AURU vs. IREG

Last updated Jun 4, 2026

AURU (Tradr 2X Long AUR Daily ETF) and IREG (Leverage Shares 2X Long IREN Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.15 correlation, their price movements are largely independent. AURU charges 1.30%/yr vs 0.75%/yr for IREG.

Performance

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

Returns By Period

AURU

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IREG

• 1D: -3.13%
• 1M: 56.03%
• YTD: 76.42%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AURU vs. IREG - Yearly Performance Comparison

	2026 (YTD)	2025
AURU Tradr 2X Long AUR Daily ETF	9.13%	-15.29%
IREG Leverage Shares 2X Long IREN Daily ETF	76.42%	3.65%

Correlation

The correlation between AURU and IREG is 0.15, 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	0.15

Return for Risk

AURU vs. IREG - 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 IREN Daily ETF (IREG). 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.

Sharpe Ratios by Period

	AURU	IREG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.33	—

Drawdowns

Drawdown Indicators

	AURU	IREG	Difference
Max Drawdown Largest peak-to-trough decline	—	-80.08%	—
Current Drawdown Current decline from peak	—	-29.69%	—
Average Drawdown Average peak-to-trough decline	—	-44.09%	—

Volatility

Volatility by Period

	AURU	IREG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	—	208.00%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	208.00%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	208.00%	—

AURU vs. IREG - Expense Ratio Comparison

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

Dividends

AURU vs. IREG - Dividend Comparison

Neither AURU nor IREG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AURU and IREG in my portfolio?

AURU and IREG have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AURU or IREG?

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

Which ETF is cheaper, AURU or IREG?

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

Which ETF pays a higher dividend yield, AURU or IREG?

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

What is the main difference between AURU and IREG?

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