ADBG vs. GEVG

Last updated Apr 2, 2026

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

ADBG and GEVG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ADBG is an actively managed fund by Leverage Shares. It was launched on Mar 20, 2025. GEVG is an actively managed fund by Leverage Shares. It was launched on Dec 16, 2025.

Performance

ADBG vs. GEVG - 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 GEV Daily ETF (GEVG). The values are adjusted to include any dividend payments, if applicable.

ADBG vs. GEVG - Yearly Performance Comparison

	2026 (YTD)	2025
ADBG Leverage Shares 2X Long ADBE Daily ETF	-55.77%	0.69%
GEVG Leverage Shares 2X Long GEV Daily ETF	73.61%	-11.09%

Returns By Period

In the year-to-date period, ADBG achieves a -55.77% return, which is significantly lower than GEVG's 73.61% return.

ADBG

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

GEVG

• 1D: 5.45%
• 1M: 0.13%
• YTD: 73.61%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ADBG vs. GEVG - Expense Ratio Comparison

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

ADBG

Leverage Shares 2X Long ADBE Daily ETF

GEVG

Leverage Shares 2X Long GEV Daily ETF

Return for Risk

ADBG vs. GEVG — 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

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. GEVG - 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 GEV Daily ETF (GEVG). 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	GEVG	Difference
Sharpe ratio Return per unit of total volatility	-1.11	—	—
Sortino ratio Return per unit of downside risk	-1.93	—	—
Omega ratio Gain probability vs. loss probability	0.76	—	—
Calmar ratio Return relative to maximum drawdown	-0.92	—	—
Martin ratio Return relative to average drawdown	-1.66	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ADBG	GEVG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.11	3.77	-4.88

Correlation

The correlation between ADBG and GEVG is -0.31. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

ADBG vs. GEVG - Dividend Comparison

Neither ADBG nor GEVG has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ADBG vs. GEVG - Drawdown Comparison

The maximum ADBG drawdown since its inception was -74.57%, which is greater than GEVG's maximum drawdown of -22.16%. Use the drawdown chart below to compare losses from any high point for ADBG and GEVG.

Drawdown Indicators

	ADBG	GEVG	Difference
Max Drawdown Largest peak-to-trough decline	-74.57%	-22.16%	-52.41%
Max Drawdown (1Y) Largest decline over 1 year	-74.57%	—	—
Current Drawdown Current decline from peak	-73.14%	-6.79%	-66.35%
Average Drawdown Average peak-to-trough decline	-36.46%	-7.41%	-29.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.47%	—	—

Volatility

Volatility by Period

	ADBG	GEVG	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	47.86%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	61.99%	95.38%	-33.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.84%	95.38%	-33.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.84%	95.38%	-33.54%