PortfoliosLab logoPortfoliosLab logo
CMGG vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMGG vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long CMG Daily ETF (CMGG) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CMGG achieves a -39.24% return, which is significantly lower than WTIU's 45.60% return.


CMGG

1D
-11.56%
1M
-15.34%
YTD
-39.24%
6M
-42.16%
1Y
3Y*
5Y*
10Y*

WTIU

1D
4.63%
1M
-24.41%
YTD
45.60%
6M
48.75%
1Y
26.54%
3Y*
0.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMGG vs. WTIU - Yearly Performance Comparison


Correlation

The correlation between CMGG and WTIU is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

-0.10

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CMGG vs. WTIU — Risk / Return Rank

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

CMGG

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


WTIU
WTIU Risk / Return Rank: 1616
Overall Rank
WTIU Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 1717
Sortino Ratio Rank
WTIU Omega Ratio Rank: 1717
Omega Ratio Rank
WTIU Calmar Ratio Rank: 1515
Calmar Ratio Rank
WTIU Martin Ratio Rank: 1515
Martin Ratio Rank
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.

CMGG vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long CMG Daily ETF (CMGG) 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.

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.


CMGGWTIUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.57

Martin ratioReturn relative to average drawdown

1.51

CMGG vs. WTIU - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CMGG vs. WTIU - Drawdown Comparison

The maximum CMGG drawdown since its inception was -56.75%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for CMGG and WTIU.


Loading charts...

Drawdown Indicators


CMGGWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-56.75%

-75.73%

+18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-47.07%

Max Drawdown (3Y)

Largest decline over 3 years

-75.73%

Current Drawdown

Current decline from peak

-49.61%

-48.39%

-1.22%

Average Drawdown

Average peak-to-trough decline

-23.20%

-39.18%

+15.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.82%

Volatility

CMGG vs. WTIU - Volatility Comparison


Loading charts...

Volatility by Period


CMGGWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.53%

Volatility (6M)

Calculated over the trailing 6-month period

56.35%

Volatility (1Y)

Calculated over the trailing 1-year period

69.07%

68.93%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.07%

70.83%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.07%

70.83%

-1.76%

CMGG vs. WTIU - Expense Ratio Comparison

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


Dividends

CMGG vs. WTIU - Dividend Comparison

Neither CMGG nor WTIU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

CMGG is cheaper with a 0.75% expense ratio, compared with 0.95% for WTIU.

CMGG and WTIU have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and REX. Their fees differ too: 0.75% for CMGG and 0.95% for WTIU.

Portfolio Optimizer

Find the right allocation for CMGG and WTIU

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

Open Portfolio Optimizer