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ADBG vs. BOEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADBG vs. BOEG - Performance Comparison

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

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Returns By Period

In the year-to-date period, ADBG achieves a -73.48% return, which is significantly lower than BOEG's -7.07% return.


ADBG

1D
-0.73%
1M
-39.24%
YTD
-73.48%
6M
-74.65%
1Y
-79.49%
3Y*
5Y*
10Y*

BOEG

1D
-2.30%
1M
-0.32%
YTD
-7.07%
6M
-7.05%
1Y
-0.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADBG vs. BOEG - Yearly Performance Comparison


Correlation

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


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2025

0.11

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Return for Risk

ADBG vs. BOEG — Risk / Return Rank

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

ADBG
ADBG Risk / Return Rank: 00
Overall Rank
ADBG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADBG Sortino Ratio Rank: 00
Sortino Ratio Rank
ADBG Omega Ratio Rank: 00
Omega Ratio Rank
ADBG Calmar Ratio Rank: 11
Calmar Ratio Rank
ADBG Martin Ratio Rank: 00
Martin Ratio Rank

BOEG
BOEG Risk / Return Rank: 1010
Overall Rank
BOEG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BOEG Sortino Ratio Rank: 1111
Sortino Ratio Rank
BOEG Omega Ratio Rank: 1111
Omega Ratio Rank
BOEG Calmar Ratio Rank: 88
Calmar Ratio Rank
BOEG Martin Ratio Rank: 88
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.

ADBG vs. BOEG - 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 BA Daily ETF (BOEG). 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.


ADBGBOEGDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

0.71

1.05

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.01

-0.97

Martin ratioReturn relative to average drawdown

-1.70

-0.02

-1.68

ADBG vs. BOEG - Sharpe Ratio Comparison

The current ADBG Sharpe Ratio is -1.15, which is lower than the BOEG Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of ADBG and BOEG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ADBG vs. BOEG - Drawdown Comparison

The maximum ADBG drawdown since its inception was -83.90%, which is greater than BOEG's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for ADBG and BOEG.


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Drawdown Indicators


ADBGBOEGDifference

Max Drawdown

Largest peak-to-trough decline

-83.90%

-46.47%

-37.43%

Max Drawdown (1Y)

Largest decline over 1 year

-80.96%

-46.47%

-34.49%

Current Drawdown

Current decline from peak

-83.90%

-30.23%

-53.67%

Average Drawdown

Average peak-to-trough decline

-42.93%

-19.52%

-23.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.82%

23.39%

+23.43%

Volatility

ADBG vs. BOEG - Volatility Comparison

Leverage Shares 2X Long ADBE Daily ETF (ADBG) has a higher volatility of 32.27% compared to Leverage Shares 2X Long BA Daily ETF (BOEG) at 21.41%. This indicates that ADBG's price experiences larger fluctuations and is considered to be riskier than BOEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADBGBOEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.27%

21.41%

+10.86%

Volatility (6M)

Calculated over the trailing 6-month period

59.17%

47.04%

+12.13%

Volatility (1Y)

Calculated over the trailing 1-year period

69.28%

64.38%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.78%

64.07%

+4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.78%

64.07%

+4.71%

ADBG vs. BOEG - Expense Ratio Comparison

Both ADBG and BOEG have an expense ratio of 0.75%.


Dividends

ADBG vs. BOEG - Dividend Comparison

Neither ADBG nor BOEG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ADBG and BOEG 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.

ADBG has higher volatility (32.27%) compared to BOEG (21.41%). In terms of maximum drawdown, ADBG dropped -83.90% vs BOEG's -46.47%.

On 1-year performance, BOEG leads with -0.44% vs -79.49% for ADBG. Both ETFs have the same 0.75% expense ratio. On volatility, BOEG has been the lower-risk option at 21.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BOEG has performed better with a -0.44% return vs -79.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ADBG and BOEG have the same expense ratio: 0.75% per year.

ADBG and BOEG have nearly identical dividend yields, around 0.00%.

BOEG currently has the higher Sharpe Ratio (-0.01 vs -1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ADBG and BOEG

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