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LITX vs. TSLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LITX vs. TSLG - Performance Comparison

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

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LITX vs. TSLG - Yearly Performance Comparison


Returns By Period


LITX

1D
14.03%
1M
-14.23%
YTD
6M
1Y
3Y*
5Y*
10Y*

TSLG

1D
9.07%
1M
-16.83%
YTD
-35.84%
6M
-39.88%
1Y
34.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LITX vs. TSLG - Expense Ratio Comparison

LITX has a 1.49% expense ratio, which is higher than TSLG's 0.75% expense ratio.


Return for Risk

LITX vs. TSLG — Risk / Return Rank

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

LITX

TSLG
TSLG Risk / Return Rank: 3030
Overall Rank
TSLG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TSLG Sortino Ratio Rank: 4545
Sortino Ratio Rank
TSLG Omega Ratio Rank: 3838
Omega Ratio Rank
TSLG Calmar Ratio Rank: 2525
Calmar Ratio Rank
TSLG Martin Ratio Rank: 2020
Martin Ratio Rank
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.

LITX vs. TSLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long LITE Daily ETF (LITX) and Leverage Shares 2X Long TSLA Daily ETF (TSLG). 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.

LITX vs. TSLG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LITXTSLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

205.09

-0.44

+205.53

Correlation

The correlation between LITX and TSLG is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LITX vs. TSLG - Dividend Comparison

LITX has not paid dividends to shareholders, while TSLG's dividend yield for the trailing twelve months is around 10.20%.


Drawdowns

LITX vs. TSLG - Drawdown Comparison

The maximum LITX drawdown since its inception was -51.46%, smaller than the maximum TSLG drawdown of -82.86%. Use the drawdown chart below to compare losses from any high point for LITX and TSLG.


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Drawdown Indicators


LITXTSLGDifference

Max Drawdown

Largest peak-to-trough decline

-51.46%

-82.86%

+31.40%

Max Drawdown (1Y)

Largest decline over 1 year

-50.92%

Current Drawdown

Current decline from peak

-30.67%

-67.59%

+36.92%

Average Drawdown

Average peak-to-trough decline

-15.30%

-58.04%

+42.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.82%

Volatility

LITX vs. TSLG - Volatility Comparison


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Volatility by Period


LITXTSLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.28%

Volatility (6M)

Calculated over the trailing 6-month period

59.35%

Volatility (1Y)

Calculated over the trailing 1-year period

206.61%

110.61%

+96.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

206.61%

119.00%

+87.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

206.61%

119.00%

+87.61%