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BOEG vs. BULZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOEG vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long BA Daily ETF (BOEG) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). The values are adjusted to include any dividend payments, if applicable.

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BOEG vs. BULZ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BOEG achieves a -13.52% return, which is significantly higher than BULZ's -28.68% return.


BOEG

1D
8.66%
1M
-20.31%
YTD
-13.52%
6M
-16.87%
1Y
3Y*
5Y*
10Y*

BULZ

1D
5.23%
1M
-12.77%
YTD
-28.68%
6M
-31.57%
1Y
72.81%
3Y*
59.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOEG vs. BULZ - Expense Ratio Comparison

BOEG has a 0.75% expense ratio, which is lower than BULZ's 0.95% expense ratio.


Return for Risk

BOEG vs. BULZ — Risk / Return Rank

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

BOEG

BULZ
BULZ Risk / Return Rank: 5050
Overall Rank
BULZ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 6060
Sortino Ratio Rank
BULZ Omega Ratio Rank: 5656
Omega Ratio Rank
BULZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
BULZ Martin Ratio Rank: 4040
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.

BOEG vs. BULZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BA Daily ETF (BOEG) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). 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.

BOEG vs. BULZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BOEGBULZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

-0.06

-0.09

Correlation

The correlation between BOEG and BULZ is 0.37, 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

BOEG vs. BULZ - Dividend Comparison

Neither BOEG nor BULZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BOEG vs. BULZ - Drawdown Comparison

The maximum BOEG drawdown since its inception was -46.47%, smaller than the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for BOEG and BULZ.


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Drawdown Indicators


BOEGBULZDifference

Max Drawdown

Largest peak-to-trough decline

-46.47%

-94.44%

+47.97%

Max Drawdown (1Y)

Largest decline over 1 year

-54.22%

Current Drawdown

Current decline from peak

-35.07%

-46.52%

+11.45%

Average Drawdown

Average peak-to-trough decline

-17.67%

-60.15%

+42.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.25%

Volatility

BOEG vs. BULZ - Volatility Comparison


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Volatility by Period


BOEGBULZDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.26%

Volatility (6M)

Calculated over the trailing 6-month period

60.63%

Volatility (1Y)

Calculated over the trailing 1-year period

61.69%

92.48%

-30.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.69%

91.56%

-29.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.69%

91.56%

-29.87%