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BLSG vs. TSMG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLSG vs. TSMG - Performance Comparison

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

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BLSG vs. TSMG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BLSG achieves a -24.60% return, which is significantly lower than TSMG's 16.19% return.


BLSG

1D
16.32%
1M
22.28%
YTD
-24.60%
6M
1Y
3Y*
5Y*
10Y*

TSMG

1D
13.90%
1M
-20.55%
YTD
16.19%
6M
30.36%
1Y
227.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLSG vs. TSMG - Expense Ratio Comparison

Both BLSG and TSMG have an expense ratio of 0.75%.


Return for Risk

BLSG vs. TSMG — Risk / Return Rank

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

BLSG

TSMG
TSMG Risk / Return Rank: 9696
Overall Rank
TSMG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSMG Sortino Ratio Rank: 9595
Sortino Ratio Rank
TSMG Omega Ratio Rank: 9191
Omega Ratio Rank
TSMG Calmar Ratio Rank: 9898
Calmar Ratio Rank
TSMG Martin Ratio Rank: 9797
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.

BLSG vs. TSMG - Risk-Adjusted Trends Comparison

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

BLSG vs. TSMG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BLSGTSMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

1.00

-1.65

Correlation

The correlation between BLSG and TSMG is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BLSG vs. TSMG - Dividend Comparison

BLSG has not paid dividends to shareholders, while TSMG's dividend yield for the trailing twelve months is around 9.88%.


Drawdowns

BLSG vs. TSMG - Drawdown Comparison

The maximum BLSG drawdown since its inception was -83.67%, which is greater than TSMG's maximum drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for BLSG and TSMG.


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Drawdown Indicators


BLSGTSMGDifference

Max Drawdown

Largest peak-to-trough decline

-83.67%

-63.67%

-20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-35.29%

Current Drawdown

Current decline from peak

-69.84%

-26.30%

-43.54%

Average Drawdown

Average peak-to-trough decline

-57.40%

-18.22%

-39.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.30%

Volatility

BLSG vs. TSMG - Volatility Comparison


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Volatility by Period


BLSGTSMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.05%

Volatility (6M)

Calculated over the trailing 6-month period

54.76%

Volatility (1Y)

Calculated over the trailing 1-year period

146.51%

77.02%

+69.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

146.51%

81.35%

+65.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.51%

81.35%

+65.16%