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AURU vs. FUTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AURU vs. FUTG - 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 FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AURU

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

FUTG

1D
-11.10%
1M
-70.24%
YTD
-75.53%
6M
-77.00%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AURU vs. FUTG - Yearly Performance Comparison


2026 (YTD)2025
AURU
Tradr 2X Long AUR Daily ETF
9.13%-56.76%
FUTG
Leverage Shares 2X Long FUTU Daily ETF
-75.53%-0.80%

Correlation

The correlation between AURU and FUTG is 0.16, 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 15, 2025

0.16

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Return for Risk

AURU vs. FUTG - 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 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.


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

AURU vs. FUTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AURUFUTGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.66

Drawdowns

AURU vs. FUTG - Drawdown Comparison


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Drawdown Indicators


AURUFUTGDifference

Max Drawdown

Largest peak-to-trough decline

-86.19%

Current Drawdown

Current decline from peak

-84.29%

Average Drawdown

Average peak-to-trough decline

-40.35%

Volatility

AURU vs. FUTG - Volatility Comparison


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Volatility by Period


AURUFUTGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

136.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

136.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

136.01%

AURU vs. FUTG - Expense Ratio Comparison

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


Dividends

AURU vs. FUTG - Dividend Comparison

Neither AURU nor FUTG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AURU and FUTG have a correlation of 0.16, 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 AURU.

AURU and FUTG 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 FUTG.

Portfolio Optimizer

Find the right allocation for AURU and FUTG

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

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