KJD vs. FUTG

Last updated Jun 4, 2026

KJD (KraneShares 2X Long JD Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.47 correlation, their price movements are largely independent. KJD charges 1.26%/yr vs 0.75%/yr for FUTG.

Performance

KJD vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares 2X Long JD Daily ETF (KJD) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KJD achieves a 1.96% return, which is significantly higher than FUTG's -75.53% return.

KJD

• 1D: -4.75%
• 1M: -6.67%
• YTD: 1.96%
• 6M: -6.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FUTG

• 1D: -11.10%
• 1M: -70.24%
• YTD: -75.53%
• 6M: -77.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

KJD vs. FUTG - Yearly Performance Comparison

	2026 (YTD)	2025
KJD KraneShares 2X Long JD Daily ETF	1.96%	-27.86%
FUTG Leverage Shares 2X Long FUTU Daily ETF	-75.53%	0.68%

Correlation

The correlation between KJD and FUTG is 0.47, 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 16, 2025	0.47

Return for Risk

KJD vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares 2X Long JD Daily ETF (KJD) 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.

Sharpe Ratios by Period

	KJD	FUTG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.62	-0.66	+0.04

Drawdowns

KJD vs. FUTG - Drawdown Comparison

The maximum KJD drawdown since its inception was -49.17%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for KJD and FUTG.

Drawdown Indicators

	KJD	FUTG	Difference
Max Drawdown Largest peak-to-trough decline	-49.17%	-86.19%	+37.02%
Current Drawdown Current decline from peak	-31.90%	-84.29%	+52.39%
Average Drawdown Average peak-to-trough decline	-28.63%	-40.35%	+11.72%

Volatility

Volatility by Period

	KJD	FUTG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	62.90%	136.01%	-73.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.90%	136.01%	-73.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.90%	136.01%	-73.11%

KJD vs. FUTG - Expense Ratio Comparison

KJD has a 1.26% expense ratio, which is higher than FUTG's 0.75% expense ratio.

Dividends

KJD vs. FUTG - Dividend Comparison

Neither KJD nor FUTG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both KJD and FUTG in my portfolio?

KJD and FUTG have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KJD or FUTG?

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.

Which ETF is cheaper, KJD or FUTG?

FUTG is cheaper with a 0.75% expense ratio, compared with 1.26% for KJD.

Which ETF pays a higher dividend yield, KJD or FUTG?

KJD and FUTG have nearly identical dividend yields, around 0.00%.

What is the main difference between KJD and FUTG?

They also come from different issuers: KraneShares and Leverage Shares. Their fees differ too: 1.26% for KJD and 0.75% for FUTG.