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DRIP vs. TERG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIP vs. TERG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and Leverage Shares 2X Long TER Daily ETF (TERG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRIP achieves a -50.45% return, which is significantly lower than TERG's 229.64% return.


DRIP

1D
-3.05%
1M
9.61%
YTD
-50.45%
6M
-43.03%
1Y
-56.10%
3Y*
-30.92%
5Y*
-41.62%
10Y*
-42.95%

TERG

1D
8.49%
1M
39.95%
YTD
229.64%
6M
218.92%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIP vs. TERG - Yearly Performance Comparison


Correlation

The correlation between DRIP and TERG is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.12

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Return for Risk

DRIP vs. TERG — Risk / Return Rank

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

DRIP
DRIP Risk / Return Rank: 11
Overall Rank
DRIP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 11
Sortino Ratio Rank
DRIP Omega Ratio Rank: 11
Omega Ratio Rank
DRIP Calmar Ratio Rank: 11
Calmar Ratio Rank
DRIP Martin Ratio Rank: 11
Martin Ratio Rank

TERG
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.

DRIP vs. TERG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) 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.


DRIPTERGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.83

Calmar ratioReturn relative to maximum drawdown

-0.88

Martin ratioReturn relative to average drawdown

-1.64

DRIP vs. TERG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DRIPTERGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

9.90

-10.32

Drawdowns

DRIP vs. TERG - Drawdown Comparison

The maximum DRIP drawdown since its inception was -99.95%, which is greater than TERG's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for DRIP and TERG.


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Drawdown Indicators


DRIPTERGDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-49.52%

-50.43%

Max Drawdown (1Y)

Largest decline over 1 year

-63.84%

Max Drawdown (3Y)

Largest decline over 3 years

-76.02%

Max Drawdown (5Y)

Largest decline over 5 years

-96.24%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

Current Drawdown

Current decline from peak

-99.94%

-15.98%

-83.96%

Average Drawdown

Average peak-to-trough decline

-90.45%

-13.73%

-76.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.12%

Volatility

DRIP vs. TERG - Volatility Comparison


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Volatility by Period


DRIPTERGDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.66%

Volatility (6M)

Calculated over the trailing 6-month period

43.05%

Volatility (1Y)

Calculated over the trailing 1-year period

55.64%

139.25%

-83.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.36%

139.25%

-70.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.59%

139.25%

-42.66%

DRIP vs. TERG - Expense Ratio Comparison

DRIP has a 1.07% expense ratio, which is higher than TERG's 0.75% expense ratio.


Dividends

DRIP vs. TERG - Dividend Comparison

DRIP's dividend yield for the trailing twelve months is around 3.99%, while TERG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.99%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%
TERG
Leverage Shares 2X Long TER Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DRIP and TERG have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TERG is cheaper with a 0.75% expense ratio, compared with 1.07% for DRIP.

DRIP has the higher dividend yield at 3.99%, compared with 0.00% for TERG.

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

Portfolio Optimizer

Find the right allocation for DRIP and TERG

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