AMDG vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about Leverage Shares 2X Long AMD Daily ETF (AMDG) and Roundhill BRKB WeeklyPay ETF (BRKW).

AMDG and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMDG is an actively managed fund by Leverage Shares. It was launched on Jan 24, 2025. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

AMDG vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long AMD Daily ETF (AMDG) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

AMDG vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
AMDG Leverage Shares 2X Long AMD Daily ETF	-16.65%	124.76%
BRKW Roundhill BRKB WeeklyPay ETF	-6.49%	2.09%

Returns By Period

In the year-to-date period, AMDG achieves a -16.65% return, which is significantly lower than BRKW's -6.49% return.

AMDG

• 1D: 6.82%
• 1M: 8.29%
• YTD: -16.65%
• 6M: 21.40%
• 1Y: 149.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRKW

• 1D: -0.03%
• 1M: -0.58%
• YTD: -6.49%
• 6M: -6.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AMDG vs. BRKW - Expense Ratio Comparison

AMDG has a 0.75% expense ratio, which is lower than BRKW's 0.99% expense ratio.

BRKW

Roundhill BRKB WeeklyPay ETF

AMDG

Leverage Shares 2X Long AMD Daily ETF

Return for Risk

AMDG vs. BRKW — Risk / Return Rank

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

AMDG

AMDG Risk / Return Rank: 71
AMDG Sharpe Ratio Rank: 63
AMDG Sortino Ratio Rank: 82
AMDG Omega Ratio Rank: 74
AMDG Calmar Ratio Rank: 84
AMDG Martin Ratio Rank: 50

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.

AMDG vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long AMD Daily ETF (AMDG) and Roundhill BRKB WeeklyPay ETF (BRKW). 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.

	AMDG	BRKW	Difference
Sharpe ratio Return per unit of total volatility	1.16	—	—
Sortino ratio Return per unit of downside risk	2.22	—	—
Omega ratio Gain probability vs. loss probability	1.29	—	—
Calmar ratio Return relative to maximum drawdown	2.65	—	—
Martin ratio Return relative to average drawdown	5.15	—	—
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

	AMDG	BRKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	-0.32	+0.74

Correlation

The correlation between AMDG and BRKW is -0.20. 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

AMDG vs. BRKW - Dividend Comparison

AMDG's dividend yield for the trailing twelve months is around 13.44%, less than BRKW's 20.90% yield.

	TTM	2025
AMDG Leverage Shares 2X Long AMD Daily ETF	13.44%	11.21%
BRKW Roundhill BRKB WeeklyPay ETF	20.90%	14.45%

Drawdowns

AMDG vs. BRKW - Drawdown Comparison

The maximum AMDG drawdown since its inception was -63.04%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for AMDG and BRKW.

Drawdown Indicators

	AMDG	BRKW	Difference
Max Drawdown Largest peak-to-trough decline	-63.04%	-11.86%	-51.18%
Max Drawdown (1Y) Largest decline over 1 year	-56.48%	—	—
Current Drawdown Current decline from peak	-49.06%	-9.47%	-39.59%
Average Drawdown Average peak-to-trough decline	-27.74%	-4.29%	-23.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.05%	—	—

Volatility

Volatility by Period

	AMDG	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	32.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	98.81%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	129.88%	17.90%	+111.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	124.87%	17.90%	+106.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	124.87%	17.90%	+106.97%