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NUG vs. EDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUG vs. EDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long NU Daily ETF (NUG) and Direxion Daily Emerging Markets Bull 3X Shares (EDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUG achieves a -57.59% return, which is significantly lower than EDC's 82.36% return.


NUG

1D
-4.30%
1M
-34.47%
YTD
-57.59%
6M
-61.72%
1Y
3Y*
5Y*
10Y*

EDC

1D
-3.74%
1M
26.16%
YTD
82.36%
6M
92.21%
1Y
200.25%
3Y*
52.64%
5Y*
-0.27%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUG vs. EDC - Yearly Performance Comparison


Correlation

The correlation between NUG and EDC is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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Return for Risk

NUG vs. EDC — Risk / Return Rank

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

NUG

EDC
EDC Risk / Return Rank: 8383
Overall Rank
EDC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EDC Sortino Ratio Rank: 7373
Sortino Ratio Rank
EDC Omega Ratio Rank: 7676
Omega Ratio Rank
EDC Calmar Ratio Rank: 8888
Calmar Ratio Rank
EDC Martin Ratio Rank: 8787
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.

NUG vs. EDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NU Daily ETF (NUG) and Direxion Daily Emerging Markets Bull 3X Shares (EDC). 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.

NUG vs. EDC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NUGEDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.94

0.05

-0.98

Drawdowns

NUG vs. EDC - Drawdown Comparison

The maximum NUG drawdown since its inception was -65.69%, smaller than the maximum EDC drawdown of -92.54%. Use the drawdown chart below to compare losses from any high point for NUG and EDC.


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Drawdown Indicators


NUGEDCDifference

Max Drawdown

Largest peak-to-trough decline

-65.69%

-92.54%

+26.85%

Max Drawdown (1Y)

Largest decline over 1 year

-37.98%

Max Drawdown (3Y)

Largest decline over 3 years

-49.48%

Max Drawdown (5Y)

Largest decline over 5 years

-80.99%

Max Drawdown (10Y)

Largest decline over 10 years

-87.01%

Current Drawdown

Current decline from peak

-65.69%

-61.29%

-4.40%

Average Drawdown

Average peak-to-trough decline

-29.27%

-65.36%

+36.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.77%

Volatility

NUG vs. EDC - Volatility Comparison


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Volatility by Period


NUGEDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.80%

Volatility (6M)

Calculated over the trailing 6-month period

51.94%

Volatility (1Y)

Calculated over the trailing 1-year period

80.36%

59.67%

+20.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.36%

56.68%

+23.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.36%

60.69%

+19.67%

NUG vs. EDC - Expense Ratio Comparison

NUG has a 0.75% expense ratio, which is lower than EDC's 1.33% expense ratio.


Dividends

NUG vs. EDC - Dividend Comparison

NUG has not paid dividends to shareholders, while EDC's dividend yield for the trailing twelve months is around 0.93%.


PositionTTM202520242023202220212020201920182017
EDC
Direxion Daily Emerging Markets Bull 3X Shares
0.93%1.79%3.94%3.54%0.00%0.18%0.44%0.97%0.78%0.25%
NUG
Leverage Shares 2X Long NU Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NUG and EDC have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

NUG is cheaper with a 0.75% expense ratio, compared with 1.33% for EDC.

EDC has the higher dividend yield at 0.93%, compared with 0.00% for NUG.

They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for NUG and 1.33% for EDC.

Portfolio Optimizer

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