GEVG vs. TERG

Last updated Apr 1, 2026

Compare and contrast key facts about Leverage Shares 2X Long GEV Daily ETF (GEVG) and Leverage Shares 2X Long TER Daily ETF (TERG).

GEVG and TERG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GEVG is an actively managed fund by Leverage Shares. It was launched on Dec 16, 2025. TERG is an actively managed fund by Leverage Shares. It was launched on Nov 17, 2025.

Performance

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

GEVG vs. TERG - Yearly Performance Comparison

	2026 (YTD)	2025
GEVG Leverage Shares 2X Long GEV Daily ETF	64.65%	-11.09%
TERG Leverage Shares 2X Long TER Daily ETF	102.79%	0.34%

Returns By Period

In the year-to-date period, GEVG achieves a 64.65% return, which is significantly lower than TERG's 102.79% return.

GEVG

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

TERG

• 1D: 14.40%
• 1M: -19.76%
• YTD: 102.79%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GEVG vs. TERG - Expense Ratio Comparison

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

GEVG

Leverage Shares 2X Long GEV Daily ETF

TERG

Leverage Shares 2X Long TER Daily ETF

Return for Risk

GEVG vs. TERG - 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 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.

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

Sharpe Ratios by Period

	GEVG	TERG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	3.02	10.56	-7.54

Correlation

The correlation between GEVG and TERG is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GEVG vs. TERG - Dividend Comparison

Neither GEVG nor TERG has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

GEVG vs. TERG - Drawdown Comparison

The maximum GEVG drawdown since its inception was -22.16%, smaller than the maximum TERG drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for GEVG and TERG.

Drawdown Indicators

	GEVG	TERG	Difference
Max Drawdown Largest peak-to-trough decline	-22.16%	-39.32%	+17.16%
Current Drawdown Current decline from peak	-11.61%	-30.58%	+18.97%
Average Drawdown Average peak-to-trough decline	-7.42%	-9.77%	+2.35%

Volatility

Volatility by Period

	GEVG	TERG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	95.64%	124.59%	-28.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.64%	124.59%	-28.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.64%	124.59%	-28.95%