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CRWG vs. TERG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRWG vs. TERG - 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 TER Daily ETF (TERG). The values are adjusted to include any dividend payments, if applicable.

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CRWG vs. TERG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CRWG achieves a -10.33% return, which is significantly lower than TERG's 124.98% return.


CRWG

1D
2.53%
1M
-6.54%
YTD
-10.33%
6M
-80.84%
1Y
3Y*
5Y*
10Y*

TERG

1D
10.94%
1M
-13.61%
YTD
124.98%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRWG vs. TERG - Expense Ratio Comparison

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


Return for Risk

CRWG vs. TERG - 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 TER Daily ETF (TERG). 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. TERG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRWGTERGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.48

13.84

-14.32

Correlation

The correlation between CRWG and TERG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CRWG vs. TERG - Dividend Comparison

CRWG's dividend yield for the trailing twelve months is around 8.25%, while TERG has not paid dividends to shareholders.


Drawdowns

CRWG vs. TERG - Drawdown Comparison

The maximum CRWG drawdown since its inception was -89.42%, which is greater than TERG's maximum drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for CRWG and TERG.


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Drawdown Indicators


CRWGTERGDifference

Max Drawdown

Largest peak-to-trough decline

-89.42%

-39.32%

-50.10%

Current Drawdown

Current decline from peak

-86.60%

-22.98%

-63.62%

Average Drawdown

Average peak-to-trough decline

-66.78%

-9.92%

-56.86%

Volatility

CRWG vs. TERG - Volatility Comparison


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Volatility by Period


CRWGTERGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

196.26%

124.92%

+71.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

196.26%

124.92%

+71.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

196.26%

124.92%

+71.34%