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NBIG vs. BLSG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBIG vs. BLSG - Performance Comparison

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

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NBIG vs. BLSG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NBIG achieves a 9.01% return, which is significantly higher than BLSG's -27.67% return.


NBIG

1D
-3.97%
1M
10.38%
YTD
9.01%
6M
1Y
3Y*
5Y*
10Y*

BLSG

1D
-4.07%
1M
1.86%
YTD
-27.67%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBIG vs. BLSG - Expense Ratio Comparison

Both NBIG and BLSG have an expense ratio of 0.75%.


Return for Risk

NBIG vs. BLSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NBIS Daily ETF (NBIG) and Leverage Shares 2X Long BLSH Daily ETF (BLSG). 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.

NBIG vs. BLSG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NBIGBLSGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

-0.65

+0.21

Correlation

The correlation between NBIG and BLSG is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NBIG vs. BLSG - Dividend Comparison

Neither NBIG nor BLSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NBIG vs. BLSG - Drawdown Comparison

The maximum NBIG drawdown since its inception was -75.83%, smaller than the maximum BLSG drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for NBIG and BLSG.


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Drawdown Indicators


NBIGBLSGDifference

Max Drawdown

Largest peak-to-trough decline

-75.83%

-83.67%

+7.84%

Current Drawdown

Current decline from peak

-62.63%

-71.07%

+8.44%

Average Drawdown

Average peak-to-trough decline

-53.63%

-57.53%

+3.90%

Volatility

NBIG vs. BLSG - Volatility Comparison


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Volatility by Period


NBIGBLSGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

198.26%

145.91%

+52.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

198.26%

145.91%

+52.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

198.26%

145.91%

+52.35%