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Issuer
Global X
Inception Date
Jun 18, 2007
Leveraged
2x
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

NRGU.TO Performance Chart

BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) is up 49.0% since the beginning of the year. NRGU.TO is currently trading at CA$49 per share. Investors who bought CA$1,000 worth of NRGU.TO shares 5 years ago would now be looking at an investment worth CA$5,196.


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S&P 500 Index

Returns By Period

BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) has returned 48.99% so far this year and 91.01% over the past 12 months. Over the last ten years, NRGU.TO has returned 3.88% per year, falling short of the S&P 500 Index benchmark, which averaged 14.61% annually.


BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF

1D
-0.51%
1M
-15.98%
YTD
48.99%
6M
47.81%
1Y
91.01%
3Y*
33.54%
5Y*
39.04%
10Y*
3.88%

Benchmark (S&P 500 Index)

1D
0.93%
1M
1.99%
YTD
13.67%
6M
12.89%
1Y
25.52%
3Y*
21.80%
5Y*
14.76%
10Y*
14.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRGU.TO Monthly Returns History

Based on dividend-adjusted daily data since Jun 26, 2007, NRGU.TO's average daily return is +0.05%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 51% of months were positive and 49% were negative. The best month was Nov 2020 with a return of +71.7%, while the worst month was Mar 2020 at -80.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, NRGU.TO closed higher 51% of trading days. The best single day was Nov 9, 2020 with a return of +32.1%, while the worst single day was Mar 9, 2020 at -54.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202622.61%21.31%32.52%1.62%-11.47%-15.98%48.99%
2025-0.04%-4.35%10.31%-26.98%11.45%10.36%7.34%3.11%6.10%-1.14%17.12%-5.72%21.43%
20240.48%15.12%18.61%5.66%3.44%-10.45%3.91%-5.54%-13.27%5.28%6.02%-8.57%16.67%
20236.24%-9.43%-8.45%6.95%-17.39%7.76%17.97%14.07%4.66%-3.16%-7.18%-10.87%-5.38%
202237.31%16.55%14.10%15.53%23.22%-29.26%6.27%-0.00%-19.75%46.45%-2.81%-12.09%96.21%
2021-2.68%47.75%11.51%1.21%20.24%16.71%-22.01%-3.97%39.51%26.18%-6.89%8.01%201.95%

Benchmark Metrics

BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF has an annualized alpha of -3.81%, beta of 1.56, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since June 26, 2007.

  • This ETF participated in 164.72% of S&P 500 Index downside but only 82.83% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.22 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-3.81%
Beta
1.56
0.22
Upside Capture
82.83%
Downside Capture
164.72%

Return for Risk

Risk / Return Rank

NRGU.TO ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


NRGU.TO Risk / Return Rank: 6262
Overall Rank
NRGU.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NRGU.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
NRGU.TO Omega Ratio Rank: 5555
Omega Ratio Rank
NRGU.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
NRGU.TO Martin Ratio Rank: 6363
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NRGU.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

2.89

2.79

+0.09

Martin ratioReturn relative to average drawdown

9.72

10.35

-0.64

Dividends

Dividend History


BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF. 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 BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF was 99.71%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF drawdown is 87.78%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-99.71%Mar 2020
11y 9mo
18y 16dJun 2008 - now
Financial crisis2007–2009
-35.28%Jan 2008
6mo 5d2mo 24d
8mo 29dJul 2007 - Apr 2008
Financial crisis2007–2009
-13.62%May 2008
8d20d
28dMay 2008 - Jun 2008
Financial crisis2007–2009
-10.55%May 2008
8d5d
13dApr 2008 - May 2008
2007 pullback2007
-4.09%Jun 2007
0s7d
7dJun 2007 - Jul 2007

Drawdown Indicators


NRGU.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.71%

-48.87%

-50.84%

Max Drawdown (1Y)

Largest decline over 1 year

-31.71%

-9.17%

-22.54%

Max Drawdown (3Y)

Largest decline over 3 years

-51.12%

-19.59%

-31.53%

Max Drawdown (5Y)

Largest decline over 5 years

-52.50%

-23.14%

-29.36%

Max Drawdown (10Y)

Largest decline over 10 years

-97.54%

-27.97%

-69.57%

Current Drawdown

Current decline from peak

-87.78%

0.00%

-87.78%

Average Drawdown

Average peak-to-trough decline

-83.54%

-9.64%

-73.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.40%

2.47%

+6.93%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with NRGU.TO

Add BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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