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BIDG vs. ADBG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIDG vs. ADBG - Performance Comparison

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

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Returns By Period

In the year-to-date period, BIDG achieves a -8.59% return, which is significantly higher than ADBG's -52.15% return.


BIDG

1D
3.13%
1M
9.71%
YTD
-8.59%
6M
1Y
3Y*
5Y*
10Y*

ADBG

1D
1.66%
1M
-0.81%
YTD
-52.15%
6M
-46.56%
1Y
-69.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIDG vs. ADBG - Yearly Performance Comparison


Correlation

The correlation between BIDG and ADBG is -0.08, 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 19, 2025

-0.08

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Return for Risk

BIDG vs. ADBG — Risk / Return Rank

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

BIDG

ADBG
ADBG Risk / Return Rank: 11
Overall Rank
ADBG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADBG Sortino Ratio Rank: 11
Sortino Ratio Rank
ADBG Omega Ratio Rank: 11
Omega Ratio Rank
ADBG Calmar Ratio Rank: 11
Calmar Ratio Rank
ADBG Martin Ratio Rank: 22
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.

BIDG vs. ADBG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BIDU Daily ETF (BIDG) and Leverage Shares 2X Long ADBE Daily ETF (ADBG). 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.

BIDG vs. ADBG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BIDGADBGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

-0.90

+1.06

Drawdowns

BIDG vs. ADBG - Drawdown Comparison

The maximum BIDG drawdown since its inception was -59.34%, smaller than the maximum ADBG drawdown of -76.71%. Use the drawdown chart below to compare losses from any high point for BIDG and ADBG.


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Drawdown Indicators


BIDGADBGDifference

Max Drawdown

Largest peak-to-trough decline

-59.34%

-76.71%

+17.37%

Max Drawdown (1Y)

Largest decline over 1 year

-76.23%

Current Drawdown

Current decline from peak

-39.18%

-70.94%

+31.76%

Average Drawdown

Average peak-to-trough decline

-32.33%

-41.74%

+9.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.32%

Volatility

BIDG vs. ADBG - Volatility Comparison


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Volatility by Period


BIDGADBGDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.74%

Volatility (6M)

Calculated over the trailing 6-month period

56.25%

Volatility (1Y)

Calculated over the trailing 1-year period

102.62%

67.12%

+35.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

102.62%

66.85%

+35.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

102.62%

66.85%

+35.77%

BIDG vs. ADBG - Expense Ratio Comparison

Both BIDG and ADBG have an expense ratio of 0.75%.


Dividends

BIDG vs. ADBG - Dividend Comparison

Neither BIDG nor ADBG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BIDG and ADBG have a correlation of -0.08, 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.

BIDG and ADBG have the same expense ratio: 0.75% per year.

BIDG and ADBG have nearly identical dividend yields, around 0.00%.

Portfolio Optimizer

Find the right allocation for BIDG and ADBG

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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