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NEMG vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEMG vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2x Long NEM Daily ETF (NEMG) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEMG achieves a 0.49% return, which is significantly lower than WTIU's 87.83% return.


NEMG

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

WTIU

1D
-1.95%
1M
-8.81%
YTD
87.83%
6M
63.25%
1Y
112.38%
3Y*
5.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEMG vs. WTIU - Yearly Performance Comparison


Correlation

The correlation between NEMG and WTIU is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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Return for Risk

NEMG vs. WTIU — Risk / Return Rank

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

NEMG

WTIU
WTIU Risk / Return Rank: 4747
Overall Rank
WTIU Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 4242
Sortino Ratio Rank
WTIU Omega Ratio Rank: 4141
Omega Ratio Rank
WTIU Calmar Ratio Rank: 5959
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4444
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.

NEMG vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Long NEM Daily ETF (NEMG) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.

NEMG vs. WTIU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NEMGWTIUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

-0.10

+0.69

Drawdowns

NEMG vs. WTIU - Drawdown Comparison

The maximum NEMG drawdown since its inception was -51.18%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for NEMG and WTIU.


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Drawdown Indicators


NEMGWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-51.18%

-75.73%

+24.55%

Max Drawdown (1Y)

Largest decline over 1 year

-39.11%

Max Drawdown (3Y)

Largest decline over 3 years

-75.73%

Current Drawdown

Current decline from peak

-41.20%

-33.42%

-7.78%

Average Drawdown

Average peak-to-trough decline

-20.86%

-39.18%

+18.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.92%

Volatility

NEMG vs. WTIU - Volatility Comparison


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Volatility by Period


NEMGWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.11%

Volatility (6M)

Calculated over the trailing 6-month period

54.96%

Volatility (1Y)

Calculated over the trailing 1-year period

99.99%

67.43%

+32.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

99.99%

70.58%

+29.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.99%

70.58%

+29.41%

NEMG vs. WTIU - Expense Ratio Comparison

NEMG has a 0.75% expense ratio, which is lower than WTIU's 0.95% expense ratio.


Dividends

NEMG vs. WTIU - Dividend Comparison

Neither NEMG nor WTIU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NEMG and WTIU have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NEMG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NEMG is cheaper with a 0.75% expense ratio, compared with 0.95% for WTIU.

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

They also come from different issuers: Leverage Shares and REX. Their fees differ too: 0.75% for NEMG and 0.95% for WTIU.

Portfolio Optimizer

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