IREG vs. BOEG
IREG (Leverage Shares 2X Long IREN Daily ETF) and BOEG (Leverage Shares 2X Long BA Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.35 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
IREG vs. BOEG - Performance Comparison
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Returns By Period
In the year-to-date period, IREG achieves a 76.42% return, which is significantly higher than BOEG's -14.18% return.
IREG
- 1D
- -3.13%
- 1M
- 56.03%
- YTD
- 76.42%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BOEG
- 1D
- -6.30%
- 1M
- -11.15%
- YTD
- -14.18%
- 6M
- -2.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IREG vs. BOEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IREG Leverage Shares 2X Long IREN Daily ETF | 76.42% | 3.65% |
BOEG Leverage Shares 2X Long BA Daily ETF | -14.18% | 9.46% |
Correlation
The correlation between IREG and BOEG is 0.35, 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 Dec 17, 2025 | 0.35 |
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Return for Risk
IREG vs. BOEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long IREN Daily ETF (IREG) 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.
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Sharpe Ratios by Period
| IREG | BOEG | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 1.33 | -0.14 | +1.47 |
Drawdowns
IREG vs. BOEG - Drawdown Comparison
The maximum IREG drawdown since its inception was -80.08%, which is greater than BOEG's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for IREG and BOEG.
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Drawdown Indicators
| IREG | BOEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.08% | -46.47% | -33.61% |
Current DrawdownCurrent decline from peak | -29.69% | -35.57% | +5.88% |
Average DrawdownAverage peak-to-trough decline | -44.09% | -19.06% | -25.03% |
Volatility
IREG vs. BOEG - Volatility Comparison
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Volatility by Period
| IREG | BOEG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 208.00% | 63.38% | +144.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 208.00% | 63.38% | +144.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 208.00% | 63.38% | +144.62% |
IREG vs. BOEG - Expense Ratio Comparison
Both IREG and BOEG have an expense ratio of 0.75%.
Dividends
IREG vs. BOEG - Dividend Comparison
Neither IREG nor BOEG has paid dividends to shareholders.
Frequently Asked Questions
IREG and BOEG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IREG and BOEG have the same expense ratio: 0.75% per year.
IREG and BOEG have nearly identical dividend yields, around 0.00%.
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