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BOEG vs. PLTG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOEG vs. PLTG - 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 PLTR Daily ETF (PLTG). The values are adjusted to include any dividend payments, if applicable.

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BOEG vs. PLTG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BOEG achieves a -20.41% return, which is significantly higher than PLTG's -39.51% return.


BOEG

1D
10.42%
1M
-25.52%
YTD
-20.41%
6M
-24.16%
1Y
3Y*
5Y*
10Y*

PLTG

1D
12.51%
1M
9.40%
YTD
-39.51%
6M
-48.31%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOEG vs. PLTG - Expense Ratio Comparison

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


Return for Risk

BOEG vs. PLTG - 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 PLTR Daily ETF (PLTG). 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. PLTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BOEGPLTGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.13

-0.44

Correlation

The correlation between BOEG and PLTG is 0.33, 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. PLTG - Dividend Comparison

BOEG has not paid dividends to shareholders, while PLTG's dividend yield for the trailing twelve months is around 29.99%.


Drawdowns

BOEG vs. PLTG - Drawdown Comparison

The maximum BOEG drawdown since its inception was -46.47%, smaller than the maximum PLTG drawdown of -66.84%. Use the drawdown chart below to compare losses from any high point for BOEG and PLTG.


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Drawdown Indicators


BOEGPLTGDifference

Max Drawdown

Largest peak-to-trough decline

-46.47%

-66.84%

+20.37%

Current Drawdown

Current decline from peak

-40.25%

-58.89%

+18.64%

Average Drawdown

Average peak-to-trough decline

-17.59%

-24.16%

+6.57%

Volatility

BOEG vs. PLTG - Volatility Comparison


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Volatility by Period


BOEGPLTGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

61.07%

104.60%

-43.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.07%

104.60%

-43.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.07%

104.60%

-43.53%