FUTG vs. NUG
FUTG (Leverage Shares 2X Long FUTU Daily ETF) and NUG (Leverage Shares 2X Long NU Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
FUTG vs. NUG - Performance Comparison
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Returns By Period
In the year-to-date period, FUTG achieves a -74.13% return, which is significantly lower than NUG's -49.34% return.
FUTG
- 1D
- 6.77%
- 1M
- 20.19%
- YTD
- -74.13%
- 6M
- -74.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NUG
- 1D
- 1.13%
- 1M
- -1.26%
- YTD
- -49.34%
- 6M
- -48.76%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUTG vs. NUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FUTG Leverage Shares 2X Long FUTU Daily ETF | -74.13% | -5.03% |
NUG Leverage Shares 2X Long NU Daily ETF | -49.34% | 9.30% |
Correlation
The correlation between FUTG and NUG is 0.45, 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 Nov 17, 2025 | 0.45 |
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Return for Risk
FUTG vs. NUG - 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 NU Daily ETF (NUG). 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
FUTG vs. NUG - Drawdown Comparison
The maximum FUTG drawdown since its inception was -86.19%, which is greater than NUG's maximum drawdown of -66.15%. Use the drawdown chart below to compare losses from any high point for FUTG and NUG.
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Drawdown Indicators
| FUTG | NUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.19% | -66.15% | -20.04% |
Current DrawdownCurrent decline from peak | -83.40% | -59.01% | -24.39% |
Average DrawdownAverage peak-to-trough decline | -43.21% | -31.80% | -11.41% |
Volatility
FUTG vs. NUG - Volatility Comparison
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Volatility by Period
| FUTG | NUG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 132.29% | 79.90% | +52.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 132.29% | 79.90% | +52.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132.29% | 79.90% | +52.39% |
FUTG vs. NUG - Expense Ratio Comparison
Both FUTG and NUG have an expense ratio of 0.75%.
Dividends
FUTG vs. NUG - Dividend Comparison
Neither FUTG nor NUG has paid dividends to shareholders.
Frequently Asked Questions
FUTG and NUG have a correlation of 0.45, 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 NUG have the same expense ratio: 0.75% per year.
FUTG and NUG have nearly identical dividend yields, around 0.00%.
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