OSCG vs. ISUL
OSCG (Leverage Shares 2X Long OSCR Daily ETF) and ISUL (GraniteShares 2X Long ISRG Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.27 correlation, their price movements are largely independent. OSCG charges 0.75%/yr vs 1.50%/yr for ISUL.
Performance
OSCG vs. ISUL - Performance Comparison
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Returns By Period
In the year-to-date period, OSCG achieves a 257.47% return, which is significantly higher than ISUL's -53.00% return.
OSCG
- 1D
- 6.85%
- 1M
- 20.97%
- 6M
- 138.83%
- YTD
- 257.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISUL
- 1D
- 0.37%
- 1M
- -2.95%
- 6M
- -53.78%
- YTD
- -53.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OSCG vs. ISUL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OSCG Leverage Shares 2X Long OSCR Daily ETF | 257.47% | -39.92% |
ISUL GraniteShares 2X Long ISRG Daily ETF | -53.00% | 8.38% |
Correlation
The correlation between OSCG and ISUL is 0.27, 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 Nov 5, 2025 | 0.27 |
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Return for Risk
OSCG vs. ISUL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long OSCR Daily ETF (OSCG) and GraniteShares 2X Long ISRG Daily ETF (ISUL). 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.
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Drawdowns
OSCG vs. ISUL - Drawdown Comparison
The maximum OSCG drawdown since its inception was -71.31%, which is greater than ISUL's maximum drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for OSCG and ISUL.
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Drawdown Indicators
| OSCG | ISUL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -58.68% | -12.63% |
Current DrawdownCurrent decline from peak | -3.78% | -56.93% | +53.15% |
Average DrawdownAverage peak-to-trough decline | -32.08% | -28.26% | -3.82% |
Volatility
OSCG vs. ISUL - Volatility Comparison
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Volatility by Period
| OSCG | ISUL | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 145.91% | 65.89% | +80.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.91% | 65.89% | +80.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.91% | 65.89% | +80.02% |
OSCG vs. ISUL - Expense Ratio Comparison
OSCG has a 0.75% expense ratio, which is lower than ISUL's 1.50% expense ratio.
Dividends
OSCG vs. ISUL - Dividend Comparison
Neither OSCG nor ISUL has paid dividends to shareholders.
Frequently Asked Questions
OSCG and ISUL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OSCG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OSCG is cheaper with a 0.75% expense ratio, compared with 1.50% for ISUL.
OSCG and ISUL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for OSCG and 1.50% for ISUL.
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