ADBG vs. BMNG
ADBG (Leverage Shares 2X Long ADBE Daily ETF) and BMNG (Leverage Shares 2X Long BMNR Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.11 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
ADBG vs. BMNG - Performance Comparison
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Returns By Period
In the year-to-date period, ADBG achieves a -54.70% return, which is significantly higher than BMNG's -78.43% return.
ADBG
- 1D
- -5.32%
- 1M
- -1.91%
- YTD
- -54.70%
- 6M
- -54.25%
- 1Y
- -71.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BMNG
- 1D
- -22.44%
- 1M
- -55.66%
- YTD
- -78.43%
- 6M
- -87.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ADBG vs. BMNG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ADBG Leverage Shares 2X Long ADBE Daily ETF | -54.70% | -7.68% |
BMNG Leverage Shares 2X Long BMNR Daily ETF | -78.43% | -81.37% |
Correlation
The correlation between ADBG and BMNG is 0.11, 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 Oct 28, 2025 | 0.11 |
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Return for Risk
ADBG vs. BMNG — Risk / Return Rank
ADBG
BMNG
ADBG vs. BMNG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long ADBE Daily ETF (ADBG) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). 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 | BMNG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.77 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | — | — |
| Martin ratioReturn relative to average drawdown | -1.42 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADBG | BMNG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.93 | -0.52 | -0.41 |
Drawdowns
ADBG vs. BMNG - Drawdown Comparison
The maximum ADBG drawdown since its inception was -76.71%, smaller than the maximum BMNG drawdown of -95.98%. Use the drawdown chart below to compare losses from any high point for ADBG and BMNG.
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Drawdown Indicators
| ADBG | BMNG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.71% | -95.98% | +19.27% |
Max Drawdown (1Y)Largest decline over 1 year | -76.23% | — | — |
Current DrawdownCurrent decline from peak | -72.49% | -95.98% | +23.49% |
Average DrawdownAverage peak-to-trough decline | -41.84% | -81.57% | +39.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.52% | — | — |
Volatility
ADBG vs. BMNG - Volatility Comparison
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Volatility by Period
| ADBG | BMNG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 56.40% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 67.29% | 193.00% | -125.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.90% | 193.00% | -126.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.90% | 193.00% | -126.10% |
ADBG vs. BMNG - Expense Ratio Comparison
Both ADBG and BMNG have an expense ratio of 0.75%.
Dividends
ADBG vs. BMNG - Dividend Comparison
Neither ADBG nor BMNG has paid dividends to shareholders.
Frequently Asked Questions
ADBG and BMNG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ADBG and BMNG have the same expense ratio: 0.75% per year.
ADBG and BMNG have nearly identical dividend yields, around 0.00%.
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