PortfoliosLab logoPortfoliosLab logo
KLAG vs. GLGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KLAG vs. GLGG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KLAG achieves a 286.34% return, which is significantly higher than GLGG's 27.01% return.


KLAG

1D
7.24%
1M
89.56%
YTD
286.34%
6M
254.53%
1Y
3Y*
5Y*
10Y*

GLGG

1D
-6.46%
1M
21.20%
YTD
27.01%
6M
3.60%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KLAG vs. GLGG - Yearly Performance Comparison


Correlation

The correlation between KLAG and GLGG is 0.46, 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 18, 2025

0.46

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KLAG vs. GLGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long KLAC Daily ETF (KLAG) and Leverage Shares 2X Long GLXY Daily ETF (GLGG). 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.

KLAG vs. GLGG - Sharpe Ratio Comparison


Loading charts...

Drawdowns

KLAG vs. GLGG - Drawdown Comparison

The maximum KLAG drawdown since its inception was -42.37%, smaller than the maximum GLGG drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for KLAG and GLGG.


Loading charts...

Drawdown Indicators


KLAGGLGGDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-90.66%

+48.29%

Current Drawdown

Current decline from peak

0.00%

-71.77%

+71.77%

Average Drawdown

Average peak-to-trough decline

-14.42%

-58.47%

+44.05%

Volatility

KLAG vs. GLGG - Volatility Comparison


Loading charts...

Volatility by Period


KLAGGLGGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

120.51%

181.76%

-61.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

120.51%

181.76%

-61.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

120.51%

181.76%

-61.25%

KLAG vs. GLGG - Expense Ratio Comparison

KLAG has a 0.75% expense ratio, which is lower than GLGG's 0.76% expense ratio.


Dividends

KLAG vs. GLGG - Dividend Comparison

Neither KLAG nor GLGG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KLAG and GLGG have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

KLAG is cheaper with a 0.75% expense ratio, compared with 0.76% for GLGG.

KLAG and GLGG have nearly identical dividend yields, around 0.00%.

Their fees differ too: 0.75% for KLAG and 0.76% for GLGG.

Portfolio Optimizer

Find the right allocation for KLAG and GLGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer