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FIGG vs. DASX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIGG vs. DASX - 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 DASH Daily ETF (DASX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FIGG

1D
2.15%
1M
-33.77%
YTD
-82.27%
6M
-83.93%
1Y
3Y*
5Y*
10Y*

DASX

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

FIGG vs. DASX - Yearly Performance Comparison


2026 (YTD)2025
FIGG
Leverage Shares 2X Long FIG Daily ETF
-82.27%-53.64%
DASX
Tradr 2X Long DASH Daily ETF
-41.22%-27.34%

Correlation

The correlation between FIGG and DASX is 0.08, 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 23, 2025

0.08

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Return for Risk

FIGG vs. DASX - 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 DASH Daily ETF (DASX). 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.


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

FIGG vs. DASX - Sharpe Ratio Comparison


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Drawdowns

FIGG vs. DASX - Drawdown Comparison


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Drawdown Indicators


FIGGDASXDifference

Max Drawdown

Largest peak-to-trough decline

-95.11%

Current Drawdown

Current decline from peak

-94.48%

Average Drawdown

Average peak-to-trough decline

-77.81%

Volatility

FIGG vs. DASX - Volatility Comparison


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Volatility by Period


FIGGDASXDifference

Volatility (1Y)

Calculated over the trailing 1-year period

144.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

144.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.26%

FIGG vs. DASX - Expense Ratio Comparison

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


Dividends

FIGG vs. DASX - Dividend Comparison

Neither FIGG nor DASX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FIGG and DASX have a correlation of 0.08, 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.

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

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

Portfolio Optimizer

Find the right allocation for FIGG and DASX

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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