FIGG vs. CEGX

Last updated Jul 17, 2026

FIGG (Leverage Shares 2X Long FIG Daily ETF) and CEGX (Tradr 2X Long CEG Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.07 correlation, their price movements are largely independent. FIGG charges 0.75%/yr vs 1.30%/yr for CEGX.

Performance

FIGG vs. CEGX - Performance Comparison

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

Returns By Period

In the year-to-date period, FIGG achieves a -75.22% return, which is significantly lower than CEGX's -57.70% return.

FIGG

• 1D: -1.62%
• 1M: 56.15%
• 6M: -64.89%
• YTD: -75.22%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CEGX

• 1D: -4.90%
• 1M: -13.33%
• 6M: -53.77%
• YTD: -57.70%
• 1Y: -50.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIGG vs. CEGX - Yearly Performance Comparison

	2026 (YTD)	2025
FIGG Leverage Shares 2X Long FIG Daily ETF	-75.22%	-68.14%
CEGX Tradr 2X Long CEG Daily ETF	-57.70%	-19.46%

Correlation

The correlation between FIGG and CEGX is 0.07, 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 14, 2025	0.07

Return for Risk

FIGG vs. CEGX — Risk / Return Rank

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

FIGG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CEGX

CEGX Risk / Return Rank: 5
CEGX Sharpe Ratio Rank: 5
CEGX Sortino Ratio Rank: 6
CEGX Omega Ratio Rank: 6
CEGX Calmar Ratio Rank: 4
CEGX Martin Ratio Rank: 4

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.

FIGG vs. CEGX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FIGG	CEGX	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.55	—
Sortino ratio: Return per unit of downside risk	—	-0.40	—
Omega ratio: Gain probability vs. loss probability	—	0.95	—
Calmar ratio: Return relative to maximum drawdown	—	-0.70	—
Martin ratio: Return relative to average drawdown	—	-1.17	—

Drawdowns

FIGG vs. CEGX - Drawdown Comparison

The maximum FIGG drawdown since its inception was -95.77%, which is greater than CEGX's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for FIGG and CEGX.

Drawdown Indicators

	FIGG	CEGX	Difference
Max Drawdown Largest peak-to-trough decline	-95.77%	-72.88%	-22.89%
Max Drawdown (1Y) Largest decline over 1 year	—	-72.88%	—
Current Drawdown Current decline from peak	-92.28%	-69.59%	-22.69%
Average Drawdown Average peak-to-trough decline	-79.23%	-37.04%	-42.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	43.33%	—

Volatility

Volatility by Period

	FIGG	CEGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	20.97%	—
Volatility (6M) Calculated over the trailing 6-month period	—	71.18%	—
Volatility (1Y) Calculated over the trailing 1-year period	149.43%	93.60%	+55.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	149.43%	93.42%	+56.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	149.43%	93.42%	+56.01%

FIGG vs. CEGX - Expense Ratio Comparison

FIGG has a 0.75% expense ratio, which is lower than CEGX's 1.30% expense ratio.

Dividends

FIGG vs. CEGX - Dividend Comparison

Neither FIGG nor CEGX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FIGG and CEGX in my portfolio?

FIGG and CEGX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FIGG or CEGX?

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.

Which ETF is cheaper, FIGG or CEGX?

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

Which ETF pays a higher dividend yield, FIGG or CEGX?

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

What is the main difference between FIGG and CEGX?

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