FIGG vs. FUTG
FIGG (Leverage Shares 2X Long FIG Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
FIGG vs. FUTG - Performance Comparison
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Returns By Period
In the year-to-date period, FIGG achieves a -82.27% return, which is significantly lower than FUTG's -74.13% return.
FIGG
- 1D
- 2.15%
- 1M
- -33.77%
- YTD
- -82.27%
- 6M
- -83.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUTG
- 1D
- 6.77%
- 1M
- 20.19%
- YTD
- -74.13%
- 6M
- -74.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FIGG vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FIGG Leverage Shares 2X Long FIG Daily ETF | -82.27% | -68.14% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -74.13% | -0.20% |
Correlation
The correlation between FIGG and FUTG is 0.19, 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 Oct 14, 2025 | 0.19 |
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Return for Risk
FIGG vs. FUTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long FIG Daily ETF (FIGG) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.
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Drawdowns
FIGG vs. FUTG - Drawdown Comparison
The maximum FIGG drawdown since its inception was -95.11%, which is greater than FUTG's maximum drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for FIGG and FUTG.
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Drawdown Indicators
| FIGG | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.11% | -86.19% | -8.92% |
Current DrawdownCurrent decline from peak | -94.48% | -83.40% | -11.08% |
Average DrawdownAverage peak-to-trough decline | -77.81% | -43.21% | -34.60% |
Volatility
FIGG vs. FUTG - Volatility Comparison
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Volatility by Period
| FIGG | FUTG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 144.26% | 132.29% | +11.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 144.26% | 132.29% | +11.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 144.26% | 132.29% | +11.97% |
FIGG vs. FUTG - Expense Ratio Comparison
Both FIGG and FUTG have an expense ratio of 0.75%.
Dividends
FIGG vs. FUTG - Dividend Comparison
Neither FIGG nor FUTG has paid dividends to shareholders.
Frequently Asked Questions
FIGG and FUTG have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FIGG and FUTG have the same expense ratio: 0.75% per year.
FIGG and FUTG have nearly identical dividend yields, around 0.00%.
Find the right allocation for FIGG and FUTG
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