LEUX vs. TERG

Last updated Jun 6, 2026

LEUX (Tradr 2X Long LEU Daily ETF) and TERG (Leverage Shares 2X Long TER Daily ETF) are both Leveraged Equities funds. LEUX is passively managed, while TERG is actively managed. A 0.52 correlation means they provide meaningful diversification when combined. LEUX charges 1.49%/yr vs 0.75%/yr for TERG.

Performance

LEUX vs. TERG - Performance Comparison

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

Returns By Period

LEUX

• 1D: -26.39%
• 1M: -54.33%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TERG

• 1D: -24.05%
• 1M: -17.50%
• YTD: 147.09%
• 6M: 125.79%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LEUX vs. TERG - Yearly Performance Comparison

	2026 (YTD)
LEUX Tradr 2X Long LEU Daily ETF	-52.06%
TERG Leverage Shares 2X Long TER Daily ETF	-0.31%

Correlation

The correlation between LEUX and TERG is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 20, 2026	0.52

Return for Risk

LEUX vs. TERG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long LEU Daily ETF (LEUX) and Leverage Shares 2X Long TER Daily ETF (TERG). 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

	LEUX	TERG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.59	5.17	-5.75

Drawdowns

LEUX vs. TERG - Drawdown Comparison

The maximum LEUX drawdown since its inception was -54.33%, which is greater than TERG's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for LEUX and TERG.

Drawdown Indicators

	LEUX	TERG	Difference
Max Drawdown Largest peak-to-trough decline	-54.33%	-49.52%	-4.81%
Current Drawdown Current decline from peak	-54.33%	-37.02%	-17.31%
Average Drawdown Average peak-to-trough decline	-21.49%	-13.92%	-7.57%

Volatility

Volatility by Period

	LEUX	TERG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	157.69%	142.53%	+15.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	157.69%	142.53%	+15.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	157.69%	142.53%	+15.16%

LEUX vs. TERG - Expense Ratio Comparison

LEUX has a 1.49% expense ratio, which is higher than TERG's 0.75% expense ratio.

Dividends

LEUX vs. TERG - Dividend Comparison

Neither LEUX nor TERG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LEUX and TERG in my portfolio?

LEUX and TERG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LEUX or TERG?

On fees, TERG 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, LEUX or TERG?

TERG is cheaper with a 0.75% expense ratio, compared with 1.49% for LEUX.

Which ETF pays a higher dividend yield, LEUX or TERG?

LEUX and TERG have nearly identical dividend yields, around 0.00%.

What is the main difference between LEUX and TERG?

They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.49% for LEUX and 0.75% for TERG.