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BEG vs. PYPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEG vs. PYPG - Performance Comparison

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

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Returns By Period

In the year-to-date period, BEG achieves a 172.63% return, which is significantly higher than PYPG's -23.41% return.


BEG

1D
-26.69%
1M
-54.34%
6M
11.05%
YTD
172.63%
1Y
3Y*
5Y*
10Y*

PYPG

1D
4.02%
1M
61.13%
6M
-18.36%
YTD
-23.41%
1Y
-56.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEG vs. PYPG - Yearly Performance Comparison


Correlation

The correlation between BEG and PYPG is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 16, 2025

0.00

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Return for Risk

BEG vs. PYPG — Risk / Return Rank

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

BEG

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


PYPG
PYPG Risk / Return Rank: 44
Overall Rank
PYPG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PYPG Sortino Ratio Rank: 55
Sortino Ratio Rank
PYPG Omega Ratio Rank: 44
Omega Ratio Rank
PYPG Calmar Ratio Rank: 44
Calmar Ratio Rank
PYPG Martin Ratio Rank: 55
Martin Ratio Rank
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.

BEG vs. PYPG - Risk-Adjusted Trends Comparison

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


BEGPYPGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.71

Martin ratioReturn relative to average drawdown

-1.00

BEG vs. PYPG - Sharpe Ratio Comparison


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Drawdowns

BEG vs. PYPG - Drawdown Comparison

The maximum BEG drawdown since its inception was -68.98%, smaller than the maximum PYPG drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for BEG and PYPG.


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Drawdown Indicators


BEGPYPGDifference

Max Drawdown

Largest peak-to-trough decline

-68.98%

-79.52%

+10.54%

Max Drawdown (1Y)

Largest decline over 1 year

-79.52%

Current Drawdown

Current decline from peak

-68.98%

-61.72%

-7.26%

Average Drawdown

Average peak-to-trough decline

-19.80%

-41.31%

+21.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.30%

Volatility

BEG vs. PYPG - Volatility Comparison


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Volatility by Period


BEGPYPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.53%

Volatility (6M)

Calculated over the trailing 6-month period

77.11%

Volatility (1Y)

Calculated over the trailing 1-year period

218.49%

85.35%

+133.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

218.49%

83.28%

+135.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

218.49%

83.28%

+135.21%

BEG vs. PYPG - Expense Ratio Comparison

Both BEG and PYPG have an expense ratio of 0.75%.


Dividends

BEG vs. PYPG - Dividend Comparison

Neither BEG nor PYPG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BEG and PYPG have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BEG and PYPG have the same expense ratio: 0.75% per year.

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

Portfolio Optimizer

Find the right allocation for BEG and PYPG

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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