BOEG vs. WTIU

Last updated Apr 2, 2026

Compare and contrast key facts about Leverage Shares 2X Long BA Daily ETF (BOEG) and MicroSectors Energy 3X Leveraged ETN (WTIU).

BOEG and WTIU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BOEG is an actively managed fund by Leverage Shares. It was launched on Jun 12, 2025. WTIU is a passively managed fund by REX that tracks the performance of the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). It was launched on Feb 16, 2023.

Performance

BOEG vs. WTIU - 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 Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

BOEG vs. WTIU - Yearly Performance Comparison

	2026 (YTD)	2025
BOEG Leverage Shares 2X Long BA Daily ETF	-13.52%	6.85%
WTIU MicroSectors Energy 3X Leveraged ETN	113.23%	-10.04%

Returns By Period

In the year-to-date period, BOEG achieves a -13.52% return, which is significantly lower than WTIU's 113.23% return.

BOEG

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

WTIU

• 1D: -11.84%
• 1M: 17.12%
• YTD: 113.23%
• 6M: 89.84%
• 1Y: 46.84%
• 3Y*: 2.42%
• 5Y*: —
• 10Y*: —

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

BOEG vs. WTIU - Expense Ratio Comparison

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

WTIU

MicroSectors Energy 3X Leveraged ETN

BOEG

Leverage Shares 2X Long BA Daily ETF

Return for Risk

BOEG vs. WTIU — Risk / Return Rank

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

WTIU

WTIU Risk / Return Rank: 34
WTIU Sharpe Ratio Rank: 29
WTIU Sortino Ratio Rank: 42
WTIU Omega Ratio Rank: 43
WTIU Calmar Ratio Rank: 35
WTIU Martin Ratio Rank: 23

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. WTIU - 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 Energy 3X Leveraged ETN (WTIU). 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	WTIU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	-0.05	-0.10

Correlation

The correlation between BOEG and WTIU is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

BOEG vs. WTIU - Dividend Comparison

Neither BOEG nor WTIU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BOEG vs. WTIU - Drawdown Comparison

The maximum BOEG drawdown since its inception was -46.47%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for BOEG and WTIU.

Drawdown Indicators

	BOEG	WTIU	Difference
Max Drawdown Largest peak-to-trough decline	-46.47%	-75.73%	+29.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-53.11%	—
Current Drawdown Current decline from peak	-35.07%	-24.42%	-10.65%
Average Drawdown Average peak-to-trough decline	-17.67%	-39.49%	+21.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	28.53%	—

Volatility

Volatility by Period

	BOEG	WTIU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.50%	—
Volatility (6M) Calculated over the trailing 6-month period	—	46.56%	—
Volatility (1Y) Calculated over the trailing 1-year period	61.69%	81.69%	-20.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.69%	69.54%	-7.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.69%	69.54%	-7.85%