PDDL vs. CRWG
PDDL (GraniteShares 2x Long PDD Daily ETF) and CRWG (Leverage Shares 2X Long CRWV Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their 0.22 correlation means their historical movements had little consistent relationship. PDDL charges 1.50%/yr vs 0.75%/yr for CRWG.
Performance
PDDL vs. CRWG - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PDDL having a -48.41% return and CRWG slightly higher at -46.53%.
PDDL
- 1D
- 3.01%
- 1M
- 13.21%
- 6M
- -34.07%
- YTD
- -48.41%
- 1Y
- -48.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -42.28%
CRWG
- 1D
- -5.79%
- 1M
- -30.60%
- 6M
- -66.14%
- YTD
- -46.53%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $26.24M | $26.54M | $50.36M | |
| $308.86K | $338.46K | $731.85K |
PDDL vs. CRWG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PDDL GraniteShares 2x Long PDD Daily ETF | -48.41% | -8.11% |
CRWG Leverage Shares 2X Long CRWV Daily ETF | -46.53% | -81.81% |
Correlation
The correlation between PDDL and CRWG is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 11, 2025 | 0.22 |
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Return for Risk
PDDL vs. CRWG — Risk / Return Rank
PDDL
CRWG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PDDL vs. CRWG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long PDD Daily ETF (PDDL) and Leverage Shares 2X Long CRWV Daily ETF (CRWG). 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.
| PDDL | CRWG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.88 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | — | — |
| Martin ratioReturn relative to average drawdown | -1.18 | — | — |
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Drawdowns
PDDL vs. CRWG - Drawdown Comparison
The maximum PDDL drawdown since its inception was -76.06%, smaller than the maximum CRWG drawdown of -94.04%. Use the drawdown chart below to compare losses from any high point for PDDL and CRWG.
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Drawdown Indicators
| PDDL | CRWG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.06% | -94.04% | +17.98% |
Max Drawdown (1Y)Largest decline over 1 year | -76.06% | — | — |
Current DrawdownCurrent decline from peak | -66.24% | -92.01% | +25.77% |
Average DrawdownAverage peak-to-trough decline | -35.54% | -71.01% | +35.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.12% | — | — |
Volatility
PDDL vs. CRWG - Volatility Comparison
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Volatility by Period
| PDDL | CRWG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 53.11% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 67.64% | 192.54% | -124.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.30% | 192.54% | -125.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.30% | 192.54% | -125.24% |
PDDL vs. CRWG - Expense Ratio Comparison
PDDL has a 1.50% expense ratio, which is higher than CRWG's 0.75% expense ratio.
Dividends
PDDL vs. CRWG - Dividend Comparison
PDDL's dividend yield for the trailing twelve months is around 0.65%, less than CRWG's 13.83% yield.
| Position | TTM | 2025 |
|---|---|---|
CRWG Leverage Shares 2X Long CRWV Daily ETF | 13.83% | 7.39% |
PDDL GraniteShares 2x Long PDD Daily ETF | 0.65% | 0.33% |
Frequently Asked Questions
PDDL and CRWG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CRWG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CRWG is cheaper with a 0.75% expense ratio, compared with 1.50% for PDDL.
CRWG has the higher dividend yield at 13.83%, compared with 0.65% for PDDL.
They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.50% for PDDL and 0.75% for CRWG.
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