NEMG vs. TERG

Last updated Apr 1, 2026

Compare and contrast key facts about Leverage Shares 2x Long NEM Daily ETF (NEMG) and Leverage Shares 2X Long TER Daily ETF (TERG).

NEMG and TERG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NEMG is an actively managed fund by Leverage Shares. It was launched on Nov 17, 2025. TERG is an actively managed fund by Leverage Shares. It was launched on Nov 17, 2025.

Performance

NEMG vs. TERG - 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 TER Daily ETF (TERG). The values are adjusted to include any dividend payments, if applicable.

NEMG vs. TERG - Yearly Performance Comparison

	2026 (YTD)	2025
NEMG Leverage Shares 2x Long NEM Daily ETF	5.57%	27.79%
TERG Leverage Shares 2X Long TER Daily ETF	102.79%	28.17%

Returns By Period

In the year-to-date period, NEMG achieves a 5.57% return, which is significantly lower than TERG's 102.79% return.

NEMG

• 1D: 9.74%
• 1M: -33.14%
• YTD: 5.57%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TERG

• 1D: 14.40%
• 1M: -19.76%
• YTD: 102.79%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NEMG vs. TERG - Expense Ratio Comparison

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

NEMG

Leverage Shares 2x Long NEM Daily ETF

TERG

Leverage Shares 2X Long TER Daily ETF

Return for Risk

NEMG vs. TERG - 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 TER Daily ETF (TERG). 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	TERG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	10.56	-9.28

Correlation

The correlation between NEMG and TERG is 0.44, 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

NEMG vs. TERG - Dividend Comparison

Neither NEMG nor TERG has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

NEMG vs. TERG - Drawdown Comparison

The maximum NEMG drawdown since its inception was -51.18%, which is greater than TERG's maximum drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for NEMG and TERG.

Drawdown Indicators

	NEMG	TERG	Difference
Max Drawdown Largest peak-to-trough decline	-51.18%	-39.32%	-11.86%
Current Drawdown Current decline from peak	-38.22%	-30.58%	-7.64%
Average Drawdown Average peak-to-trough decline	-13.96%	-9.77%	-4.19%

Volatility

Volatility by Period

	NEMG	TERG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	101.56%	124.59%	-23.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.56%	124.59%	-23.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.56%	124.59%	-23.03%