APLX vs. FUTG
APLX (Tradr 2X Long APLD Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.42 correlation, their price movements are largely independent. APLX charges 1.30%/yr vs 0.75%/yr for FUTG.
Performance
APLX vs. FUTG - Performance Comparison
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Returns By Period
In the year-to-date period, APLX achieves a 54.31% return, which is significantly higher than FUTG's -74.99% return.
APLX
- 1D
- -14.59%
- 1M
- -22.03%
- YTD
- 54.31%
- 6M
- 37.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUTG
- 1D
- 1.13%
- 1M
- 16.23%
- YTD
- -74.99%
- 6M
- -75.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
APLX vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
APLX Tradr 2X Long APLD Daily ETF | 54.31% | -61.51% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -74.99% | -0.20% |
Correlation
The correlation between APLX and FUTG is 0.42, 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 14, 2025 | 0.42 |
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Return for Risk
APLX vs. FUTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long APLD Daily ETF (APLX) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
APLX vs. FUTG - Drawdown Comparison
The maximum APLX drawdown since its inception was -84.39%, roughly equal to the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for APLX and FUTG.
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Drawdown Indicators
| APLX | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.39% | -86.19% | +1.80% |
Current DrawdownCurrent decline from peak | -51.04% | -83.95% | +32.91% |
Average DrawdownAverage peak-to-trough decline | -45.33% | -43.67% | -1.66% |
Volatility
APLX vs. FUTG - Volatility Comparison
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Volatility by Period
| APLX | FUTG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 214.61% | 131.62% | +82.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 214.61% | 131.62% | +82.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 214.61% | 131.62% | +82.99% |
APLX vs. FUTG - Expense Ratio Comparison
APLX has a 1.30% expense ratio, which is higher than FUTG's 0.75% expense ratio.
Dividends
APLX vs. FUTG - Dividend Comparison
Neither APLX nor FUTG has paid dividends to shareholders.
Frequently Asked Questions
APLX and FUTG have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUTG is cheaper with a 0.75% expense ratio, compared with 1.30% for APLX.
APLX and FUTG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.30% for APLX and 0.75% for FUTG.
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