PortfoliosLab logoPortfoliosLab logo
GLWG vs. CRWU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLWG vs. CRWU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long GLW Daily ETF (GLWG) and T-REX 2X Long CRWV Daily Target ETF (CRWU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


GLWG

1D
-2.81%
1M
39.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

CRWU

1D
-5.07%
1M
-33.95%
YTD
48.91%
6M
-4.96%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLWG vs. CRWU - Yearly Performance Comparison


Correlation

The correlation between GLWG and CRWU is 0.27, 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 Mar 11, 2026

0.27

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLWG vs. CRWU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long GLW Daily ETF (GLWG) and T-REX 2X Long CRWV Daily Target ETF (CRWU). 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.

GLWG vs. CRWU - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GLWGCRWUDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

7.40

-0.37

+7.77

Drawdowns

GLWG vs. CRWU - Drawdown Comparison

The maximum GLWG drawdown since its inception was -29.53%, smaller than the maximum CRWU drawdown of -89.37%. Use the drawdown chart below to compare losses from any high point for GLWG and CRWU.


Loading charts...

Drawdown Indicators


GLWGCRWUDifference

Max Drawdown

Largest peak-to-trough decline

-29.53%

-89.37%

+59.84%

Current Drawdown

Current decline from peak

-12.84%

-77.77%

+64.93%

Average Drawdown

Average peak-to-trough decline

-10.74%

-65.57%

+54.83%

Volatility

GLWG vs. CRWU - Volatility Comparison


Loading charts...

Volatility by Period


GLWGCRWUDifference

Volatility (1Y)

Calculated over the trailing 1-year period

150.03%

191.93%

-41.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

150.03%

191.93%

-41.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

150.03%

191.93%

-41.90%

GLWG vs. CRWU - Expense Ratio Comparison

GLWG has a 0.75% expense ratio, which is lower than CRWU's 1.50% expense ratio.


Dividends

GLWG vs. CRWU - Dividend Comparison

GLWG has not paid dividends to shareholders, while CRWU's dividend yield for the trailing twelve months is around 5.71%.


Frequently Asked Questions


GLWG and CRWU have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLWG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLWG is cheaper with a 0.75% expense ratio, compared with 1.50% for CRWU.

CRWU has the higher dividend yield at 5.71%, compared with 0.00% for GLWG.

They also come from different issuers: Leverage Shares and T-Rex. Their fees differ too: 0.75% for GLWG and 1.50% for CRWU.

Portfolio Optimizer

Find the right allocation for GLWG and CRWU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer