ADBG vs. ADBE

Last updated Apr 2, 2026

Compare and contrast key facts about Leverage Shares 2X Long ADBE Daily ETF (ADBG) and Adobe Inc (ADBE).

ADBG is an actively managed fund by Leverage Shares. It was launched on Mar 20, 2025.

Performance

ADBG vs. ADBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long ADBE Daily ETF (ADBG) and Adobe Inc (ADBE). The values are adjusted to include any dividend payments, if applicable.

ADBG vs. ADBE - Yearly Performance Comparison

	2026 (YTD)	2025
ADBG Leverage Shares 2X Long ADBE Daily ETF	-55.77%	-30.89%
ADBE Adobe Inc	-31.04%	-9.62%

Returns By Period

In the year-to-date period, ADBG achieves a -55.77% return, which is significantly lower than ADBE's -31.04% return.

ADBG

• 1D: -1.53%
• 1M: -16.76%
• YTD: -55.77%
• 6M: -56.37%
• 1Y: -68.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ADBE

• 1D: -0.70%
• 1M: -7.48%
• YTD: -31.04%
• 6M: -29.78%
• 1Y: -37.01%
• 3Y*: -14.44%
• 5Y*: -12.97%
• 10Y*: 9.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ADBG vs. ADBE — Risk / Return Rank

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

ADBG

ADBG Risk / Return Rank: 0
ADBG Sharpe Ratio Rank: 0
ADBG Sortino Ratio Rank: 0
ADBG Omega Ratio Rank: 0
ADBG Calmar Ratio Rank: 0
ADBG Martin Ratio Rank: 1

ADBE

ADBE Risk / Return Rank: 5
ADBE Sharpe Ratio Rank: 2
ADBE Sortino Ratio Rank: 4
ADBE Omega Ratio Rank: 5
ADBE Calmar Ratio Rank: 10
ADBE Martin Ratio Rank: 4

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.

ADBG vs. ADBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long ADBE Daily ETF (ADBG) and Adobe Inc (ADBE). 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.

	ADBG	ADBE	Difference
Sharpe ratio Return per unit of total volatility	-1.11	-1.20	+0.09
Sortino ratio Return per unit of downside risk	-1.93	-1.69	-0.25
Omega ratio Gain probability vs. loss probability	0.76	0.79	-0.03
Calmar ratio Return relative to maximum drawdown	-0.92	-0.84	-0.08
Martin ratio Return relative to average drawdown	-1.66	-1.72	+0.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADBG vs. ADBE - Sharpe Ratio Comparison

The current ADBG Sharpe Ratio is -1.11, which is comparable to the ADBE Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of ADBG and ADBE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ADBG	ADBE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.11	-1.20	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.37	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.11	0.41	-1.52

Correlation

The correlation between ADBG and ADBE is 0.99, 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.

Dividends

ADBG vs. ADBE - Dividend Comparison

Neither ADBG nor ADBE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ADBG vs. ADBE - Drawdown Comparison

The maximum ADBG drawdown since its inception was -74.57%, smaller than the maximum ADBE drawdown of -79.89%. Use the drawdown chart below to compare losses from any high point for ADBG and ADBE.

Drawdown Indicators

	ADBG	ADBE	Difference
Max Drawdown Largest peak-to-trough decline	-74.57%	-79.89%	+5.32%
Max Drawdown (1Y) Largest decline over 1 year	-74.57%	-44.18%	-30.39%
Max Drawdown (5Y) Largest decline over 5 years	—	-65.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-65.88%	—
Current Drawdown Current decline from peak	-73.14%	-64.94%	-8.20%
Average Drawdown Average peak-to-trough decline	-36.46%	-25.80%	-10.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.47%	21.49%	+19.98%

Volatility

ADBG vs. ADBE - Volatility Comparison

Leverage Shares 2X Long ADBE Daily ETF (ADBG) has a higher volatility of 23.19% compared to Adobe Inc (ADBE) at 11.21%. This indicates that ADBG's price experiences larger fluctuations and is considered to be riskier than ADBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADBG	ADBE	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.19%	11.21%	+11.98%
Volatility (6M) Calculated over the trailing 6-month period	47.86%	23.64%	+24.22%
Volatility (1Y) Calculated over the trailing 1-year period	61.99%	30.99%	+31.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.84%	35.52%	+26.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.84%	33.86%	+27.98%