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FUTG vs. OPEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUTG vs. OPEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long FUTU Daily ETF (FUTG) and Tradr 2X Long OPEN Daily ETF (OPEX). 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 -75.13% return, which is significantly lower than OPEX's -61.25% return.


FUTG

1D
3.79%
1M
-61.72%
YTD
-75.13%
6M
-77.30%
1Y
3Y*
5Y*
10Y*

OPEX

1D
-3.98%
1M
-8.82%
YTD
-61.25%
6M
-70.21%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTG vs. OPEX - Yearly Performance Comparison


2026 (YTD)2025
FUTG
Leverage Shares 2X Long FUTU Daily ETF
-75.13%-7.53%
OPEX
Tradr 2X Long OPEN Daily ETF
-61.25%-45.16%

Correlation

The correlation between FUTG and OPEX is 0.40, 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 23, 2025

0.40

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Return for Risk

FUTG vs. OPEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long FUTU Daily ETF (FUTG) and Tradr 2X Long OPEN Daily ETF (OPEX). 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. OPEX - Sharpe Ratio Comparison


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Drawdowns

FUTG vs. OPEX - Drawdown Comparison

The maximum FUTG drawdown since its inception was -86.19%, roughly equal to the maximum OPEX drawdown of -87.46%. Use the drawdown chart below to compare losses from any high point for FUTG and OPEX.


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Drawdown Indicators


FUTGOPEXDifference

Max Drawdown

Largest peak-to-trough decline

-86.19%

-87.46%

+1.27%

Current Drawdown

Current decline from peak

-84.04%

-86.93%

+2.89%

Average Drawdown

Average peak-to-trough decline

-41.98%

-66.04%

+24.06%

Volatility

FUTG vs. OPEX - Volatility Comparison


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Volatility by Period


FUTGOPEXDifference

Volatility (1Y)

Calculated over the trailing 1-year period

133.43%

171.35%

-37.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

133.43%

171.35%

-37.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

133.43%

171.35%

-37.92%

FUTG vs. OPEX - Expense Ratio Comparison

FUTG has a 0.75% expense ratio, which is lower than OPEX's 1.30% expense ratio.


Dividends

FUTG vs. OPEX - Dividend Comparison

Neither FUTG nor OPEX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FUTG and OPEX have a correlation of 0.40, 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 1.30% for OPEX.

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

They also come from different issuers: Leverage Shares and Tradr ETFs. Their fees differ too: 0.75% for FUTG and 1.30% for OPEX.

Portfolio Optimizer

Find the right allocation for FUTG and OPEX

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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