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NBIG vs. IFED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBIG vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long NBIS Daily ETF (NBIG) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

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NBIG vs. IFED - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NBIG achieves a 9.01% return, which is significantly higher than IFED's -10.58% return.


NBIG

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

IFED

1D
0.13%
1M
-5.40%
YTD
-10.58%
6M
-10.82%
1Y
5.31%
3Y*
14.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBIG vs. IFED - Expense Ratio Comparison

NBIG has a 0.75% expense ratio, which is higher than IFED's 0.45% expense ratio.


Return for Risk

NBIG vs. IFED — Risk / Return Rank

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

NBIG

IFED
IFED Risk / Return Rank: 1919
Overall Rank
IFED Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1818
Sortino Ratio Rank
IFED Omega Ratio Rank: 1919
Omega Ratio Rank
IFED Calmar Ratio Rank: 1919
Calmar Ratio Rank
IFED Martin Ratio Rank: 1919
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.

NBIG vs. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NBIS Daily ETF (NBIG) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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. IFED - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NBIGIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

0.58

-1.03

Correlation

The correlation between NBIG and IFED is 0.35, 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

NBIG vs. IFED - Dividend Comparison

Neither NBIG nor IFED has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NBIG vs. IFED - Drawdown Comparison

The maximum NBIG drawdown since its inception was -75.83%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for NBIG and IFED.


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Drawdown Indicators


NBIGIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-75.83%

-22.36%

-53.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

Current Drawdown

Current decline from peak

-62.63%

-12.41%

-50.22%

Average Drawdown

Average peak-to-trough decline

-53.63%

-5.71%

-47.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

Volatility

NBIG vs. IFED - Volatility Comparison


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Volatility by Period


NBIGIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

198.26%

18.80%

+179.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

198.26%

19.71%

+178.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

198.26%

19.71%

+178.55%