CELT vs. NEMG
CELT (Tradr 2X Long CELH Daily ETF) and NEMG (Leverage Shares 2x Long NEM Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. CELT charges 1.30%/yr vs 0.75%/yr for NEMG.
Performance
CELT vs. NEMG - Performance Comparison
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Returns By Period
CELT
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NEMG
- 1D
- -7.98%
- 1M
- -20.02%
- YTD
- -20.44%
- 6M
- -28.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CELT vs. NEMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CELT Tradr 2X Long CELH Daily ETF | -19.49% | 9.67% |
NEMG Leverage Shares 2x Long NEM Daily ETF | -20.44% | 22.87% |
Correlation
The correlation between CELT and NEMG is 0.10, 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 Nov 17, 2025 | 0.10 |
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Return for Risk
CELT vs. NEMG - 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 NEM Daily ETF (NEMG). 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.
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Drawdowns
CELT vs. NEMG - Drawdown Comparison
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Drawdown Indicators
| CELT | NEMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -57.56% | — |
Current DrawdownCurrent decline from peak | — | -53.44% | — |
Average DrawdownAverage peak-to-trough decline | — | -23.21% | — |
Volatility
CELT vs. NEMG - Volatility Comparison
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Volatility by Period
| CELT | NEMG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | — | 102.63% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 102.63% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 102.63% | — |
CELT vs. NEMG - Expense Ratio Comparison
CELT has a 1.30% expense ratio, which is higher than NEMG's 0.75% expense ratio.
Dividends
CELT vs. NEMG - Dividend Comparison
Neither CELT nor NEMG has paid dividends to shareholders.
Frequently Asked Questions
CELT and NEMG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NEMG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NEMG is cheaper with a 0.75% expense ratio, compared with 1.30% for CELT.
CELT and NEMG 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 NEMG.
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