IREG vs. WTIU
IREG (Leverage Shares 2X Long IREN Daily ETF) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both Leveraged Equities funds. IREG is actively managed, while WTIU is passively managed. Their -0.12 correlation means they have often moved in opposite directions in the past. IREG charges 0.75%/yr vs 0.95%/yr for WTIU.
Performance
IREG vs. WTIU - Performance Comparison
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Returns By Period
In the year-to-date period, IREG achieves a -57.67% return, which is significantly lower than WTIU's 104.80% return.
IREG
- 1D
- -7.42%
- 1M
- -24.60%
- 6M
- -76.50%
- YTD
- -57.67%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
WTIU
- 1D
- 3.15%
- 1M
- 45.95%
- 6M
- 51.31%
- YTD
- 104.80%
- 1Y
- 114.64%
- 3Y*
- 0.02%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -4.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.88M | $7.65M | $9.55M | |
| $1.32M | $870.89K | $849.27K |
IREG vs. WTIU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IREG Leverage Shares 2X Long IREN Daily ETF | -57.67% | 16.86% |
WTIU MicroSectors Energy 3X Leveraged ETN | 104.80% | -5.36% |
Correlation
The correlation between IREG and WTIU is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025 | -0.12 |
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Return for Risk
IREG vs. WTIU — Risk / Return Rank
IREG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WTIU
IREG vs. WTIU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long IREN Daily ETF (IREG) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.
| IREG | WTIU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.09 | — |
| Martin ratioReturn relative to average drawdown | — | 4.79 | — |
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Drawdowns
IREG vs. WTIU - Drawdown Comparison
The maximum IREG drawdown since its inception was -88.63%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for IREG and WTIU.
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Drawdown Indicators
| IREG | WTIU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -75.73% | -12.90% |
Max Drawdown (1Y)Largest decline over 1 year | — | -48.11% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -75.73% | — |
Current DrawdownCurrent decline from peak | -83.13% | -27.41% | -55.72% |
Average DrawdownAverage peak-to-trough decline | -49.75% | -39.21% | -10.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 21.07% | — |
Volatility
IREG vs. WTIU - Volatility Comparison
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Volatility by Period
| IREG | WTIU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 21.18% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 57.82% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 225.92% | 69.90% | +156.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 225.92% | 70.86% | +155.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 225.92% | 70.86% | +155.06% |
IREG vs. WTIU - Expense Ratio Comparison
IREG has a 0.75% expense ratio, which is lower than WTIU's 0.95% expense ratio.
Dividends
IREG vs. WTIU - Dividend Comparison
Neither IREG nor WTIU has paid dividends to shareholders.
Frequently Asked Questions
IREG and WTIU have a correlation of -0.12, 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 0.95% for WTIU.
IREG and WTIU have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and REX. Their fees differ too: 0.75% for IREG and 0.95% for WTIU.
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