BLSG vs. SKRE
BLSG (Leverage Shares 2X Long BLSH Daily ETF) and SKRE (Tuttle Capital Daily 2X Inverse Regional Banks ETF) are both exchange-traded funds - BLSG is a Leveraged Equities fund actively managed by Leverage Shares, while SKRE is a Inverse Equities fund tracking the S&P Regional Banks Select Industry. BLSG is actively managed, while SKRE is passively managed. Their -0.25 correlation means they have often moved in opposite directions in the past. Both charge a 0.75% expense ratio.
Performance
BLSG vs. SKRE - Performance Comparison
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Returns By Period
In the year-to-date period, BLSG achieves a -76.13% return, which is significantly lower than SKRE's -35.15% return.
BLSG
- 1D
- 9.11%
- 1M
- -24.18%
- 6M
- -56.67%
- YTD
- -76.13%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SKRE
- 1D
- -2.27%
- 1M
- -5.74%
- 6M
- -23.25%
- YTD
- -35.15%
- 1Y
- -50.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -41.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $285.30K | $214.72K | $288.11K | |
| $121.93K | $143.27K | $245.32K |
BLSG vs. SKRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BLSG Leverage Shares 2X Long BLSH Daily ETF | -76.13% | -58.81% |
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF | -35.15% | -12.81% |
Correlation
The correlation between BLSG and SKRE is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 27, 2025 | -0.25 |
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Return for Risk
BLSG vs. SKRE — Risk / Return Rank
BLSG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SKRE
BLSG vs. SKRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BLSH Daily ETF (BLSG) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). 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.
| BLSG | SKRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.80 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.99 | — |
| Martin ratioReturn relative to average drawdown | — | -1.65 | — |
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Drawdowns
BLSG vs. SKRE - Drawdown Comparison
The maximum BLSG drawdown since its inception was -91.34%, which is greater than SKRE's maximum drawdown of -79.33%. Use the drawdown chart below to compare losses from any high point for BLSG and SKRE.
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Drawdown Indicators
| BLSG | SKRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.34% | -79.33% | -12.01% |
Max Drawdown (1Y)Largest decline over 1 year | — | -51.44% | — |
Current DrawdownCurrent decline from peak | -90.45% | -78.96% | -11.49% |
Average DrawdownAverage peak-to-trough decline | -65.81% | -49.09% | -16.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 30.75% | — |
Volatility
BLSG vs. SKRE - Volatility Comparison
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Volatility by Period
| BLSG | SKRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.82% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 30.42% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 146.36% | 45.86% | +100.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 146.36% | 54.75% | +91.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 146.36% | 54.75% | +91.61% |
BLSG vs. SKRE - Expense Ratio Comparison
Both BLSG and SKRE have an expense ratio of 0.75%.
Dividends
BLSG vs. SKRE - Dividend Comparison
BLSG has not paid dividends to shareholders, while SKRE's dividend yield for the trailing twelve months is around 0.39%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BLSG Leverage Shares 2X Long BLSH Daily ETF | 0.00% | 0.00% | 0.00% |
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF | 0.39% | 0.26% | 3.16% |
Frequently Asked Questions
BLSG and SKRE have a correlation of -0.25, 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.
BLSG and SKRE have the same expense ratio: 0.75% per year.
SKRE has the higher dividend yield at 0.39%, compared with 0.00% for BLSG.
BLSG is categorized as Leveraged Equities, while SKRE is Inverse Equities. They also come from different issuers: Leverage Shares and Tuttle.
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