ASMG vs. ASML
ASMG (Leverage Shares 2X Long ASML Daily ETF) is Leveraged Equities fund actively managed by Leverage Shares, while ASML (ASML Holding N.V.) is a stock. Over the past year, ASMG returned 284.81% vs 129.88% for ASML. With a 1.00 correlation, they move nearly in lockstep.
Performance
ASMG vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, ASMG achieves a 132.71% return, which is significantly higher than ASML's 66.82% return.
ASMG
- 1D
- -15.76%
- 1M
- 13.68%
- YTD
- 132.71%
- 6M
- 134.72%
- 1Y
- 284.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ASML
- 1D
- -7.82%
- 1M
- 8.91%
- YTD
- 66.82%
- 6M
- 68.08%
- 1Y
- 129.88%
- 3Y*
- 37.97%
- 5Y*
- 21.90%
- 10Y*
- 35.31%
ASMG vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASMG Leverage Shares 2X Long ASML Daily ETF | 132.71% | 62.68% |
ASML ASML Holding N.V. | 66.82% | 49.12% |
Correlation
The correlation between ASMG and ASML is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025 | 1.00 |
The correlation between ASMG and ASML has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
ASMG vs. ASML — Risk / Return Rank
ASMG
ASML
ASMG vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long ASML Daily ETF (ASMG) and ASML Holding N.V. (ASML). 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.
| ASMG | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 8.30 | 7.32 | +0.98 |
| Martin ratioReturn relative to average drawdown | 20.59 | 19.64 | +0.95 |
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Drawdowns
ASMG vs. ASML - Drawdown Comparison
The maximum ASMG drawdown since its inception was -43.95%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ASMG and ASML.
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Drawdown Indicators
| ASMG | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.95% | -90.00% | +46.05% |
Max Drawdown (1Y)Largest decline over 1 year | -34.56% | -17.85% | -16.71% |
Max Drawdown (3Y)Largest decline over 3 years | — | -45.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.84% | — |
Current DrawdownCurrent decline from peak | -15.94% | -7.84% | -8.10% |
Average DrawdownAverage peak-to-trough decline | -12.92% | -28.10% | +15.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.90% | 6.64% | +7.26% |
Volatility
ASMG vs. ASML - Volatility Comparison
Leverage Shares 2X Long ASML Daily ETF (ASMG) has a higher volatility of 37.34% compared to ASML Holding N.V. (ASML) at 18.58%. This indicates that ASMG's price experiences larger fluctuations and is considered to be riskier than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASMG | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.34% | 18.58% | +18.76% |
Volatility (6M)Calculated over the trailing 6-month period | 70.58% | 35.41% | +35.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 87.62% | 43.81% | +43.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.74% | 42.68% | +45.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.74% | 38.80% | +48.94% |
Dividends
ASMG vs. ASML - Dividend Comparison
ASMG's dividend yield for the trailing twelve months is around 4.81%, more than ASML's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMG Leverage Shares 2X Long ASML Daily ETF | 4.81% | 11.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 0.49% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
Frequently Asked Questions
With a correlation of 1.00, ASMG and ASML move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ASMG has higher volatility (37.34%) compared to ASML (18.58%). In terms of maximum drawdown, ASMG dropped -43.95% vs ASML's -90.00%.
ASMG currently has the higher Sharpe Ratio (3.28 vs 2.99), 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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