FUTG vs. TERG

Last updated Jun 23, 2026

FUTG (Leverage Shares 2X Long FUTU Daily ETF) and TERG (Leverage Shares 2X Long TER Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

FUTG vs. TERG - 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 TER Daily ETF (TERG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FUTG achieves a -74.13% return, which is significantly lower than TERG's 288.74% return.

FUTG

• 1D: 6.77%
• 1M: 20.19%
• YTD: -74.13%
• 6M: -74.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TERG

• 1D: 8.68%
• 1M: 51.45%
• YTD: 288.74%
• 6M: 274.01%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTG vs. TERG - Yearly Performance Comparison

	2026 (YTD)	2025
FUTG Leverage Shares 2X Long FUTU Daily ETF	-74.13%	-5.03%
TERG Leverage Shares 2X Long TER Daily ETF	288.74%	20.91%

Correlation

The correlation between FUTG and TERG is 0.43, 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	0.43

Return for Risk

FUTG vs. TERG - 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 TER Daily ETF (TERG). 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.

Drawdowns

FUTG vs. TERG - Drawdown Comparison

The maximum FUTG drawdown since its inception was -86.19%, which is greater than TERG's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for FUTG and TERG.

Drawdown Indicators

	FUTG	TERG	Difference
Max Drawdown Largest peak-to-trough decline	-86.19%	-49.52%	-36.67%
Current Drawdown Current decline from peak	-83.40%	-0.91%	-82.49%
Average Drawdown Average peak-to-trough decline	-43.21%	-14.57%	-28.64%

Volatility

Volatility by Period

	FUTG	TERG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	132.29%	144.61%	-12.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	132.29%	144.61%	-12.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	132.29%	144.61%	-12.32%

FUTG vs. TERG - Expense Ratio Comparison

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

Dividends

FUTG vs. TERG - Dividend Comparison

Neither FUTG nor TERG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FUTG and TERG in my portfolio?

FUTG and TERG have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FUTG or TERG?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FUTG or TERG?

FUTG and TERG have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, FUTG or TERG?

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