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OSCG vs. BEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OSCG vs. BEG - Performance Comparison

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

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Returns By Period

In the year-to-date period, OSCG achieves a 229.85% return, which is significantly lower than BEG's 658.88% return.


OSCG

1D
11.12%
1M
64.63%
YTD
229.85%
6M
206.67%
1Y
3Y*
5Y*
10Y*

BEG

1D
-13.66%
1M
4.00%
YTD
658.88%
6M
577.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OSCG vs. BEG - Yearly Performance Comparison


Correlation

The correlation between OSCG and BEG is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 16, 2025

0.06

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Return for Risk

OSCG vs. BEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long OSCR Daily ETF (OSCG) and Leverage Shares 2X Long BE Daily ETF (BEG). 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.


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

OSCG vs. BEG - Sharpe Ratio Comparison


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Drawdowns

OSCG vs. BEG - Drawdown Comparison

The maximum OSCG drawdown since its inception was -71.31%, which is greater than BEG's maximum drawdown of -59.85%. Use the drawdown chart below to compare losses from any high point for OSCG and BEG.


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Drawdown Indicators


OSCGBEGDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-59.85%

-11.46%

Current Drawdown

Current decline from peak

0.00%

-13.66%

+13.66%

Average Drawdown

Average peak-to-trough decline

-34.29%

-16.74%

-17.55%

Volatility

OSCG vs. BEG - Volatility Comparison


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Volatility by Period


OSCGBEGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

147.79%

212.91%

-65.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

147.79%

212.91%

-65.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

147.79%

212.91%

-65.12%

OSCG vs. BEG - Expense Ratio Comparison

Both OSCG and BEG have an expense ratio of 0.75%.


Dividends

OSCG vs. BEG - Dividend Comparison

Neither OSCG nor BEG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OSCG and BEG have a correlation of 0.06, 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.

OSCG and BEG have the same expense ratio: 0.75% per year.

OSCG and BEG have nearly identical dividend yields, around 0.00%.

Portfolio Optimizer

Find the right allocation for OSCG and BEG

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

Open Portfolio Optimizer