PortfoliosLab logoPortfoliosLab logo
BLSG vs. KJD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLSG vs. KJD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BLSG achieves a -69.25% return, which is significantly lower than KJD's -20.07% return.


BLSG

1D
-0.37%
1M
-53.27%
YTD
-69.25%
6M
-75.92%
1Y
3Y*
5Y*
10Y*

KJD

1D
-6.60%
1M
-27.87%
YTD
-20.07%
6M
-22.26%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLSG vs. KJD - Yearly Performance Comparison


2026 (YTD)2025
BLSG
Leverage Shares 2X Long BLSH Daily ETF
-69.25%-58.81%
KJD
KraneShares 2X Long JD Daily ETF
-20.07%-27.72%

Correlation

The correlation between BLSG and KJD is 0.33, 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 27, 2025

0.33

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BLSG vs. KJD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BLSH Daily ETF (BLSG) and KraneShares 2X Long JD Daily ETF (KJD). 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.


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

BLSG vs. KJD - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BLSG vs. KJD - Drawdown Comparison

The maximum BLSG drawdown since its inception was -88.78%, which is greater than KJD's maximum drawdown of -49.17%. Use the drawdown chart below to compare losses from any high point for BLSG and KJD.


Loading charts...

Drawdown Indicators


BLSGKJDDifference

Max Drawdown

Largest peak-to-trough decline

-88.78%

-49.17%

-39.61%

Current Drawdown

Current decline from peak

-87.70%

-46.62%

-41.08%

Average Drawdown

Average peak-to-trough decline

-61.80%

-29.16%

-32.64%

Volatility

BLSG vs. KJD - Volatility Comparison


Loading charts...

Volatility by Period


BLSGKJDDifference

Volatility (1Y)

Calculated over the trailing 1-year period

146.04%

61.53%

+84.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

146.04%

61.53%

+84.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.04%

61.53%

+84.51%

BLSG vs. KJD - Expense Ratio Comparison

BLSG has a 0.75% expense ratio, which is lower than KJD's 1.26% expense ratio.


Dividends

BLSG vs. KJD - Dividend Comparison

Neither BLSG nor KJD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BLSG and KJD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

BLSG is cheaper with a 0.75% expense ratio, compared with 1.26% for KJD.

BLSG and KJD have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and KraneShares. Their fees differ too: 0.75% for BLSG and 1.26% for KJD.

Portfolio Optimizer

Find the right allocation for BLSG and KJD

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

Open Portfolio Optimizer