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PBRG vs. ADBG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBRG vs. ADBG - Performance Comparison

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

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Returns By Period

In the year-to-date period, PBRG achieves a 91.10% return, which is significantly higher than ADBG's -73.48% return.


PBRG

1D
2.70%
1M
-26.50%
YTD
91.10%
6M
106.71%
1Y
3Y*
5Y*
10Y*

ADBG

1D
-0.73%
1M
-39.24%
YTD
-73.48%
6M
-74.65%
1Y
-79.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBRG vs. ADBG - Yearly Performance Comparison


Correlation

The correlation between PBRG and ADBG is -0.03, 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 18, 2025

-0.03

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Return for Risk

PBRG vs. ADBG — Risk / Return Rank

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

PBRG

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


ADBG
ADBG Risk / Return Rank: 00
Overall Rank
ADBG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADBG Sortino Ratio Rank: 00
Sortino Ratio Rank
ADBG Omega Ratio Rank: 00
Omega Ratio Rank
ADBG Calmar Ratio Rank: 11
Calmar Ratio Rank
ADBG Martin Ratio Rank: 00
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.

PBRG vs. ADBG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PBR Daily ETF (PBRG) and Leverage Shares 2X Long ADBE Daily ETF (ADBG). 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.


PBRGADBGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.71

Calmar ratioReturn relative to maximum drawdown

-0.98

Martin ratioReturn relative to average drawdown

-1.70

PBRG vs. ADBG - Sharpe Ratio Comparison


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Drawdowns

PBRG vs. ADBG - Drawdown Comparison

The maximum PBRG drawdown since its inception was -42.40%, smaller than the maximum ADBG drawdown of -83.90%. Use the drawdown chart below to compare losses from any high point for PBRG and ADBG.


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Drawdown Indicators


PBRGADBGDifference

Max Drawdown

Largest peak-to-trough decline

-42.40%

-83.90%

+41.50%

Max Drawdown (1Y)

Largest decline over 1 year

-80.96%

Current Drawdown

Current decline from peak

-40.84%

-83.90%

+43.06%

Average Drawdown

Average peak-to-trough decline

-8.91%

-42.93%

+34.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.82%

Volatility

PBRG vs. ADBG - Volatility Comparison


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Volatility by Period


PBRGADBGDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.27%

Volatility (6M)

Calculated over the trailing 6-month period

59.17%

Volatility (1Y)

Calculated over the trailing 1-year period

70.25%

69.28%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.25%

68.78%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.25%

68.78%

+1.47%

PBRG vs. ADBG - Expense Ratio Comparison

Both PBRG and ADBG have an expense ratio of 0.75%.


Dividends

PBRG vs. ADBG - Dividend Comparison

Neither PBRG nor ADBG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PBRG and ADBG have a correlation of -0.03, 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.

PBRG and ADBG have the same expense ratio: 0.75% per year.

PBRG and ADBG have nearly identical dividend yields, around 0.00%.

Portfolio Optimizer

Find the right allocation for PBRG and ADBG

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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