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ABNG vs. DRIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABNG vs. DRIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2x Long ABNB Daily ETF (ABNG) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABNG achieves a -5.80% return, which is significantly higher than DRIP's -40.65% return.


ABNG

1D
-4.57%
1M
8.99%
YTD
-5.80%
6M
-7.81%
1Y
3Y*
5Y*
10Y*

DRIP

1D
-3.09%
1M
20.05%
YTD
-40.65%
6M
-41.35%
1Y
-37.54%
3Y*
-27.03%
5Y*
-38.96%
10Y*
-42.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABNG vs. DRIP - Yearly Performance Comparison


Correlation

The correlation between ABNG and DRIP is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.10

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Return for Risk

ABNG vs. DRIP — Risk / Return Rank

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

ABNG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DRIP
DRIP Risk / Return Rank: 44
Overall Rank
DRIP Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 44
Sortino Ratio Rank
DRIP Omega Ratio Rank: 44
Omega Ratio Rank
DRIP Calmar Ratio Rank: 44
Calmar Ratio Rank
DRIP Martin Ratio Rank: 44
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.

ABNG vs. DRIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Long ABNB Daily ETF (ABNG) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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.

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.


ABNGDRIPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.92

Calmar ratioReturn relative to maximum drawdown

-0.61

Martin ratioReturn relative to average drawdown

-1.12

ABNG vs. DRIP - Sharpe Ratio Comparison


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Drawdowns

ABNG vs. DRIP - Drawdown Comparison

The maximum ABNG drawdown since its inception was -33.03%, smaller than the maximum DRIP drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for ABNG and DRIP.


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Drawdown Indicators


ABNGDRIPDifference

Max Drawdown

Largest peak-to-trough decline

-33.03%

-99.95%

+66.92%

Max Drawdown (1Y)

Largest decline over 1 year

-62.18%

Max Drawdown (3Y)

Largest decline over 3 years

-76.02%

Max Drawdown (5Y)

Largest decline over 5 years

-96.24%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

Current Drawdown

Current decline from peak

-11.21%

-99.93%

+88.72%

Average Drawdown

Average peak-to-trough decline

-12.31%

-90.46%

+78.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.61%

Volatility

ABNG vs. DRIP - Volatility Comparison


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Volatility by Period


ABNGDRIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.24%

Volatility (6M)

Calculated over the trailing 6-month period

43.95%

Volatility (1Y)

Calculated over the trailing 1-year period

63.20%

56.86%

+6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.20%

68.37%

-5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.20%

96.46%

-33.26%

ABNG vs. DRIP - Expense Ratio Comparison

ABNG has a 0.75% expense ratio, which is lower than DRIP's 1.07% expense ratio.


Dividends

ABNG vs. DRIP - Dividend Comparison

ABNG has not paid dividends to shareholders, while DRIP's dividend yield for the trailing twelve months is around 3.33%.


PositionTTM20252024202320222021202020192018
ABNG
Leverage Shares 2x Long ABNB Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.33%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%

Frequently Asked Questions


ABNG and DRIP have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ABNG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ABNG is cheaper with a 0.75% expense ratio, compared with 1.07% for DRIP.

DRIP has the higher dividend yield at 3.33%, compared with 0.00% for ABNG.

They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for ABNG and 1.07% for DRIP.

Portfolio Optimizer

Find the right allocation for ABNG and DRIP

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