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CRWG vs. ADBG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRWG vs. ADBG - Performance Comparison

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

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Returns By Period

In the year-to-date period, CRWG achieves a 46.05% return, which is significantly higher than ADBG's -52.15% return.


CRWG

1D
-5.06%
1M
-34.22%
YTD
46.05%
6M
-7.18%
1Y
3Y*
5Y*
10Y*

ADBG

1D
1.66%
1M
-0.81%
YTD
-52.15%
6M
-46.56%
1Y
-69.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRWG vs. ADBG - Yearly Performance Comparison


Correlation

The correlation between CRWG and ADBG is -0.03, 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 (All Time)
Calculated using the full available price history since Aug 12, 2025

-0.03

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Return for Risk

CRWG vs. ADBG — Risk / Return Rank

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

CRWG

ADBG
ADBG Risk / Return Rank: 11
Overall Rank
ADBG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADBG Sortino Ratio Rank: 11
Sortino Ratio Rank
ADBG Omega Ratio Rank: 11
Omega Ratio Rank
ADBG Calmar Ratio Rank: 11
Calmar Ratio Rank
ADBG Martin Ratio Rank: 22
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.

CRWG vs. ADBG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long CRWV Daily ETF (CRWG) and Leverage Shares 2X Long ADBE Daily ETF (ADBG). 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.

CRWG vs. ADBG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRWGADBGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

-0.90

+0.47

Drawdowns

CRWG vs. ADBG - Drawdown Comparison

The maximum CRWG drawdown since its inception was -89.42%, which is greater than ADBG's maximum drawdown of -76.71%. Use the drawdown chart below to compare losses from any high point for CRWG and ADBG.


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Drawdown Indicators


CRWGADBGDifference

Max Drawdown

Largest peak-to-trough decline

-89.42%

-76.71%

-12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-76.23%

Current Drawdown

Current decline from peak

-78.18%

-70.94%

-7.24%

Average Drawdown

Average peak-to-trough decline

-68.58%

-41.74%

-26.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.32%

Volatility

CRWG vs. ADBG - Volatility Comparison


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Volatility by Period


CRWGADBGDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.74%

Volatility (6M)

Calculated over the trailing 6-month period

56.25%

Volatility (1Y)

Calculated over the trailing 1-year period

191.34%

67.12%

+124.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

191.34%

66.85%

+124.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

191.34%

66.85%

+124.49%

CRWG vs. ADBG - Expense Ratio Comparison

Both CRWG and ADBG have an expense ratio of 0.75%.


Dividends

CRWG vs. ADBG - Dividend Comparison

CRWG's dividend yield for the trailing twelve months is around 5.06%, while ADBG has not paid dividends to shareholders.


Frequently Asked Questions


CRWG and ADBG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CRWG and ADBG have the same expense ratio: 0.75% per year.

CRWG has the higher dividend yield at 5.06%, compared with 0.00% for ADBG.

Portfolio Optimizer

Find the right allocation for CRWG and ADBG

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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