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DASX vs. FIGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DASX vs. FIGG - Performance Comparison

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

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Returns By Period


DASX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FIGG

1D
-20.82%
1M
53.10%
YTD
-70.57%
6M
-69.61%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DASX vs. FIGG - Yearly Performance Comparison


2026 (YTD)2025
DASX
Tradr 2X Long DASH Daily ETF
-41.22%-28.45%
FIGG
Leverage Shares 2X Long FIG Daily ETF
-70.57%-54.67%

Correlation

The correlation between DASX and FIGG is 0.09, 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 Oct 24, 2025

0.09

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Return for Risk

DASX vs. FIGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long DASH Daily ETF (DASX) and Leverage Shares 2X Long FIG Daily ETF (FIGG). 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.

DASX vs. FIGG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DASXFIGGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.66

Drawdowns

DASX vs. FIGG - Drawdown Comparison


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Drawdown Indicators


DASXFIGGDifference

Max Drawdown

Largest peak-to-trough decline

-95.11%

Current Drawdown

Current decline from peak

-90.83%

Average Drawdown

Average peak-to-trough decline

-76.94%

Volatility

DASX vs. FIGG - Volatility Comparison


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Volatility by Period


DASXFIGGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

148.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

148.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

148.14%

DASX vs. FIGG - Expense Ratio Comparison

DASX has a 1.30% expense ratio, which is higher than FIGG's 0.75% expense ratio.


Dividends

DASX vs. FIGG - Dividend Comparison

Neither DASX nor FIGG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DASX and FIGG have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FIGG is cheaper with a 0.75% expense ratio, compared with 1.30% for DASX.

DASX and FIGG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Tradr ETFs and Leverage Shares. Their fees differ too: 1.30% for DASX and 0.75% for FIGG.

Portfolio Optimizer

Find the right allocation for DASX and FIGG

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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