LACG vs. BEG

Last updated Jun 4, 2026

LACG (Leverage Shares 2X Long LAC Daily ETF) and BEG (Leverage Shares 2X Long BE Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.42 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

LACG vs. BEG - Performance Comparison

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

Returns By Period

In the year-to-date period, LACG achieves a 4.44% return, which is significantly lower than BEG's 552.25% return.

LACG

• 1D: -18.39%
• 1M: -15.91%
• YTD: 4.44%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BEG

• 1D: -9.38%
• 1M: -7.23%
• YTD: 552.25%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LACG vs. BEG - Yearly Performance Comparison

	2026 (YTD)	2025
LACG Leverage Shares 2X Long LAC Daily ETF	4.44%	-18.82%
BEG Leverage Shares 2X Long BE Daily ETF	552.25%	-5.55%

Correlation

The correlation between LACG and BEG is 0.42, 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 17, 2025	0.42

Return for Risk

LACG vs. BEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long LAC Daily ETF (LACG) 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.

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

Sharpe Ratios by Period

	LACG	BEG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.37	24.77	-25.14

Drawdowns

LACG vs. BEG - Drawdown Comparison

The maximum LACG drawdown since its inception was -71.00%, which is greater than BEG's maximum drawdown of -59.85%. Use the drawdown chart below to compare losses from any high point for LACG and BEG.

Drawdown Indicators

	LACG	BEG	Difference
Max Drawdown Largest peak-to-trough decline	-71.00%	-59.85%	-11.15%
Current Drawdown Current decline from peak	-50.60%	-13.90%	-36.70%
Average Drawdown Average peak-to-trough decline	-42.57%	-16.14%	-26.43%

Volatility

Volatility by Period

	LACG	BEG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	151.78%	213.85%	-62.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	151.78%	213.85%	-62.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	151.78%	213.85%	-62.07%

LACG vs. BEG - Expense Ratio Comparison

Both LACG and BEG have an expense ratio of 0.75%.

Dividends

LACG vs. BEG - Dividend Comparison

Neither LACG nor BEG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LACG and BEG in my portfolio?

LACG and BEG have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LACG or BEG?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LACG or BEG?

LACG and BEG have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, LACG or BEG?

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