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LULG vs. CRAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LULG vs. CRAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long LULU Daily ETF (LULG) and VanEck Oil Refiners ETF (CRAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LULG achieves a -73.29% return, which is significantly lower than CRAK's 47.28% return.


LULG

1D
-1.27%
1M
-1.27%
6M
-60.43%
YTD
-73.29%
1Y
3Y*
5Y*
10Y*
ALL TIME*

CRAK

1D
-1.04%
1M
16.39%
6M
31.77%
YTD
47.28%
1Y
70.85%
3Y*
23.11%
5Y*
19.01%
10Y*
14.65%
ALL TIME*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.74M$18.05M$9.17M
$563.24K$638.04K$1.16M

LULG vs. CRAK - Yearly Performance Comparison


2026 (YTD)2025
LULG
Leverage Shares 2X Long LULU Daily ETF
-73.29%55.59%
CRAK
VanEck Oil Refiners ETF
47.28%-1.08%

Correlation

The correlation between LULG and CRAK is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

-0.12

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Return for Risk

LULG vs. CRAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LULG

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


CRAK
CRAK Risk / Return Rank: 9595
Overall Rank
CRAK Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 9696
Sortino Ratio Rank
CRAK Omega Ratio Rank: 9595
Omega Ratio Rank
CRAK Calmar Ratio Rank: 9494
Calmar Ratio Rank
CRAK Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LULG vs. CRAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long LULU Daily ETF (LULG) and VanEck Oil Refiners ETF (CRAK). 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.


LULGCRAKDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.55

Calmar ratioReturn relative to maximum drawdown

5.01

Martin ratioReturn relative to average drawdown

16.54

LULG vs. CRAK - Sharpe Ratio Comparison


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Drawdowns

LULG vs. CRAK - Drawdown Comparison

The maximum LULG drawdown since its inception was -79.88%, which is greater than CRAK's maximum drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for LULG and CRAK.


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Drawdown Indicators


LULGCRAKDifference

Max Drawdown

Largest peak-to-trough decline

-79.88%

-58.80%

-21.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

Max Drawdown (3Y)

Largest decline over 3 years

-35.61%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-58.80%

Current Drawdown

Current decline from peak

-75.26%

-1.04%

-74.22%

Average Drawdown

Average peak-to-trough decline

-42.46%

-12.39%

-30.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

Volatility

LULG vs. CRAK - Volatility Comparison


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Volatility by Period


LULGCRAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.11%

Volatility (1Y)

Calculated over the trailing 1-year period

85.71%

20.11%

+65.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.71%

20.75%

+64.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.71%

22.24%

+63.47%

LULG vs. CRAK - Expense Ratio Comparison

LULG has a 0.75% expense ratio, which is higher than CRAK's 0.62% expense ratio.


Dividends

LULG vs. CRAK - Dividend Comparison

LULG has not paid dividends to shareholders, while CRAK's dividend yield for the trailing twelve months is around 1.37%.


PositionTTM20252024202320222021202020192018201720162015
CRAK
VanEck Oil Refiners ETF
1.37%2.02%5.60%3.65%3.08%2.40%2.64%1.49%2.42%1.66%3.42%0.47%
LULG
Leverage Shares 2X Long LULU Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LULG and CRAK have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRAK is cheaper at 0.62% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRAK is cheaper with a 0.62% expense ratio, compared with 0.75% for LULG.

CRAK has the higher dividend yield at 1.37%, compared with 0.00% for LULG.

LULG is categorized as Leveraged Equities, while CRAK is Energy Equities. They also come from different issuers: Leverage Shares and VanEck. Their fees differ too: 0.75% for LULG and 0.62% for CRAK.

Portfolio Optimizer

Find the right allocation for LULG and CRAK

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

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