PortfoliosLab logoPortfoliosLab logo
AURU vs. BEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AURU vs. BEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long AUR Daily ETF (AURU) and Leverage Shares 2X Long BE Daily ETF (BEG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


AURU

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BEG

1D
-9.38%
1M
-7.23%
YTD
552.25%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AURU vs. BEG - Yearly Performance Comparison


2026 (YTD)2025
AURU
Tradr 2X Long AUR Daily ETF
9.13%-15.29%
BEG
Leverage Shares 2X Long BE Daily ETF
552.25%-5.55%

Correlation

The correlation between AURU and BEG is 0.20, 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 Dec 17, 2025

0.20

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AURU vs. BEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long AUR Daily ETF (AURU) and Leverage Shares 2X Long BE Daily ETF (BEG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AURU vs. BEG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


AURUBEGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

24.77

Drawdowns

AURU vs. BEG - Drawdown Comparison


Loading charts...

Drawdown Indicators


AURUBEGDifference

Max Drawdown

Largest peak-to-trough decline

-59.85%

Current Drawdown

Current decline from peak

-13.90%

Average Drawdown

Average peak-to-trough decline

-16.14%

Volatility

AURU vs. BEG - Volatility Comparison


Loading charts...

Volatility by Period


AURUBEGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

213.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

213.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

213.85%

AURU vs. BEG - Expense Ratio Comparison

AURU has a 1.30% expense ratio, which is higher than BEG's 0.75% expense ratio.


Dividends

AURU vs. BEG - Dividend Comparison

Neither AURU nor BEG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AURU and BEG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BEG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BEG is cheaper with a 0.75% expense ratio, compared with 1.30% for AURU.

AURU and BEG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Tradr ETFs and Leverage Shares. Their fees differ too: 1.30% for AURU and 0.75% for BEG.

Portfolio Optimizer

Find the right allocation for AURU and BEG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer