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DUOG vs. SBTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUOG vs. SBTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long DUOL Daily ETF (DUOG) and T-Rex 2X Long SBET Daily Target ETF (SBTU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DUOG having a -70.05% return and SBTU slightly lower at -72.70%.


DUOG

1D
-4.87%
1M
-9.05%
YTD
-70.05%
6M
1Y
3Y*
5Y*
10Y*

SBTU

1D
-10.59%
1M
-49.76%
YTD
-72.70%
6M
-81.62%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUOG vs. SBTU - Yearly Performance Comparison


2026 (YTD)2025
DUOG
Leverage Shares 2X Long DUOL Daily ETF
-70.05%-24.80%
SBTU
T-Rex 2X Long SBET Daily Target ETF
-72.70%-42.55%

Correlation

The correlation between DUOG and SBTU is 0.24, 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 Dec 12, 2025

0.24

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Return for Risk

DUOG vs. SBTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long DUOL Daily ETF (DUOG) and T-Rex 2X Long SBET Daily Target ETF (SBTU). 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.

DUOG vs. SBTU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DUOGSBTUDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.83

-0.61

-0.22

Drawdowns

DUOG vs. SBTU - Drawdown Comparison

The maximum DUOG drawdown since its inception was -83.06%, smaller than the maximum SBTU drawdown of -91.09%. Use the drawdown chart below to compare losses from any high point for DUOG and SBTU.


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Drawdown Indicators


DUOGSBTUDifference

Max Drawdown

Largest peak-to-trough decline

-83.06%

-91.09%

+8.03%

Current Drawdown

Current decline from peak

-77.48%

-91.09%

+13.61%

Average Drawdown

Average peak-to-trough decline

-63.60%

-68.54%

+4.94%

Volatility

DUOG vs. SBTU - Volatility Comparison


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Volatility by Period


DUOGSBTUDifference

Volatility (1Y)

Calculated over the trailing 1-year period

115.53%

161.52%

-45.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

115.53%

161.52%

-45.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.53%

161.52%

-45.99%

DUOG vs. SBTU - Expense Ratio Comparison

DUOG has a 0.75% expense ratio, which is lower than SBTU's 1.50% expense ratio.


Dividends

DUOG vs. SBTU - Dividend Comparison

Neither DUOG nor SBTU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DUOG and SBTU have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

DUOG is cheaper with a 0.75% expense ratio, compared with 1.50% for SBTU.

DUOG and SBTU have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and Tuttle Capital Management. Their fees differ too: 0.75% for DUOG and 1.50% for SBTU.

Portfolio Optimizer

Find the right allocation for DUOG and SBTU

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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