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CELT vs. IREG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CELT vs. IREG - Performance Comparison

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

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Returns By Period


CELT

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

IREG

1D
-3.13%
1M
56.03%
YTD
76.42%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CELT vs. IREG - Yearly Performance Comparison


2026 (YTD)2025
CELT
Tradr 2X Long CELH Daily ETF
-19.49%10.80%
IREG
Leverage Shares 2X Long IREN Daily ETF
76.42%3.65%

Correlation

The correlation between CELT and IREG is 0.23, 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

0.23

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Return for Risk

CELT vs. IREG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CELH Daily ETF (CELT) and Leverage Shares 2X Long IREN Daily ETF (IREG). 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.

CELT vs. IREG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CELTIREGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

Drawdowns

CELT vs. IREG - Drawdown Comparison


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Drawdown Indicators


CELTIREGDifference

Max Drawdown

Largest peak-to-trough decline

-80.08%

Current Drawdown

Current decline from peak

-29.69%

Average Drawdown

Average peak-to-trough decline

-44.09%

Volatility

CELT vs. IREG - Volatility Comparison


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Volatility by Period


CELTIREGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

208.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

208.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

208.00%

CELT vs. IREG - Expense Ratio Comparison

CELT has a 1.30% expense ratio, which is higher than IREG's 0.75% expense ratio.


Dividends

CELT vs. IREG - Dividend Comparison

Neither CELT nor IREG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CELT and IREG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IREG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IREG is cheaper with a 0.75% expense ratio, compared with 1.30% for CELT.

CELT and IREG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Tradr ETFs and Leverage Shares. Their fees differ too: 1.30% for CELT and 0.75% for IREG.

Portfolio Optimizer

Find the right allocation for CELT and IREG

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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