OSCG vs. GRAG
OSCG (Leverage Shares 2X Long OSCR Daily ETF) and GRAG (Leverage Shares 2X Long GRAB Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.24 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
OSCG vs. GRAG - Performance Comparison
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Returns By Period
In the year-to-date period, OSCG achieves a 62.91% return, which is significantly higher than GRAG's -58.07% return.
OSCG
- 1D
- -5.93%
- 1M
- 16.15%
- YTD
- 62.91%
- 6M
- 12.44%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GRAG
- 1D
- -9.91%
- 1M
- -12.45%
- YTD
- -58.07%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OSCG vs. GRAG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OSCG Leverage Shares 2X Long OSCR Daily ETF | 62.91% | -19.25% |
GRAG Leverage Shares 2X Long GRAB Daily ETF | -58.07% | -7.82% |
Correlation
The correlation between OSCG and GRAG is 0.24, 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 12, 2025 | 0.24 |
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Return for Risk
OSCG vs. GRAG - 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 GRAB Daily ETF (GRAG). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| OSCG | GRAG | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | -1.25 | +1.24 |
Drawdowns
OSCG vs. GRAG - Drawdown Comparison
The maximum OSCG drawdown since its inception was -71.31%, which is greater than GRAG's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for OSCG and GRAG.
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Drawdown Indicators
| OSCG | GRAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -62.22% | -9.09% |
Current DrawdownCurrent decline from peak | -36.47% | -62.22% | +25.75% |
Average DrawdownAverage peak-to-trough decline | -37.25% | -39.65% | +2.40% |
Volatility
OSCG vs. GRAG - Volatility Comparison
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Volatility by Period
| OSCG | GRAG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 145.44% | 69.83% | +75.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.44% | 69.83% | +75.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.44% | 69.83% | +75.61% |
OSCG vs. GRAG - Expense Ratio Comparison
Both OSCG and GRAG have an expense ratio of 0.75%.
Dividends
OSCG vs. GRAG - Dividend Comparison
Neither OSCG nor GRAG has paid dividends to shareholders.
Frequently Asked Questions
OSCG and GRAG have a correlation of 0.24, 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 GRAG have the same expense ratio: 0.75% per year.
OSCG and GRAG have nearly identical dividend yields, around 0.00%.
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