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IRE vs. CIFG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRE vs. CIFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long IREN ETF (IRE) and Leverage Shares 2X Long CIFR Daily ETF (CIFG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IRE achieves a 61.20% return, which is significantly lower than CIFG's 92.34% return.


IRE

1D
-3.62%
1M
53.26%
YTD
61.20%
6M
8.68%
1Y
3Y*
5Y*
10Y*

CIFG

1D
-0.35%
1M
94.51%
YTD
92.34%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRE vs. CIFG - Yearly Performance Comparison


Correlation

The correlation between IRE and CIFG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 12, 2025

0.82

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Return for Risk

IRE vs. CIFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long IREN ETF (IRE) and Leverage Shares 2X Long CIFR Daily ETF (CIFG). 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.

IRE vs. CIFG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IRECIFGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.29

0.12

-0.41

Drawdowns

IRE vs. CIFG - Drawdown Comparison

The maximum IRE drawdown since its inception was -90.87%, which is greater than CIFG's maximum drawdown of -71.71%. Use the drawdown chart below to compare losses from any high point for IRE and CIFG.


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Drawdown Indicators


IRECIFGDifference

Max Drawdown

Largest peak-to-trough decline

-90.87%

-71.71%

-19.16%

Current Drawdown

Current decline from peak

-68.95%

-0.35%

-68.60%

Average Drawdown

Average peak-to-trough decline

-69.97%

-38.01%

-31.96%

Volatility

IRE vs. CIFG - Volatility Comparison


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Volatility by Period


IRECIFGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

214.53%

203.83%

+10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

214.53%

203.83%

+10.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

214.53%

203.83%

+10.70%

IRE vs. CIFG - Expense Ratio Comparison

IRE has a 1.31% expense ratio, which is higher than CIFG's 0.75% expense ratio.


Dividends

IRE vs. CIFG - Dividend Comparison

Neither IRE nor CIFG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IRE and CIFG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CIFG is cheaper with a 0.75% expense ratio, compared with 1.31% for IRE.

IRE and CIFG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Defiance ETFs and Leverage Shares. Their fees differ too: 1.31% for IRE and 0.75% for CIFG.

Portfolio Optimizer

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