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ARMG vs. LVHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARMG vs. LVHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long ARM Daily ETF (ARMG) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARMG achieves a 188.60% return, which is significantly higher than LVHD's 13.57% return.


ARMG

1D
-0.48%
1M
-46.52%
6M
209.21%
YTD
188.60%
1Y
58.82%
3Y*
5Y*
10Y*
ALL TIME*
4.97%

LVHD

1D
-0.01%
1M
-0.57%
6M
7.71%
YTD
13.57%
1Y
14.82%
3Y*
10.47%
5Y*
7.44%
10Y*
8.26%
ALL TIME*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.41M$19.14M$65.85M
$2.34M$2.46M$2.92M

ARMG vs. LVHD - Yearly Performance Comparison


Correlation

The correlation between ARMG and LVHD is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.19

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2025

-0.06

The correlation between ARMG and LVHD shifts across timeframes, from -0.19 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ARMG vs. LVHD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ARMG
ARMG Risk / Return Rank: 3030
Overall Rank
ARMG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ARMG Sortino Ratio Rank: 4444
Sortino Ratio Rank
ARMG Omega Ratio Rank: 4141
Omega Ratio Rank
ARMG Calmar Ratio Rank: 2525
Calmar Ratio Rank
ARMG Martin Ratio Rank: 2121
Martin Ratio Rank

LVHD
LVHD Risk / Return Rank: 5858
Overall Rank
LVHD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LVHD Sortino Ratio Rank: 6262
Sortino Ratio Rank
LVHD Omega Ratio Rank: 5454
Omega Ratio Rank
LVHD Calmar Ratio Rank: 6868
Calmar Ratio Rank
LVHD Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ARMG vs. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long ARM Daily ETF (ARMG) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). 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.


ARMGLVHDDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.20

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

0.77

2.41

-1.64

Martin ratioReturn relative to average drawdown

1.43

5.96

-4.53

ARMG vs. LVHD - Sharpe Ratio Comparison

The current ARMG Sharpe Ratio is 0.40, which is lower than the LVHD Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ARMG and LVHD, 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

ARMG vs. LVHD - Drawdown Comparison

The maximum ARMG drawdown since its inception was -80.28%, which is greater than LVHD's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for ARMG and LVHD.


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Drawdown Indicators


ARMGLVHDDifference

Max Drawdown

Largest peak-to-trough decline

-80.28%

-37.32%

-42.96%

Max Drawdown (1Y)

Largest decline over 1 year

-76.64%

-6.17%

-70.47%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-16.75%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-73.68%

-2.13%

-71.55%

Average Drawdown

Average peak-to-trough decline

-52.19%

-4.00%

-48.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.34%

2.49%

+38.85%

Volatility

ARMG vs. LVHD - Volatility Comparison

Leverage Shares 2X Long ARM Daily ETF (ARMG) has a higher volatility of 49.60% compared to Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) at 4.27%. This indicates that ARMG's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARMGLVHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

49.60%

4.27%

+45.33%

Volatility (6M)

Calculated over the trailing 6-month period

128.11%

8.31%

+119.80%

Volatility (1Y)

Calculated over the trailing 1-year period

147.13%

10.53%

+136.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

145.23%

13.05%

+132.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

145.23%

15.58%

+129.65%

ARMG vs. LVHD - Expense Ratio Comparison

ARMG has a 0.75% expense ratio, which is higher than LVHD's 0.27% expense ratio.


Dividends

ARMG vs. LVHD - Dividend Comparison

ARMG's dividend yield for the trailing twelve months is around 1.69%, less than LVHD's 3.20% yield.


PositionTTM2025202420232022202120202019201820172016
ARMG
Leverage Shares 2X Long ARM Daily ETF
1.69%4.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LVHD
Franklin U.S. Low Volatility High Dividend Index ETF
3.20%3.35%4.23%3.55%3.30%2.56%3.27%3.30%3.82%3.33%2.48%

Frequently Asked Questions


ARMG and LVHD have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARMG has higher volatility (49.60%) compared to LVHD (4.27%). In terms of maximum drawdown, ARMG dropped -80.28% vs LVHD's -37.32%.

On 1-year performance, ARMG leads with 58.82% vs 14.82% for LVHD. On fees, LVHD is cheaper at 0.27% per year. On volatility, LVHD has been the lower-risk option at 4.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ARMG has performed better with a 58.82% return vs 14.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LVHD is cheaper with a 0.27% expense ratio, compared with 0.75% for ARMG.

LVHD has the higher dividend yield at 3.20%, compared with 1.69% for ARMG.

ARMG is categorized as Leveraged Equities, while LVHD is Dividend. They also come from different issuers: Leverage Shares and Franklin Templeton. Their fees differ too: 0.75% for ARMG and 0.27% for LVHD.

LVHD currently has the higher Sharpe Ratio (1.42 vs 0.40), 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.

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