BOEG vs. GEVG

Last updated Jun 5, 2026

BOEG (Leverage Shares 2X Long BA Daily ETF) and GEVG (Leverage Shares 2X Long GEV Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.20 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

BOEG vs. GEVG - Performance Comparison

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

Returns By Period

In the year-to-date period, BOEG achieves a -8.79% return, which is significantly lower than GEVG's 89.45% return.

BOEG

• 1D: 6.29%
• 1M: -8.00%
• YTD: -8.79%
• 6M: 4.05%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GEVG

• 1D: 0.68%
• 1M: -24.96%
• YTD: 89.45%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BOEG vs. GEVG - Yearly Performance Comparison

	2026 (YTD)	2025
BOEG Leverage Shares 2X Long BA Daily ETF	-8.79%	9.46%
GEVG Leverage Shares 2X Long GEV Daily ETF	89.45%	-11.09%

Correlation

The correlation between BOEG and GEVG is 0.20, 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 Dec 17, 2025	0.20

Return for Risk

BOEG vs. GEVG - 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 GEV Daily ETF (GEVG). 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

	BOEG	GEVG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	2.20	-2.24

Drawdowns

BOEG vs. GEVG - Drawdown Comparison

The maximum BOEG drawdown since its inception was -46.47%, which is greater than GEVG's maximum drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for BOEG and GEVG.

Drawdown Indicators

	BOEG	GEVG	Difference
Max Drawdown Largest peak-to-trough decline	-46.47%	-33.81%	-12.66%
Current Drawdown Current decline from peak	-31.52%	-32.16%	+0.64%
Average Drawdown Average peak-to-trough decline	-19.11%	-9.45%	-9.66%

Volatility

Volatility by Period

	BOEG	GEVG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	63.57%	96.19%	-32.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.57%	96.19%	-32.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.57%	96.19%	-32.62%

BOEG vs. GEVG - Expense Ratio Comparison

Both BOEG and GEVG have an expense ratio of 0.75%.

Dividends

BOEG vs. GEVG - Dividend Comparison

Neither BOEG nor GEVG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BOEG and GEVG in my portfolio?

BOEG and GEVG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BOEG or GEVG?

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, BOEG or GEVG?

BOEG and GEVG have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, BOEG or GEVG?

BOEG and GEVG have nearly identical dividend yields, around 0.00%.