NEMG vs. FUTG

Last updated Jun 5, 2026

NEMG (Leverage Shares 2x Long NEM Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

NEMG vs. FUTG - Performance Comparison

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

Returns By Period

In the year-to-date period, NEMG achieves a 0.49% return, which is significantly higher than FUTG's -75.86% return.

NEMG

• 1D: 1.47%
• 1M: -3.03%
• YTD: 0.49%
• 6M: 19.42%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FUTG

• 1D: -1.36%
• 1M: -71.11%
• YTD: -75.86%
• 6M: -77.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NEMG vs. FUTG - Yearly Performance Comparison

	2026 (YTD)	2025
NEMG Leverage Shares 2x Long NEM Daily ETF	0.49%	27.79%
FUTG Leverage Shares 2X Long FUTU Daily ETF	-75.86%	-8.13%

Correlation

The correlation between NEMG and FUTG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	0.39

Return for Risk

NEMG vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Long NEM Daily ETF (NEMG) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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

	NEMG	FUTG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	-0.66	+1.25

Drawdowns

NEMG vs. FUTG - Drawdown Comparison

The maximum NEMG drawdown since its inception was -51.18%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for NEMG and FUTG.

Drawdown Indicators

	NEMG	FUTG	Difference
Max Drawdown Largest peak-to-trough decline	-51.18%	-86.19%	+35.01%
Current Drawdown Current decline from peak	-41.20%	-84.51%	+43.31%
Average Drawdown Average peak-to-trough decline	-20.86%	-40.62%	+19.76%

Volatility

Volatility by Period

	NEMG	FUTG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	99.99%	135.59%	-35.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	99.99%	135.59%	-35.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	99.99%	135.59%	-35.60%

NEMG vs. FUTG - Expense Ratio Comparison

Both NEMG and FUTG have an expense ratio of 0.75%.

Dividends

NEMG vs. FUTG - Dividend Comparison

Neither NEMG nor FUTG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both NEMG and FUTG in my portfolio?

NEMG and FUTG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NEMG or FUTG?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NEMG or FUTG?

NEMG and FUTG have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, NEMG or FUTG?

NEMG and FUTG have nearly identical dividend yields, around 0.00%.