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GEVG vs. BOEG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GEVG vs. BOEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long GEV Daily ETF (GEVG) and Leverage Shares 2X Long BA Daily ETF (BOEG). The values are adjusted to include any dividend payments, if applicable.

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GEVG vs. BOEG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GEVG achieves a 64.65% return, which is significantly higher than BOEG's -20.41% return.


GEVG

1D
13.55%
1M
-3.29%
YTD
64.65%
6M
1Y
3Y*
5Y*
10Y*

BOEG

1D
10.42%
1M
-25.52%
YTD
-20.41%
6M
-24.16%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GEVG vs. BOEG - Expense Ratio Comparison

Both GEVG and BOEG have an expense ratio of 0.75%.


Return for Risk

GEVG vs. BOEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long GEV Daily ETF (GEVG) and Leverage Shares 2X Long BA Daily ETF (BOEG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GEVG vs. BOEG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GEVGBOEGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

3.02

-0.30

+3.32

Correlation

The correlation between GEVG and BOEG is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GEVG vs. BOEG - Dividend Comparison

Neither GEVG nor BOEG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GEVG vs. BOEG - Drawdown Comparison

The maximum GEVG drawdown since its inception was -22.16%, smaller than the maximum BOEG drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for GEVG and BOEG.


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Drawdown Indicators


GEVGBOEGDifference

Max Drawdown

Largest peak-to-trough decline

-22.16%

-46.47%

+24.31%

Current Drawdown

Current decline from peak

-11.61%

-40.25%

+28.64%

Average Drawdown

Average peak-to-trough decline

-7.42%

-17.59%

+10.17%

Volatility

GEVG vs. BOEG - Volatility Comparison


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Volatility by Period


GEVGBOEGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

95.64%

61.07%

+34.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.64%

61.07%

+34.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.64%

61.07%

+34.57%