ISUL vs. FUTG
ISUL (GraniteShares 2X Long ISRG Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.28 correlation, their price movements are largely independent. ISUL charges 1.50%/yr vs 0.75%/yr for FUTG.
Performance
ISUL vs. FUTG - Performance Comparison
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Returns By Period
In the year-to-date period, ISUL achieves a -52.15% return, which is significantly higher than FUTG's -75.53% return.
ISUL
- 1D
- 2.45%
- 1M
- -20.59%
- YTD
- -52.15%
- 6M
- -53.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUTG
- 1D
- -11.10%
- 1M
- -70.24%
- YTD
- -75.53%
- 6M
- -77.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISUL vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ISUL GraniteShares 2X Long ISRG Daily ETF | -52.15% | 60.15% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -75.53% | -0.80% |
Correlation
The correlation between ISUL and FUTG is 0.28, 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 Oct 15, 2025 | 0.28 |
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Return for Risk
ISUL vs. FUTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2X Long ISRG Daily ETF (ISUL) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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
| ISUL | FUTG | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.54 | -0.66 | +0.12 |
Drawdowns
ISUL vs. FUTG - Drawdown Comparison
The maximum ISUL drawdown since its inception was -57.20%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for ISUL and FUTG.
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Drawdown Indicators
| ISUL | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.20% | -86.19% | +28.99% |
Current DrawdownCurrent decline from peak | -56.15% | -84.29% | +28.14% |
Average DrawdownAverage peak-to-trough decline | -24.10% | -40.35% | +16.25% |
Volatility
ISUL vs. FUTG - Volatility Comparison
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Volatility by Period
| ISUL | FUTG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 66.65% | 136.01% | -69.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.65% | 136.01% | -69.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.65% | 136.01% | -69.36% |
ISUL vs. FUTG - Expense Ratio Comparison
ISUL has a 1.50% expense ratio, which is higher than FUTG's 0.75% expense ratio.
Dividends
ISUL vs. FUTG - Dividend Comparison
Neither ISUL nor FUTG has paid dividends to shareholders.
Frequently Asked Questions
ISUL and FUTG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUTG is cheaper with a 0.75% expense ratio, compared with 1.50% for ISUL.
ISUL and FUTG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.50% for ISUL and 0.75% for FUTG.
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