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BRKL vs. OSCG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRKL vs. OSCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corgi BRKB 2x Daily ETF (BRKL) and Leverage Shares 2X Long OSCR Daily ETF (OSCG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BRKL

1D
-0.99%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

OSCG

1D
0.00%
1M
10.14%
6M
234.29%
YTD
246.19%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$578.60$16.30K$16.30K
$125.75K$154.21K$188.74K

BRKL vs. OSCG - Yearly Performance Comparison


Correlation

The correlation between BRKL and OSCG is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 7, 2026

0.17

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Return for Risk

BRKL vs. OSCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corgi BRKB 2x Daily ETF (BRKL) and Leverage Shares 2X Long OSCR Daily ETF (OSCG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BRKL vs. OSCG - Sharpe Ratio Comparison


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Drawdowns

BRKL vs. OSCG - Drawdown Comparison

The maximum BRKL drawdown since its inception was -7.03%, smaller than the maximum OSCG drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for BRKL and OSCG.


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Drawdown Indicators


BRKLOSCGDifference

Max Drawdown

Largest peak-to-trough decline

-7.03%

-71.31%

+64.28%

Current Drawdown

Current decline from peak

-0.99%

-6.82%

+5.83%

Average Drawdown

Average peak-to-trough decline

-4.56%

-30.98%

+26.42%

Volatility

BRKL vs. OSCG - Volatility Comparison


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Volatility by Period


BRKLOSCGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

32.72%

145.38%

-112.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.72%

145.38%

-112.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.72%

145.38%

-112.66%

BRKL vs. OSCG - Expense Ratio Comparison

BRKL has a 0.45% expense ratio, which is lower than OSCG's 0.75% expense ratio.


Dividends

BRKL vs. OSCG - Dividend Comparison

Neither BRKL nor OSCG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BRKL and OSCG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BRKL is cheaper with a 0.45% expense ratio, compared with 0.75% for OSCG.

BRKL and OSCG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Corgi and Leverage Shares. Their fees differ too: 0.45% for BRKL and 0.75% for OSCG.

Portfolio Optimizer

Find the right allocation for BRKL and OSCG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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