NVDG vs. PLTG

Last updated Apr 1, 2026

Compare and contrast key facts about Leverage Shares 2X Long NVDA Daily ETF (NVDG) and Leverage Shares 2X Long PLTR Daily ETF (PLTG).

NVDG and PLTG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVDG is an actively managed fund by Leverage Shares. It was launched on Dec 12, 2024. PLTG is an actively managed fund by Leverage Shares. It was launched on Apr 25, 2025.

Performance

NVDG vs. PLTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long NVDA Daily ETF (NVDG) and Leverage Shares 2X Long PLTR Daily ETF (PLTG). The values are adjusted to include any dividend payments, if applicable.

NVDG vs. PLTG - Yearly Performance Comparison

	2026 (YTD)	2025
NVDG Leverage Shares 2X Long NVDA Daily ETF	-17.87%	142.92%
PLTG Leverage Shares 2X Long PLTR Daily ETF	-39.51%	86.53%

Returns By Period

In the year-to-date period, NVDG achieves a -17.87% return, which is significantly higher than PLTG's -39.51% return.

NVDG

• 1D: 11.02%
• 1M: -5.35%
• YTD: -17.87%
• 6M: -22.83%
• 1Y: 93.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PLTG

• 1D: 12.51%
• 1M: 9.40%
• YTD: -39.51%
• 6M: -48.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVDG vs. PLTG - Expense Ratio Comparison

Both NVDG and PLTG have an expense ratio of 0.75%.

NVDG

Leverage Shares 2X Long NVDA Daily ETF

PLTG

Leverage Shares 2X Long PLTR Daily ETF

Return for Risk

NVDG vs. PLTG — Risk / Return Rank

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

NVDG

NVDG Risk / Return Rank: 68
NVDG Sharpe Ratio Rank: 67
NVDG Sortino Ratio Rank: 76
NVDG Omega Ratio Rank: 66
NVDG Calmar Ratio Rank: 79
NVDG Martin Ratio Rank: 53

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. PLTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NVDA Daily ETF (NVDG) and Leverage Shares 2X Long PLTR Daily ETF (PLTG). 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.

	NVDG	PLTG	Difference
Sharpe ratio Return per unit of total volatility	1.15	—	—
Sortino ratio Return per unit of downside risk	1.91	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	2.11	—	—
Martin ratio Return relative to average drawdown	5.07	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	NVDG	PLTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.13	-0.07

Correlation

The correlation between NVDG and PLTG is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

NVDG vs. PLTG - Dividend Comparison

NVDG's dividend yield for the trailing twelve months is around 14.38%, less than PLTG's 29.99% yield.

	TTM	2025
NVDG Leverage Shares 2X Long NVDA Daily ETF	14.38%	11.81%
PLTG Leverage Shares 2X Long PLTR Daily ETF	29.99%	18.14%

Drawdowns

NVDG vs. PLTG - Drawdown Comparison

The maximum NVDG drawdown since its inception was -66.19%, roughly equal to the maximum PLTG drawdown of -66.84%. Use the drawdown chart below to compare losses from any high point for NVDG and PLTG.

Drawdown Indicators

	NVDG	PLTG	Difference
Max Drawdown Largest peak-to-trough decline	-66.19%	-66.84%	+0.65%
Max Drawdown (1Y) Largest decline over 1 year	-42.72%	—	—
Current Drawdown Current decline from peak	-36.40%	-58.89%	+22.49%
Average Drawdown Average peak-to-trough decline	-24.00%	-24.16%	+0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.77%	—	—

Volatility

Volatility by Period

	NVDG	PLTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	51.08%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	81.33%	104.60%	-23.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.52%	104.60%	-12.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	92.52%	104.60%	-12.08%