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FUTG vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUTG vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long FUTU Daily ETF (FUTG) and GraniteShares 2x Long AMD Daily ETF (AMDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FUTG achieves a -75.77% return, which is significantly lower than AMDL's 361.86% return.


FUTG

1D
-0.27%
1M
-50.89%
YTD
-75.77%
6M
-75.99%
1Y
3Y*
5Y*
10Y*

AMDL

1D
9.38%
1M
33.94%
YTD
361.86%
6M
363.06%
1Y
923.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTG vs. AMDL - Yearly Performance Comparison


2026 (YTD)2025
FUTG
Leverage Shares 2X Long FUTU Daily ETF
-75.77%-0.20%
AMDL
GraniteShares 2x Long AMD Daily ETF
361.86%-10.37%

Correlation

The correlation between FUTG and AMDL is 0.38, 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

0.38

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Return for Risk

FUTG vs. AMDL — Risk / Return Rank

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

FUTG

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


AMDL
AMDL Risk / Return Rank: 9595
Overall Rank
AMDL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMDL Omega Ratio Rank: 9191
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMDL Martin Ratio Rank: 9696
Martin Ratio Rank
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.

FUTG vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long FUTU Daily ETF (FUTG) and GraniteShares 2x Long AMD Daily ETF (AMDL). 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.


FUTGAMDLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

17.02

Martin ratioReturn relative to average drawdown

33.11

FUTG vs. AMDL - Sharpe Ratio Comparison


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Drawdowns

FUTG vs. AMDL - Drawdown Comparison

The maximum FUTG drawdown since its inception was -86.19%, roughly equal to the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for FUTG and AMDL.


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Drawdown Indicators


FUTGAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-86.19%

-88.63%

+2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

Current Drawdown

Current decline from peak

-84.45%

-6.73%

-77.72%

Average Drawdown

Average peak-to-trough decline

-42.97%

-47.88%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.80%

Volatility

FUTG vs. AMDL - Volatility Comparison


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Volatility by Period


FUTGAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.71%

Volatility (6M)

Calculated over the trailing 6-month period

101.96%

Volatility (1Y)

Calculated over the trailing 1-year period

132.39%

133.77%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

132.39%

118.39%

+14.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

132.39%

118.39%

+14.00%

FUTG vs. AMDL - Expense Ratio Comparison

FUTG has a 0.75% expense ratio, which is lower than AMDL's 1.15% expense ratio.


Dividends

FUTG vs. AMDL - Dividend Comparison

Neither FUTG nor AMDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FUTG and AMDL have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FUTG is cheaper with a 0.75% expense ratio, compared with 1.15% for AMDL.

FUTG and AMDL have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for FUTG and 1.15% for AMDL.

Portfolio Optimizer

Find the right allocation for FUTG and AMDL

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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