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IWDL vs. BEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDL vs. BEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) and Leverage Shares 2X Long BE Daily ETF (BEG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWDL achieves a 28.58% return, which is significantly lower than BEG's 658.88% return.


IWDL

1D
-1.65%
1M
3.97%
YTD
28.58%
6M
26.90%
1Y
53.41%
3Y*
29.95%
5Y*
14.46%
10Y*

BEG

1D
-13.66%
1M
4.00%
YTD
658.88%
6M
577.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDL vs. BEG - Yearly Performance Comparison


Correlation

The correlation between IWDL and BEG is 0.37, 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

0.37

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Return for Risk

IWDL vs. BEG — Risk / Return Rank

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

IWDL
IWDL Risk / Return Rank: 7878
Overall Rank
IWDL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IWDL Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWDL Omega Ratio Rank: 7171
Omega Ratio Rank
IWDL Calmar Ratio Rank: 8181
Calmar Ratio Rank
IWDL Martin Ratio Rank: 8484
Martin Ratio Rank

BEG

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

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.

IWDL vs. BEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) and Leverage Shares 2X Long BE Daily ETF (BEG). 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.


IWDLBEGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.97

Martin ratioReturn relative to average drawdown

16.20

IWDL vs. BEG - Sharpe Ratio Comparison


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Drawdowns

IWDL vs. BEG - Drawdown Comparison

The maximum IWDL drawdown since its inception was -37.95%, smaller than the maximum BEG drawdown of -59.85%. Use the drawdown chart below to compare losses from any high point for IWDL and BEG.


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Drawdown Indicators


IWDLBEGDifference

Max Drawdown

Largest peak-to-trough decline

-37.95%

-59.85%

+21.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

Max Drawdown (3Y)

Largest decline over 3 years

-31.78%

Max Drawdown (5Y)

Largest decline over 5 years

-37.95%

Current Drawdown

Current decline from peak

-2.12%

-13.66%

+11.54%

Average Drawdown

Average peak-to-trough decline

-10.50%

-16.74%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

Volatility

IWDL vs. BEG - Volatility Comparison


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Volatility by Period


IWDLBEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

212.91%

-189.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.33%

212.91%

-182.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.00%

212.91%

-182.91%

IWDL vs. BEG - Expense Ratio Comparison

IWDL has a 0.95% expense ratio, which is higher than BEG's 0.75% expense ratio.


Dividends

IWDL vs. BEG - Dividend Comparison

Neither IWDL nor BEG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWDL and BEG have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

BEG is cheaper with a 0.75% expense ratio, compared with 0.95% for IWDL.

IWDL and BEG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: UBS and Leverage Shares. Their fees differ too: 0.95% for IWDL and 0.75% for BEG.

Portfolio Optimizer

Find the right allocation for IWDL and BEG

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