CRMG vs. BOEG
CRMG (Leverage Shares 2X Long CRM Daily ETF) and BOEG (Leverage Shares 2X Long BA Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. Over the past year, CRMG returned -75.72% vs -3.78% for BOEG. At a 0.06 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
CRMG vs. BOEG - Performance Comparison
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Returns By Period
In the year-to-date period, CRMG achieves a -71.55% return, which is significantly lower than BOEG's -7.79% return.
CRMG
- 1D
- -1.02%
- 1M
- -30.36%
- YTD
- -71.55%
- 6M
- -71.72%
- 1Y
- -75.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BOEG
- 1D
- 2.99%
- 1M
- -1.08%
- YTD
- -7.79%
- 6M
- -9.10%
- 1Y
- -3.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRMG vs. BOEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CRMG Leverage Shares 2X Long CRM Daily ETF | -71.55% | -12.28% |
BOEG Leverage Shares 2X Long BA Daily ETF | -7.79% | 6.85% |
Correlation
The correlation between CRMG and BOEG is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2025 | 0.06 |
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Return for Risk
CRMG vs. BOEG — Risk / Return Rank
CRMG
BOEG
CRMG vs. BOEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long CRM Daily ETF (CRMG) and Leverage Shares 2X Long BA Daily ETF (BOEG). 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.
| CRMG | BOEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.04 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | -0.08 | -0.91 |
| Martin ratioReturn relative to average drawdown | -1.73 | -0.16 | -1.57 |
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Drawdowns
CRMG vs. BOEG - Drawdown Comparison
The maximum CRMG drawdown since its inception was -79.83%, which is greater than BOEG's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for CRMG and BOEG.
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Drawdown Indicators
| CRMG | BOEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.83% | -46.47% | -33.36% |
Max Drawdown (1Y)Largest decline over 1 year | -76.80% | -46.47% | -30.33% |
Current DrawdownCurrent decline from peak | -79.19% | -30.77% | -48.42% |
Average DrawdownAverage peak-to-trough decline | -39.31% | -19.61% | -19.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.67% | 23.56% | +20.11% |
Volatility
CRMG vs. BOEG - Volatility Comparison
Leverage Shares 2X Long CRM Daily ETF (CRMG) has a higher volatility of 32.05% compared to Leverage Shares 2X Long BA Daily ETF (BOEG) at 21.84%. This indicates that CRMG's price experiences larger fluctuations and is considered to be riskier than BOEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRMG | BOEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.05% | 21.84% | +10.21% |
Volatility (6M)Calculated over the trailing 6-month period | 63.70% | 46.89% | +16.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.09% | 64.35% | +11.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.27% | 63.99% | +11.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.27% | 63.99% | +11.28% |
CRMG vs. BOEG - Expense Ratio Comparison
Both CRMG and BOEG have an expense ratio of 0.75%.
Dividends
CRMG vs. BOEG - Dividend Comparison
Neither CRMG nor BOEG has paid dividends to shareholders.
Frequently Asked Questions
CRMG and BOEG have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRMG has higher volatility (32.05%) compared to BOEG (21.84%). In terms of maximum drawdown, CRMG dropped -79.83% vs BOEG's -46.47%.
On 1-year performance, BOEG leads with -3.78% vs -75.72% for CRMG. Both ETFs have the same 0.75% expense ratio. On volatility, BOEG has been the lower-risk option at 21.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BOEG has performed better with a -3.78% return vs -75.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CRMG and BOEG have the same expense ratio: 0.75% per year.
CRMG and BOEG have nearly identical dividend yields, around 0.00%.
BOEG currently has the higher Sharpe Ratio (-0.06 vs -1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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