BOEG vs. ADBG
BOEG (Leverage Shares 2X Long BA Daily ETF) and ADBG (Leverage Shares 2X Long ADBE Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. Over the past year, BOEG returned -7.01% vs -79.05% for ADBG. At a 0.11 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
BOEG vs. ADBG - Performance Comparison
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Returns By Period
In the year-to-date period, BOEG achieves a -10.46% return, which is significantly higher than ADBG's -72.70% return.
BOEG
- 1D
- -3.65%
- 1M
- -3.95%
- YTD
- -10.46%
- 6M
- -10.54%
- 1Y
- -7.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ADBG
- 1D
- 2.95%
- 1M
- -37.44%
- YTD
- -72.70%
- 6M
- -73.10%
- 1Y
- -79.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BOEG vs. ADBG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BOEG Leverage Shares 2X Long BA Daily ETF | -10.46% | 6.85% |
ADBG Leverage Shares 2X Long ADBE Daily ETF | -72.70% | -37.07% |
Correlation
The correlation between BOEG and ADBG is 0.10, 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 (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2025 | 0.11 |
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Return for Risk
BOEG vs. ADBG — Risk / Return Rank
BOEG
ADBG
BOEG vs. ADBG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BA Daily ETF (BOEG) 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.
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.
| BOEG | ADBG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.72 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | -0.98 | +0.83 |
| Martin ratioReturn relative to average drawdown | -0.30 | -1.68 | +1.38 |
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Drawdowns
BOEG vs. ADBG - Drawdown Comparison
The maximum BOEG drawdown since its inception was -46.47%, smaller than the maximum ADBG drawdown of -83.90%. Use the drawdown chart below to compare losses from any high point for BOEG and ADBG.
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Drawdown Indicators
| BOEG | ADBG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -83.90% | +37.43% |
Max Drawdown (1Y)Largest decline over 1 year | -46.47% | -80.96% | +34.49% |
Current DrawdownCurrent decline from peak | -32.78% | -83.42% | +50.64% |
Average DrawdownAverage peak-to-trough decline | -19.57% | -43.05% | +23.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.48% | 47.09% | -23.61% |
Volatility
BOEG vs. ADBG - Volatility Comparison
The current volatility for Leverage Shares 2X Long BA Daily ETF (BOEG) is 21.62%, while Leverage Shares 2X Long ADBE Daily ETF (ADBG) has a volatility of 32.31%. This indicates that BOEG experiences smaller price fluctuations and is considered to be less risky than ADBG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOEG | ADBG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.62% | 32.31% | -10.69% |
Volatility (6M)Calculated over the trailing 6-month period | 47.16% | 59.28% | -12.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.36% | 69.23% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.05% | 68.74% | -4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.05% | 68.74% | -4.69% |
BOEG vs. ADBG - Expense Ratio Comparison
Both BOEG and ADBG have an expense ratio of 0.75%.
Dividends
BOEG vs. ADBG - Dividend Comparison
Neither BOEG nor ADBG has paid dividends to shareholders.
Frequently Asked Questions
BOEG and ADBG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADBG has higher volatility (32.31%) compared to BOEG (21.62%). In terms of maximum drawdown, BOEG dropped -46.47% vs ADBG's -83.90%.
On 1-year performance, BOEG leads with -7.01% vs -79.05% for ADBG. Both ETFs have the same 0.75% expense ratio. On volatility, BOEG has been the lower-risk option at 21.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BOEG has performed better with a -7.01% return vs -79.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BOEG and ADBG have the same expense ratio: 0.75% per year.
BOEG and ADBG have nearly identical dividend yields, around 0.00%.
BOEG currently has the higher Sharpe Ratio (-0.11 vs -1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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