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CSCL vs. ADBG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSCL vs. ADBG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSCO Bull 2X Shares (CSCL) 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, CSCL achieves a 147.39% return, which is significantly higher than ADBG's -52.15% return.


CSCL

1D
-2.45%
1M
81.06%
YTD
147.39%
6M
140.09%
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)

CSCL vs. ADBG - Yearly Performance Comparison


2026 (YTD)2025
CSCL
Direxion Daily CSCO Bull 2X Shares
147.39%20.48%
ADBG
Leverage Shares 2X Long ADBE Daily ETF
-52.15%-26.53%

Correlation

The correlation between CSCL and ADBG is 0.06, 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 Jun 26, 2025

0.06

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Return for Risk

CSCL vs. ADBG — Risk / Return Rank

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

CSCL

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.

CSCL vs. ADBG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSCO Bull 2X Shares (CSCL) 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.

CSCL vs. ADBG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSCLADBGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

3.63

-0.90

+4.53

Drawdowns

CSCL vs. ADBG - Drawdown Comparison

The maximum CSCL drawdown since its inception was -27.15%, smaller than the maximum ADBG drawdown of -76.71%. Use the drawdown chart below to compare losses from any high point for CSCL and ADBG.


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Drawdown Indicators


CSCLADBGDifference

Max Drawdown

Largest peak-to-trough decline

-27.15%

-76.71%

+49.56%

Max Drawdown (1Y)

Largest decline over 1 year

-76.23%

Current Drawdown

Current decline from peak

-2.45%

-70.94%

+68.49%

Average Drawdown

Average peak-to-trough decline

-8.53%

-41.74%

+33.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.32%

Volatility

CSCL vs. ADBG - Volatility Comparison


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Volatility by Period


CSCLADBGDifference

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

61.05%

67.12%

-6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.05%

66.85%

-5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.05%

66.85%

-5.80%

CSCL vs. ADBG - Expense Ratio Comparison

CSCL has a 1.07% expense ratio, which is higher than ADBG's 0.75% expense ratio.


Dividends

CSCL vs. ADBG - Dividend Comparison

CSCL's dividend yield for the trailing twelve months is around 0.78%, while ADBG has not paid dividends to shareholders.


Frequently Asked Questions


CSCL and ADBG have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ADBG is cheaper with a 0.75% expense ratio, compared with 1.07% for CSCL.

CSCL has the higher dividend yield at 0.78%, compared with 0.00% for ADBG.

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.07% for CSCL and 0.75% for ADBG.

Portfolio Optimizer

Find the right allocation for CSCL and ADBG

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