NUG vs. IBDR
NUG (Leverage Shares 2X Long NU Daily ETF) and IBDR (iShares iBonds Dec 2026 Term Corporate ETF) are both exchange-traded funds - NUG is a Leveraged Equities fund actively managed by Leverage Shares, while IBDR is a Corporate Bonds fund tracking the Barclays December 2026 Maturity Corporate Index. NUG is actively managed, while IBDR is passively managed. At a correlation of -0.16, they often move in opposite directions. NUG charges 0.75%/yr vs 0.10%/yr for IBDR.
Performance
NUG vs. IBDR - Performance Comparison
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Returns By Period
In the year-to-date period, NUG achieves a -49.34% return, which is significantly lower than IBDR's 1.65% return.
NUG
- 1D
- 1.13%
- 1M
- -1.26%
- YTD
- -49.34%
- 6M
- -48.76%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDR
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 1.65%
- 6M
- 1.86%
- 1Y
- 4.30%
- 3Y*
- 5.16%
- 5Y*
- 1.57%
- 10Y*
- —
NUG vs. IBDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NUG Leverage Shares 2X Long NU Daily ETF | -49.34% | 9.30% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 1.65% | 0.66% |
Correlation
The correlation between NUG and IBDR is -0.16, 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 17, 2025 | -0.16 |
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Return for Risk
NUG vs. IBDR — Risk / Return Rank
NUG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBDR
NUG vs. IBDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NU Daily ETF (NUG) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NUG | IBDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 3.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 52.23 | — |
| Martin ratioReturn relative to average drawdown | — | 181.59 | — |
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Drawdowns
NUG vs. IBDR - Drawdown Comparison
The maximum NUG drawdown since its inception was -66.15%, which is greater than IBDR's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for NUG and IBDR.
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Drawdown Indicators
| NUG | IBDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.15% | -16.06% | -50.09% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.08% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.13% | — |
Current DrawdownCurrent decline from peak | -59.01% | 0.00% | -59.01% |
Average DrawdownAverage peak-to-trough decline | -31.80% | -2.82% | -28.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.02% | — |
Volatility
NUG vs. IBDR - Volatility Comparison
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Volatility by Period
| NUG | IBDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.18% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.35% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 79.90% | 0.63% | +79.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.90% | 3.39% | +76.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.90% | 4.85% | +75.05% |
NUG vs. IBDR - Expense Ratio Comparison
NUG has a 0.75% expense ratio, which is higher than IBDR's 0.10% expense ratio.
Dividends
NUG vs. IBDR - Dividend Comparison
NUG has not paid dividends to shareholders, while IBDR's dividend yield for the trailing twelve months is around 4.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 4.13% | 4.20% | 4.13% | 3.41% | 2.44% | 2.11% | 2.61% | 3.25% | 3.56% | 3.22% | 0.86% |
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% | 0.00% |
Frequently Asked Questions
NUG and IBDR have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBDR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBDR is cheaper with a 0.10% expense ratio, compared with 0.75% for NUG.
IBDR has the higher dividend yield at 4.13%, compared with 0.00% for NUG.
NUG is categorized as Leveraged Equities, while IBDR is Corporate Bonds. They also come from different issuers: Leverage Shares and iShares. Their fees differ too: 0.75% for NUG and 0.10% for IBDR.
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