FUTG vs. ADBG
FUTG (Leverage Shares 2X Long FUTU Daily ETF) and ADBG (Leverage Shares 2X Long ADBE Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.01 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
FUTG vs. ADBG - Performance Comparison
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Returns By Period
In the year-to-date period, FUTG achieves a -75.13% return, which is significantly lower than ADBG's -70.65% return.
FUTG
- 1D
- 3.79%
- 1M
- -61.72%
- YTD
- -75.13%
- 6M
- -77.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ADBG
- 1D
- -13.29%
- 1M
- -28.91%
- YTD
- -70.65%
- 6M
- -71.88%
- 1Y
- -79.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUTG vs. ADBG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FUTG Leverage Shares 2X Long FUTU Daily ETF | -75.13% | -0.20% |
ADBG Leverage Shares 2X Long ADBE Daily ETF | -70.65% | 1.79% |
Correlation
The correlation between FUTG and ADBG is 0.01, 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 | 0.01 |
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Return for Risk
FUTG vs. ADBG — Risk / Return Rank
FUTG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ADBG
FUTG vs. ADBG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long FUTU Daily ETF (FUTG) and Leverage Shares 2X Long ADBE Daily ETF (ADBG). 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.
| FUTG | ADBG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.70 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -1.02 | — |
| Martin ratioReturn relative to average drawdown | — | -1.71 | — |
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Drawdowns
FUTG vs. ADBG - Drawdown Comparison
The maximum FUTG drawdown since its inception was -86.19%, roughly equal to the maximum ADBG drawdown of -82.17%. Use the drawdown chart below to compare losses from any high point for FUTG and ADBG.
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Drawdown Indicators
| FUTG | ADBG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.19% | -82.17% | -4.02% |
Max Drawdown (1Y)Largest decline over 1 year | — | -79.99% | — |
Current DrawdownCurrent decline from peak | -84.04% | -82.17% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -41.98% | -42.28% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 51.04% | — |
Volatility
FUTG vs. ADBG - Volatility Comparison
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Volatility by Period
| FUTG | ADBG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 33.56% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 58.76% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 133.43% | 70.05% | +63.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 133.43% | 68.67% | +64.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 133.43% | 68.67% | +64.76% |
FUTG vs. ADBG - Expense Ratio Comparison
Both FUTG and ADBG have an expense ratio of 0.75%.
Dividends
FUTG vs. ADBG - Dividend Comparison
Neither FUTG nor ADBG has paid dividends to shareholders.
Frequently Asked Questions
FUTG and ADBG have a correlation of 0.01, 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.
FUTG and ADBG have the same expense ratio: 0.75% per year.
FUTG and ADBG have nearly identical dividend yields, around 0.00%.
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