ISUL vs. PLUL
ISUL (GraniteShares 2X Long ISRG Daily ETF) and PLUL (Leverage Shares 2X Long PLUG Daily ETF) are both Leveraged Equities funds. ISUL is actively managed, while PLUL is passively managed. At a 0.05 correlation, their price movements are largely independent. ISUL charges 1.50%/yr vs 0.75%/yr for PLUL.
Performance
ISUL vs. PLUL - Performance Comparison
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Returns By Period
ISUL
- 1D
- 0.40%
- 1M
- -16.80%
- YTD
- -53.48%
- 6M
- -55.29%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLUL
- 1D
- -6.18%
- 1M
- -52.73%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISUL vs. PLUL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ISUL GraniteShares 2X Long ISRG Daily ETF | -54.25% |
PLUL Leverage Shares 2X Long PLUG Daily ETF | -9.75% |
Correlation
The correlation between ISUL and PLUL is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 13, 2026 | 0.05 |
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Return for Risk
ISUL vs. PLUL - 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 PLUG Daily ETF (PLUL). 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. PLUL - Drawdown Comparison
The maximum ISUL drawdown since its inception was -57.53%, smaller than the maximum PLUL drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for ISUL and PLUL.
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Drawdown Indicators
| ISUL | PLUL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.53% | -61.04% | +3.51% |
Current DrawdownCurrent decline from peak | -57.36% | -60.12% | +2.76% |
Average DrawdownAverage peak-to-trough decline | -26.23% | -27.01% | +0.78% |
Volatility
ISUL vs. PLUL - Volatility Comparison
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Volatility by Period
| ISUL | PLUL | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 65.78% | 186.73% | -120.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.78% | 186.73% | -120.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.78% | 186.73% | -120.95% |
ISUL vs. PLUL - Expense Ratio Comparison
ISUL has a 1.50% expense ratio, which is higher than PLUL's 0.75% expense ratio.
Dividends
ISUL vs. PLUL - Dividend Comparison
Neither ISUL nor PLUL has paid dividends to shareholders.
Frequently Asked Questions
ISUL and PLUL have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PLUL is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PLUL is cheaper with a 0.75% expense ratio, compared with 1.50% for ISUL.
ISUL and PLUL 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 PLUL.
Find the right allocation for ISUL and PLUL
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