PDDL vs. FUTG
PDDL (GraniteShares 2x Long PDD Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their 0.44 correlation means their historical movements had little consistent relationship. PDDL charges 1.50%/yr vs 0.75%/yr for FUTG.
Performance
PDDL vs. FUTG - Performance Comparison
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Returns By Period
In the year-to-date period, PDDL achieves a -48.41% return, which is significantly higher than FUTG's -72.89% return.
PDDL
- 1D
- 3.01%
- 1M
- 13.21%
- 6M
- -34.07%
- YTD
- -48.41%
- 1Y
- -48.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -42.28%
FUTG
- 1D
- 2.92%
- 1M
- 17.58%
- 6M
- -71.42%
- YTD
- -72.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.89M | $3.21M | $10.62M | |
| $308.86K | $338.46K | $731.85K |
PDDL vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PDDL GraniteShares 2x Long PDD Daily ETF | -48.41% | -23.89% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -72.89% | -0.20% |
Correlation
The correlation between PDDL and FUTG is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025 | 0.44 |
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Return for Risk
PDDL vs. FUTG — Risk / Return Rank
PDDL
FUTG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PDDL vs. FUTG - 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 FUTU Daily ETF (FUTG). 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 | FUTG | 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. FUTG - Drawdown Comparison
The maximum PDDL drawdown since its inception was -76.06%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for PDDL and FUTG.
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Drawdown Indicators
| PDDL | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.06% | -86.19% | +10.13% |
Max Drawdown (1Y)Largest decline over 1 year | -76.06% | — | — |
Current DrawdownCurrent decline from peak | -66.24% | -82.60% | +16.36% |
Average DrawdownAverage peak-to-trough decline | -35.54% | -48.94% | +13.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.12% | — | — |
Volatility
PDDL vs. FUTG - Volatility Comparison
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Volatility by Period
| PDDL | FUTG | 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% | 128.04% | -60.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.30% | 128.04% | -60.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.30% | 128.04% | -60.74% |
PDDL vs. FUTG - Expense Ratio Comparison
PDDL has a 1.50% expense ratio, which is higher than FUTG's 0.75% expense ratio.
Dividends
PDDL vs. FUTG - Dividend Comparison
PDDL's dividend yield for the trailing twelve months is around 0.65%, while FUTG has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
FUTG Leverage Shares 2X Long FUTU Daily ETF | 0.00% | 0.00% |
PDDL GraniteShares 2x Long PDD Daily ETF | 0.65% | 0.33% |
Frequently Asked Questions
PDDL and FUTG have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUTG is cheaper with a 0.75% expense ratio, compared with 1.50% for PDDL.
PDDL has the higher dividend yield at 0.65%, compared with 0.00% for FUTG.
They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.50% for PDDL and 0.75% for FUTG.
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