ISUL vs. NUG
ISUL (GraniteShares 2X Long ISRG Daily ETF) and NUG (Leverage Shares 2X Long NU Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.33 correlation, their price movements are largely independent. ISUL charges 1.50%/yr vs 0.75%/yr for NUG.
Performance
ISUL vs. NUG - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ISUL having a -53.77% return and NUG slightly higher at -52.17%.
ISUL
- 1D
- -0.63%
- 1M
- -17.32%
- YTD
- -53.77%
- 6M
- -55.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NUG
- 1D
- -2.28%
- 1M
- -6.77%
- YTD
- -52.17%
- 6M
- -52.50%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISUL vs. NUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ISUL GraniteShares 2X Long ISRG Daily ETF | -53.77% | 4.79% |
NUG Leverage Shares 2X Long NU Daily ETF | -52.17% | 9.30% |
Correlation
The correlation between ISUL and NUG is 0.33, 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 Nov 17, 2025 | 0.33 |
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Return for Risk
ISUL vs. NUG - 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 NU Daily ETF (NUG). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
ISUL vs. NUG - Drawdown Comparison
The maximum ISUL drawdown since its inception was -57.63%, smaller than the maximum NUG drawdown of -66.15%. Use the drawdown chart below to compare losses from any high point for ISUL and NUG.
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Drawdown Indicators
| ISUL | NUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -66.15% | +8.52% |
Current DrawdownCurrent decline from peak | -57.63% | -61.30% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -26.41% | -32.18% | +5.77% |
Volatility
ISUL vs. NUG - Volatility Comparison
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Volatility by Period
| ISUL | NUG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 65.60% | 79.50% | -13.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.60% | 79.50% | -13.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.60% | 79.50% | -13.90% |
ISUL vs. NUG - Expense Ratio Comparison
ISUL has a 1.50% expense ratio, which is higher than NUG's 0.75% expense ratio.
Dividends
ISUL vs. NUG - Dividend Comparison
Neither ISUL nor NUG has paid dividends to shareholders.
Frequently Asked Questions
ISUL and NUG have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NUG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NUG is cheaper with a 0.75% expense ratio, compared with 1.50% for ISUL.
ISUL and NUG 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 NUG.
Find the right allocation for ISUL and NUG
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