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FUTG vs. CRWG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUTG vs. CRWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long FUTU Daily ETF (FUTG) and Leverage Shares 2X Long CRWV Daily ETF (CRWG). 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 -72.89% return, which is significantly lower than CRWG's -46.53% return.


FUTG

1D
2.92%
1M
17.58%
6M
-71.42%
YTD
-72.89%
1Y
3Y*
5Y*
10Y*
ALL TIME*

CRWG

1D
-5.79%
1M
-30.60%
6M
-66.14%
YTD
-46.53%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$26.24M$26.54M$50.36M
$3.89M$3.21M$10.62M

FUTG vs. CRWG - Yearly Performance Comparison


Correlation

The correlation between FUTG and CRWG is 0.37, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 14, 2025

0.37

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Return for Risk

FUTG vs. CRWG - 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 CRWV Daily ETF (CRWG). 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.

FUTG vs. CRWG - Sharpe Ratio Comparison


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Drawdowns

FUTG vs. CRWG - Drawdown Comparison

The maximum FUTG drawdown since its inception was -86.19%, smaller than the maximum CRWG drawdown of -94.04%. Use the drawdown chart below to compare losses from any high point for FUTG and CRWG.


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Drawdown Indicators


FUTGCRWGDifference

Max Drawdown

Largest peak-to-trough decline

-86.19%

-94.04%

+7.85%

Current Drawdown

Current decline from peak

-82.60%

-92.01%

+9.41%

Average Drawdown

Average peak-to-trough decline

-48.94%

-71.01%

+22.07%

Volatility

FUTG vs. CRWG - Volatility Comparison


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Volatility by Period


FUTGCRWGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

128.04%

192.54%

-64.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

128.04%

192.54%

-64.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

128.04%

192.54%

-64.50%

FUTG vs. CRWG - Expense Ratio Comparison

Both FUTG and CRWG have an expense ratio of 0.75%.


Dividends

FUTG vs. CRWG - Dividend Comparison

FUTG has not paid dividends to shareholders, while CRWG's dividend yield for the trailing twelve months is around 13.83%.


Frequently Asked Questions


FUTG and CRWG have a correlation of 0.37, 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 CRWG have the same expense ratio: 0.75% per year.

CRWG has the higher dividend yield at 13.83%, compared with 0.00% for FUTG.

Portfolio Optimizer

Find the right allocation for FUTG and CRWG

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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