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OPEG vs. BOEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPEG vs. BOEG - Performance Comparison

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

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Returns By Period

In the year-to-date period, OPEG achieves a -63.53% return, which is significantly lower than BOEG's -10.46% return.


OPEG

1D
-3.36%
1M
-19.47%
YTD
-63.53%
6M
-68.52%
1Y
3Y*
5Y*
10Y*

BOEG

1D
-3.65%
1M
-3.95%
YTD
-10.46%
6M
-10.54%
1Y
-7.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OPEG vs. BOEG - Yearly Performance Comparison


Correlation

The correlation between OPEG and BOEG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.13

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Return for Risk

OPEG vs. BOEG — Risk / Return Rank

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

OPEG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BOEG
BOEG Risk / Return Rank: 88
Overall Rank
BOEG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BOEG Sortino Ratio Rank: 1010
Sortino Ratio Rank
BOEG Omega Ratio Rank: 1010
Omega Ratio Rank
BOEG Calmar Ratio Rank: 88
Calmar Ratio Rank
BOEG Martin Ratio Rank: 77
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.

OPEG vs. BOEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long OPEN Daily ETF (OPEG) and Leverage Shares 2X Long BA Daily ETF (BOEG). 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.


OPEGBOEGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.04

Calmar ratioReturn relative to maximum drawdown

-0.15

Martin ratioReturn relative to average drawdown

-0.30

OPEG vs. BOEG - Sharpe Ratio Comparison


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Drawdowns

OPEG vs. BOEG - Drawdown Comparison

The maximum OPEG drawdown since its inception was -75.76%, which is greater than BOEG's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for OPEG and BOEG.


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Drawdown Indicators


OPEGBOEGDifference

Max Drawdown

Largest peak-to-trough decline

-75.76%

-46.47%

-29.29%

Max Drawdown (1Y)

Largest decline over 1 year

-46.47%

Current Drawdown

Current decline from peak

-75.76%

-32.78%

-42.98%

Average Drawdown

Average peak-to-trough decline

-52.92%

-19.57%

-33.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.48%

Volatility

OPEG vs. BOEG - Volatility Comparison


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Volatility by Period


OPEGBOEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.62%

Volatility (6M)

Calculated over the trailing 6-month period

47.16%

Volatility (1Y)

Calculated over the trailing 1-year period

146.24%

64.36%

+81.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

146.24%

64.05%

+82.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.24%

64.05%

+82.19%

OPEG vs. BOEG - Expense Ratio Comparison

Both OPEG and BOEG have an expense ratio of 0.75%.


Dividends

OPEG vs. BOEG - Dividend Comparison

Neither OPEG nor BOEG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OPEG and BOEG have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

OPEG and BOEG have the same expense ratio: 0.75% per year.

OPEG and BOEG have nearly identical dividend yields, around 0.00%.

Portfolio Optimizer

Find the right allocation for OPEG and BOEG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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