BEGS vs. ILS

Last updated Jun 24, 2026

BEGS (Rareview 2x Bull Cryptocurrency & Precious Metals ETF) and ILS (Brookmont Catastrophic Bond ETF) are both exchange-traded funds - BEGS is a Leveraged Cryptocurrency fund actively managed by Rareview, while ILS is a Nontraditional Bonds fund actively managed by Brookmont. Both are actively managed. Over the past year, BEGS returned -27.06% vs 7.81% for ILS. At a correlation of -0.09, they often move in opposite directions. BEGS charges 0.99%/yr vs 1.58%/yr for ILS.

Performance

BEGS vs. ILS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rareview 2x Bull Cryptocurrency & Precious Metals ETF (BEGS) and Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BEGS achieves a -40.92% return, which is significantly lower than ILS's 2.27% return.

BEGS

• 1D: -6.30%
• 1M: -28.30%
• YTD: -40.92%
• 6M: -43.07%
• 1Y: -27.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILS

• 1D: 0.10%
• 1M: 1.26%
• YTD: 2.27%
• 6M: 2.63%
• 1Y: 7.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BEGS vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
BEGS Rareview 2x Bull Cryptocurrency & Precious Metals ETF	-40.92%	60.81%
ILS Brookmont Catastrophic Bond ETF	2.27%	3.54%

Correlation

The correlation between BEGS and ILS is -0.05, 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 (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Apr 1, 2025	-0.09

Return for Risk

BEGS vs. ILS — Risk / Return Rank

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

BEGS

BEGS Risk / Return Rank: 6
BEGS Sharpe Ratio Rank: 6
BEGS Sortino Ratio Rank: 6
BEGS Omega Ratio Rank: 6
BEGS Calmar Ratio Rank: 5
BEGS Martin Ratio Rank: 4

ILS

ILS Risk / Return Rank: 96
ILS Sharpe Ratio Rank: 92
ILS Sortino Ratio Rank: 95
ILS Omega Ratio Rank: 95
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 98

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.

BEGS vs. ILS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rareview 2x Bull Cryptocurrency & Precious Metals ETF (BEGS) and Brookmont Catastrophic Bond ETF (ILS). 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.

	BEGS	ILS	Difference
Sharpe ratio: Return per unit of total volatility	-0.41	3.06	-3.46
Sortino ratio: Return per unit of downside risk	-0.19	5.05	-5.24
Omega ratio: Gain probability vs. loss probability	0.98	1.69	-0.71
Calmar ratio: Return relative to maximum drawdown	-0.48	14.18	-14.66
Martin ratio: Return relative to average drawdown	-1.03	52.13	-53.16

BEGS vs. ILS - Sharpe Ratio Comparison

The current BEGS Sharpe Ratio is -0.41, which is lower than the ILS Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of BEGS and ILS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BEGS vs. ILS - Drawdown Comparison

The maximum BEGS drawdown since its inception was -56.22%, which is greater than ILS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for BEGS and ILS.

Drawdown Indicators

	BEGS	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-56.22%	-2.46%	-53.76%
Max Drawdown (1Y) Largest decline over 1 year	-56.22%	-0.55%	-55.67%
Current Drawdown Current decline from peak	-56.22%	0.00%	-56.22%
Average Drawdown Average peak-to-trough decline	-17.95%	-0.54%	-17.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.38%	0.15%	+26.23%

Volatility

BEGS vs. ILS - Volatility Comparison

Rareview 2x Bull Cryptocurrency & Precious Metals ETF (BEGS) has a higher volatility of 21.49% compared to Brookmont Catastrophic Bond ETF (ILS) at 0.84%. This indicates that BEGS's price experiences larger fluctuations and is considered to be riskier than ILS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BEGS	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.49%	0.84%	+20.65%
Volatility (6M) Calculated over the trailing 6-month period	56.69%	1.68%	+55.01%
Volatility (1Y) Calculated over the trailing 1-year period	66.35%	2.58%	+63.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.70%	3.77%	+59.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.70%	3.77%	+59.93%

BEGS vs. ILS - Expense Ratio Comparison

BEGS has a 0.99% expense ratio, which is lower than ILS's 1.58% expense ratio.

Dividends

BEGS vs. ILS - Dividend Comparison

BEGS's dividend yield for the trailing twelve months is around 81.64%, more than ILS's 8.05% yield.

Position	TTM	2025
BEGS Rareview 2x Bull Cryptocurrency & Precious Metals ETF	81.64%	48.23%
ILS Brookmont Catastrophic Bond ETF	8.05%	6.06%

Frequently Asked Questions

Can I hold both BEGS and ILS in my portfolio?

BEGS and ILS have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BEGS or ILS?

BEGS has higher volatility (21.49%) compared to ILS (0.84%). In terms of maximum drawdown, BEGS dropped -56.22% vs ILS's -2.46%.

Which ETF is better, BEGS or ILS?

On 1-year performance, ILS leads with 7.81% vs -27.06% for BEGS. On fees, BEGS is cheaper at 0.99% per year. On volatility, ILS has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BEGS or ILS?

Over the 1-year period, ILS has performed better with a 7.81% return vs -27.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BEGS or ILS?

BEGS is cheaper with a 0.99% expense ratio, compared with 1.58% for ILS.

Which ETF pays a higher dividend yield, BEGS or ILS?

BEGS has the higher dividend yield at 81.64%, compared with 8.05% for ILS.

What is the main difference between BEGS and ILS?

BEGS is categorized as Leveraged Cryptocurrency, while ILS is Nontraditional Bonds. They also come from different issuers: Rareview and Brookmont. Their fees differ too: 0.99% for BEGS and 1.58% for ILS.

Which has better risk-adjusted returns?

ILS currently has the higher Sharpe Ratio (3.06 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.