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IREG vs. RDTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IREG vs. RDTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long IREN Daily ETF (IREG) and GraniteShares 2x Long RDDT Daily ETF (RDTL). 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 24.82% return, which is significantly higher than RDTL's -59.26% return.


IREG

1D
-10.49%
1M
-8.52%
YTD
24.82%
6M
0.52%
1Y
3Y*
5Y*
10Y*

RDTL

1D
-4.71%
1M
35.48%
YTD
-59.26%
6M
-60.59%
1Y
-17.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IREG vs. RDTL - Yearly Performance Comparison


Correlation

The correlation between IREG and RDTL is 0.21, 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 16, 2025

0.21

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Return for Risk

IREG vs. RDTL — Risk / Return Rank

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

IREG

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


RDTL
RDTL Risk / Return Rank: 1010
Overall Rank
RDTL Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RDTL Sortino Ratio Rank: 1515
Sortino Ratio Rank
RDTL Omega Ratio Rank: 1414
Omega Ratio Rank
RDTL Calmar Ratio Rank: 77
Calmar Ratio Rank
RDTL Martin Ratio Rank: 77
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. RDTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long IREN Daily ETF (IREG) and GraniteShares 2x Long RDDT Daily ETF (RDTL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IREGRDTLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

-0.20

Martin ratioReturn relative to average drawdown

-0.31

IREG vs. RDTL - Sharpe Ratio Comparison


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Drawdowns

IREG vs. RDTL - Drawdown Comparison

The maximum IREG drawdown since its inception was -80.08%, smaller than the maximum RDTL drawdown of -85.21%. Use the drawdown chart below to compare losses from any high point for IREG and RDTL.


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Drawdown Indicators


IREGRDTLDifference

Max Drawdown

Largest peak-to-trough decline

-80.08%

-85.21%

+5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-85.21%

Current Drawdown

Current decline from peak

-50.25%

-75.20%

+24.95%

Average Drawdown

Average peak-to-trough decline

-44.08%

-44.82%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.32%

Volatility

IREG vs. RDTL - Volatility Comparison


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Volatility by Period


IREGRDTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.63%

Volatility (6M)

Calculated over the trailing 6-month period

95.60%

Volatility (1Y)

Calculated over the trailing 1-year period

208.41%

132.04%

+76.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

208.41%

143.17%

+65.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

208.41%

143.17%

+65.24%

IREG vs. RDTL - Expense Ratio Comparison

IREG has a 0.75% expense ratio, which is lower than RDTL's 1.50% expense ratio.


Dividends

IREG vs. RDTL - Dividend Comparison

Neither IREG nor RDTL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IREG and RDTL have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IREG is cheaper with a 0.75% expense ratio, compared with 1.50% for RDTL.

IREG and RDTL have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for IREG and 1.50% for RDTL.

Portfolio Optimizer

Find the right allocation for IREG and RDTL

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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