ASMG vs. ASML

Last updated Apr 1, 2026

Compare and contrast key facts about Leverage Shares 2X Long ASML Daily ETF (ASMG) and ASML Holding N.V. (ASML).

ASMG is an actively managed fund by Leverage Shares. It was launched on Jan 14, 2025.

Performance

ASMG vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long ASML Daily ETF (ASMG) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

ASMG vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025
ASMG Leverage Shares 2X Long ASML Daily ETF	40.33%	63.67%
ASML ASML Holding N.V.	23.62%	47.32%

Returns By Period

In the year-to-date period, ASMG achieves a 40.33% return, which is significantly higher than ASML's 23.62% return.

ASMG

• 1D: 10.26%
• 1M: -19.89%
• YTD: 40.33%
• 6M: 61.13%
• 1Y: 199.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ASML

• 1D: 5.33%
• 1M: -8.94%
• YTD: 23.62%
• 6M: 36.86%
• 1Y: 101.57%
• 3Y*: 26.02%
• 5Y*: 16.89%
• 10Y*: 30.71%

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

Return for Risk

ASMG vs. ASML — Risk / Return Rank

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

ASMG

ASMG Risk / Return Rank: 93
ASMG Sharpe Ratio Rank: 95
ASMG Sortino Ratio Rank: 92
ASMG Omega Ratio Rank: 86
ASMG Calmar Ratio Rank: 98
ASMG Martin Ratio Rank: 94

ASML

ASML Risk / Return Rank: 93
ASML Sharpe Ratio Rank: 94
ASML Sortino Ratio Rank: 92
ASML Omega Ratio Rank: 90
ASML Calmar Ratio Rank: 95
ASML Martin Ratio Rank: 95

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.

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.

	ASMG	ASML	Difference
Sharpe ratio Return per unit of total volatility	2.42	2.45	-0.02
Sortino ratio Return per unit of downside risk	2.76	3.04	-0.28
Omega ratio Gain probability vs. loss probability	1.35	1.39	-0.04
Calmar ratio Return relative to maximum drawdown	5.48	5.49	-0.01
Martin ratio Return relative to average drawdown	14.51	15.40	-0.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASMG vs. ASML - Sharpe Ratio Comparison

The current ASMG Sharpe Ratio is 2.42, which is comparable to the ASML Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ASMG and ASML, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ASMG	ASML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	2.45	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.41	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.21	0.54	+0.68

Correlation

The correlation between ASMG and ASML is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ASMG vs. ASML - Dividend Comparison

ASMG's dividend yield for the trailing twelve months is around 7.98%, more than ASML's 0.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASMG Leverage Shares 2X Long ASML Daily ETF	7.98%	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.	0.71%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%

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.

Drawdown Indicators

	ASMG	ASML	Difference
Max Drawdown Largest 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 (5Y) Largest decline over 5 years	—	-56.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.84%	—
Current Drawdown Current decline from peak	-27.85%	-13.47%	-14.38%
Average Drawdown Average peak-to-trough decline	-13.57%	-28.28%	+14.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.05%	6.37%	+6.68%

Volatility

ASMG vs. ASML - Volatility Comparison

Leverage Shares 2X Long ASML Daily ETF (ASMG) has a higher volatility of 30.09% compared to ASML Holding N.V. (ASML) at 14.88%. 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.

Volatility by Period

	ASMG	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.09%	14.88%	+15.21%
Volatility (6M) Calculated over the trailing 6-month period	58.83%	29.34%	+29.49%
Volatility (1Y) Calculated over the trailing 1-year period	83.10%	41.81%	+41.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	82.32%	41.55%	+40.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.32%	38.06%	+44.26%