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NVDG vs. FDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDG vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long NVDA Daily ETF (NVDG) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVDG achieves a 8.61% return, which is significantly lower than FDL's 14.42% return.


NVDG

1D
-12.31%
1M
-4.74%
YTD
8.61%
6M
11.95%
1Y
70.59%
3Y*
5Y*
10Y*

FDL

1D
0.18%
1M
1.25%
YTD
14.42%
6M
15.89%
1Y
25.91%
3Y*
19.36%
5Y*
12.73%
10Y*
11.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDG vs. FDL - Yearly Performance Comparison


2026 (YTD)20252024
NVDG
Leverage Shares 2X Long NVDA Daily ETF
8.61%32.45%-0.75%
FDL
First Trust Morningstar Dividend Leaders Index Fund
14.42%14.79%-1.92%

Correlation

The correlation between NVDG and FDL is -0.20, 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 (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2024

-0.06

The correlation between NVDG and FDL shifts across timeframes, from -0.20 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NVDG vs. FDL — Risk / Return Rank

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

NVDG
NVDG Risk / Return Rank: 3131
Overall Rank
NVDG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
NVDG Sortino Ratio Rank: 3333
Sortino Ratio Rank
NVDG Omega Ratio Rank: 3131
Omega Ratio Rank
NVDG Calmar Ratio Rank: 3535
Calmar Ratio Rank
NVDG Martin Ratio Rank: 2828
Martin Ratio Rank

FDL
FDL Risk / Return Rank: 7979
Overall Rank
FDL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 8181
Sortino Ratio Rank
FDL Omega Ratio Rank: 6969
Omega Ratio Rank
FDL Calmar Ratio Rank: 9292
Calmar Ratio Rank
FDL Martin Ratio Rank: 7878
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.

NVDG vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NVDA Daily ETF (NVDG) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.


NVDGFDLDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.20

1.40

-0.20

Calmar ratioReturn relative to maximum drawdown

1.66

6.09

-4.43

Martin ratioReturn relative to average drawdown

3.75

14.81

-11.05

NVDG vs. FDL - Sharpe Ratio Comparison

The current NVDG Sharpe Ratio is 1.03, which is lower than the FDL Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of NVDG and FDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NVDGFDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.31

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.45

-0.15

Drawdowns

NVDG vs. FDL - Drawdown Comparison

The maximum NVDG drawdown since its inception was -66.19%, roughly equal to the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for NVDG and FDL.


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Drawdown Indicators


NVDGFDLDifference

Max Drawdown

Largest peak-to-trough decline

-66.19%

-65.93%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-42.72%

-4.27%

-38.45%

Max Drawdown (3Y)

Largest decline over 3 years

-12.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.40%

Current Drawdown

Current decline from peak

-25.43%

-1.24%

-24.19%

Average Drawdown

Average peak-to-trough decline

-23.05%

-9.65%

-13.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.86%

1.75%

+17.11%

Volatility

NVDG vs. FDL - Volatility Comparison

Leverage Shares 2X Long NVDA Daily ETF (NVDG) has a higher volatility of 26.49% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 2.84%. This indicates that NVDG's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDGFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.49%

2.84%

+23.65%

Volatility (6M)

Calculated over the trailing 6-month period

51.99%

7.78%

+44.21%

Volatility (1Y)

Calculated over the trailing 1-year period

68.90%

11.27%

+57.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.12%

14.31%

+76.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.12%

17.11%

+74.01%

NVDG vs. FDL - Expense Ratio Comparison

NVDG has a 0.75% expense ratio, which is higher than FDL's 0.45% expense ratio.


Dividends

NVDG vs. FDL - Dividend Comparison

NVDG's dividend yield for the trailing twelve months is around 10.88%, more than FDL's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.64%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%
NVDG
Leverage Shares 2X Long NVDA Daily ETF
10.88%11.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVDG and FDL have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDG has higher volatility (26.49%) compared to FDL (2.84%). In terms of maximum drawdown, NVDG dropped -66.19% vs FDL's -65.93%.

On 1-year performance, NVDG leads with 70.59% vs 25.91% for FDL. On fees, FDL is cheaper at 0.45% per year. On volatility, FDL has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NVDG has performed better with a 70.59% return vs 25.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDL is cheaper with a 0.45% expense ratio, compared with 0.75% for NVDG.

NVDG has the higher dividend yield at 10.88%, compared with 3.64% for FDL.

NVDG is categorized as Leveraged Equities, while FDL is Large Cap Value Equities. They also come from different issuers: Leverage Shares and First Trust. Their fees differ too: 0.75% for NVDG and 0.45% for FDL.

FDL currently has the higher Sharpe Ratio (2.31 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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