BMNG vs. FUTG

Last updated Jun 4, 2026

BMNG (Leverage Shares 2X Long BMNR Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

BMNG vs. FUTG - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with BMNG having a -75.13% return and FUTG slightly lower at -75.53%.

BMNG

• 1D: -12.21%
• 1M: -48.30%
• YTD: -75.13%
• 6M: -85.16%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FUTG

• 1D: -11.10%
• 1M: -70.24%
• YTD: -75.53%
• 6M: -77.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BMNG vs. FUTG - Yearly Performance Comparison

	2026 (YTD)	2025
BMNG Leverage Shares 2X Long BMNR Daily ETF	-75.13%	-81.37%
FUTG Leverage Shares 2X Long FUTU Daily ETF	-75.53%	-24.28%

Correlation

The correlation between BMNG and FUTG is 0.48, 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 28, 2025	0.48

Return for Risk

BMNG vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BMNR Daily ETF (BMNG) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.

Sharpe Ratios by Period

	BMNG	FUTG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.52	-0.66	+0.14

Drawdowns

BMNG vs. FUTG - Drawdown Comparison

The maximum BMNG drawdown since its inception was -95.36%, which is greater than FUTG's maximum drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for BMNG and FUTG.

Drawdown Indicators

	BMNG	FUTG	Difference
Max Drawdown Largest peak-to-trough decline	-95.36%	-86.19%	-9.17%
Current Drawdown Current decline from peak	-95.36%	-84.29%	-11.07%
Average Drawdown Average peak-to-trough decline	-81.38%	-40.35%	-41.03%

Volatility

Volatility by Period

	BMNG	FUTG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	191.58%	136.01%	+55.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	191.58%	136.01%	+55.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	191.58%	136.01%	+55.57%

BMNG vs. FUTG - Expense Ratio Comparison

Both BMNG and FUTG have an expense ratio of 0.75%.

Dividends

BMNG vs. FUTG - Dividend Comparison

Neither BMNG nor FUTG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BMNG and FUTG in my portfolio?

BMNG and FUTG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BMNG or FUTG?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BMNG or FUTG?

BMNG and FUTG have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, BMNG or FUTG?

BMNG and FUTG have nearly identical dividend yields, around 0.00%.