BOEG vs. RDTL
BOEG (Leverage Shares 2X Long BA Daily ETF) and RDTL (GraniteShares 2x Long RDDT Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, BOEG returned -4.03% vs -31.28% for RDTL. At a 0.15 correlation, their price movements are largely independent. BOEG charges 0.75%/yr vs 1.50%/yr for RDTL.
Performance
BOEG vs. RDTL - Performance Comparison
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Returns By Period
In the year-to-date period, BOEG achieves a -9.75% return, which is significantly higher than RDTL's -65.26% return.
BOEG
- 1D
- -2.13%
- 1M
- -3.15%
- YTD
- -9.75%
- 6M
- -11.04%
- 1Y
- -4.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RDTL
- 1D
- -3.81%
- 1M
- 10.73%
- YTD
- -65.26%
- 6M
- -64.18%
- 1Y
- -31.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BOEG vs. RDTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BOEG Leverage Shares 2X Long BA Daily ETF | -9.75% | 6.85% |
RDTL GraniteShares 2x Long RDDT Daily ETF | -65.26% | 187.17% |
Correlation
The correlation between BOEG and RDTL is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2025 | 0.15 |
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Return for Risk
BOEG vs. RDTL — Risk / Return Rank
BOEG
RDTL
BOEG vs. RDTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BA Daily ETF (BOEG) and GraniteShares 2x Long RDDT Daily ETF (RDTL). 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 | RDTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.06 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | -0.37 | +0.28 |
| Martin ratioReturn relative to average drawdown | -0.17 | -0.56 | +0.39 |
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Drawdowns
BOEG vs. RDTL - Drawdown Comparison
The maximum BOEG drawdown since its inception was -46.47%, smaller than the maximum RDTL drawdown of -85.21%. Use the drawdown chart below to compare losses from any high point for BOEG and RDTL.
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Drawdown Indicators
| BOEG | RDTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -85.21% | +38.74% |
Max Drawdown (1Y)Largest decline over 1 year | -46.47% | -85.21% | +38.74% |
Current DrawdownCurrent decline from peak | -32.24% | -78.85% | +46.61% |
Average DrawdownAverage peak-to-trough decline | -19.66% | -45.13% | +25.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.64% | 55.96% | -32.32% |
Volatility
BOEG vs. RDTL - Volatility Comparison
The current volatility for Leverage Shares 2X Long BA Daily ETF (BOEG) is 21.94%, while GraniteShares 2x Long RDDT Daily ETF (RDTL) has a volatility of 47.91%. This indicates that BOEG experiences smaller price fluctuations and is considered to be less risky than RDTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOEG | RDTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.94% | 47.91% | -25.97% |
Volatility (6M)Calculated over the trailing 6-month period | 46.89% | 95.82% | -48.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.38% | 131.50% | -67.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.91% | 142.74% | -78.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.91% | 142.74% | -78.83% |
BOEG vs. RDTL - Expense Ratio Comparison
BOEG has a 0.75% expense ratio, which is lower than RDTL's 1.50% expense ratio.
Dividends
BOEG vs. RDTL - Dividend Comparison
Neither BOEG nor RDTL has paid dividends to shareholders.
Frequently Asked Questions
BOEG and RDTL have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDTL has higher volatility (47.91%) compared to BOEG (21.94%). In terms of maximum drawdown, BOEG dropped -46.47% vs RDTL's -85.21%.
On 1-year performance, BOEG leads with -4.03% vs -31.28% for RDTL. On fees, BOEG is cheaper at 0.75% per year. On volatility, BOEG has been the lower-risk option at 21.94%. 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 -4.03% return vs -31.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BOEG is cheaper with a 0.75% expense ratio, compared with 1.50% for RDTL.
BOEG and RDTL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for BOEG and 1.50% for RDTL.
BOEG currently has the higher Sharpe Ratio (-0.06 vs -0.24), 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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