FUTG vs. SCDL
FUTG (Leverage Shares 2X Long FUTU Daily ETF) and SCDL (ETRACS 2x Leveraged U.S. Dividend Factor TR ETN) are both Leveraged Equities funds. FUTG is actively managed, while SCDL is passively managed. Their -0.04 correlation means they have often moved in opposite directions in the past. FUTG charges 0.75%/yr vs 0.95%/yr for SCDL.
Performance
FUTG vs. SCDL - Performance Comparison
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Returns By Period
In the year-to-date period, FUTG achieves a -72.89% return, which is significantly lower than SCDL's 47.30% return.
FUTG
- 1D
- 2.92%
- 1M
- 17.58%
- 6M
- -71.42%
- YTD
- -72.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCDL
- 1D
- 0.55%
- 1M
- 6.51%
- 6M
- 26.03%
- YTD
- 47.30%
- 1Y
- 61.99%
- 3Y*
- 20.93%
- 5Y*
- 11.62%
- 10Y*
- —
- ALL TIME*
- 16.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.89M | $3.21M | $10.62M | |
| $12.99K | $29.73K | $21.90K |
FUTG vs. SCDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FUTG Leverage Shares 2X Long FUTU Daily ETF | -72.89% | -0.20% |
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 47.30% | 6.91% |
Correlation
The correlation between FUTG and SCDL is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025 | -0.04 |
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Return for Risk
FUTG vs. SCDL — Risk / Return Rank
FUTG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCDL
FUTG vs. SCDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long FUTU Daily ETF (FUTG) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). 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 | SCDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.46 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.00 | — |
| Martin ratioReturn relative to average drawdown | — | 15.42 | — |
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Drawdowns
FUTG vs. SCDL - Drawdown Comparison
The maximum FUTG drawdown since its inception was -86.19%, which is greater than SCDL's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for FUTG and SCDL.
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Drawdown Indicators
| FUTG | SCDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.19% | -34.87% | -51.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.19% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -32.79% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.87% | — |
Current DrawdownCurrent decline from peak | -82.60% | -2.42% | -80.18% |
Average DrawdownAverage peak-to-trough decline | -48.94% | -11.68% | -37.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.96% | — |
Volatility
FUTG vs. SCDL - Volatility Comparison
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Volatility by Period
| FUTG | SCDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.22% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.67% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 128.04% | 21.95% | +106.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.04% | 29.02% | +99.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 128.04% | 28.76% | +99.28% |
FUTG vs. SCDL - Expense Ratio Comparison
FUTG has a 0.75% expense ratio, which is lower than SCDL's 0.95% expense ratio.
Dividends
FUTG vs. SCDL - Dividend Comparison
Neither FUTG nor SCDL has paid dividends to shareholders.
Frequently Asked Questions
FUTG and SCDL have a correlation of -0.04, 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 0.95% for SCDL.
FUTG and SCDL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and UBS. Their fees differ too: 0.75% for FUTG and 0.95% for SCDL.
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