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IREG vs. HOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IREG vs. HOOG - Performance Comparison

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

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Returns By Period

In the year-to-date period, IREG achieves a 76.42% return, which is significantly higher than HOOG's -60.40% return.


IREG

1D
-3.13%
1M
56.03%
YTD
76.42%
6M
1Y
3Y*
5Y*
10Y*

HOOG

1D
-12.13%
1M
10.59%
YTD
-60.40%
6M
-72.73%
1Y
-29.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IREG vs. HOOG - Yearly Performance Comparison


Correlation

The correlation between IREG and HOOG is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 17, 2025

0.52

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Return for Risk

IREG vs. HOOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IREG

HOOG
HOOG Risk / Return Rank: 99
Overall Rank
HOOG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HOOG Sortino Ratio Rank: 1414
Sortino Ratio Rank
HOOG Omega Ratio Rank: 1313
Omega Ratio Rank
HOOG Calmar Ratio Rank: 66
Calmar Ratio Rank
HOOG Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IREG vs. HOOG - 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 HOOD Daily ETF (HOOG). 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.

IREG vs. HOOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IREGHOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.31

+1.02

Drawdowns

IREG vs. HOOG - Drawdown Comparison

The maximum IREG drawdown since its inception was -80.08%, smaller than the maximum HOOG drawdown of -86.94%. Use the drawdown chart below to compare losses from any high point for IREG and HOOG.


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Drawdown Indicators


IREGHOOGDifference

Max Drawdown

Largest peak-to-trough decline

-80.08%

-86.94%

+6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-86.94%

Current Drawdown

Current decline from peak

-29.69%

-81.53%

+51.84%

Average Drawdown

Average peak-to-trough decline

-44.09%

-37.56%

-6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.22%

Volatility

IREG vs. HOOG - Volatility Comparison


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Volatility by Period


IREGHOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.51%

Volatility (6M)

Calculated over the trailing 6-month period

100.64%

Volatility (1Y)

Calculated over the trailing 1-year period

208.00%

137.15%

+70.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

208.00%

144.88%

+63.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

208.00%

144.88%

+63.12%

IREG vs. HOOG - Expense Ratio Comparison

Both IREG and HOOG have an expense ratio of 0.75%.


Dividends

IREG vs. HOOG - Dividend Comparison

IREG has not paid dividends to shareholders, while HOOG's dividend yield for the trailing twelve months is around 31.07%.


Frequently Asked Questions


IREG and HOOG have a correlation of 0.52, 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 HOOG have the same expense ratio: 0.75% per year.

HOOG has the higher dividend yield at 31.07%, compared with 0.00% for IREG.

Portfolio Optimizer

Find the right allocation for IREG and HOOG

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

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