%.

The chart below shows the rolling one-month volatility.