PLTG vs. RTXG
PLTG (Leverage Shares 2X Long PLTR Daily ETF) and RTXG (Leverage Shares 2X Long RTX Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. Over the past year, PLTG returned -54.35% vs 41.48% for RTXG. At a 0.15 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
PLTG vs. RTXG - Performance Comparison
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Returns By Period
In the year-to-date period, PLTG achieves a -65.23% return, which is significantly lower than RTXG's -4.29% return.
PLTG
- 1D
- -4.81%
- 1M
- -30.69%
- YTD
- -65.23%
- 6M
- -71.20%
- 1Y
- -54.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RTXG
- 1D
- 5.07%
- 1M
- 9.01%
- YTD
- -4.29%
- 6M
- -6.71%
- 1Y
- 41.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTG vs. RTXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTG Leverage Shares 2X Long PLTR Daily ETF | -65.23% | 75.86% |
RTXG Leverage Shares 2X Long RTX Daily ETF | -4.29% | 60.90% |
Correlation
The correlation between PLTG and RTXG is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025 | 0.15 |
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Return for Risk
PLTG vs. RTXG — Risk / Return Rank
PLTG
RTXG
PLTG vs. RTXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PLTR Daily ETF (PLTG) and Leverage Shares 2X Long RTX Daily ETF (RTXG). 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.
| PLTG | RTXG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.18 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 1.11 | -1.83 |
| Martin ratioReturn relative to average drawdown | -1.26 | 2.78 | -4.04 |
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Drawdowns
PLTG vs. RTXG - Drawdown Comparison
The maximum PLTG drawdown since its inception was -76.37%, which is greater than RTXG's maximum drawdown of -37.49%. Use the drawdown chart below to compare losses from any high point for PLTG and RTXG.
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Drawdown Indicators
| PLTG | RTXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.37% | -37.49% | -38.88% |
Max Drawdown (1Y)Largest decline over 1 year | -76.37% | -37.49% | -38.88% |
Current DrawdownCurrent decline from peak | -76.37% | -26.83% | -49.54% |
Average DrawdownAverage peak-to-trough decline | -32.02% | -9.63% | -22.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.16% | 14.97% | +28.19% |
Volatility
PLTG vs. RTXG - Volatility Comparison
Leverage Shares 2X Long PLTR Daily ETF (PLTG) has a higher volatility of 38.03% compared to Leverage Shares 2X Long RTX Daily ETF (RTXG) at 18.81%. This indicates that PLTG's price experiences larger fluctuations and is considered to be riskier than RTXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLTG | RTXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.03% | 18.81% | +19.22% |
Volatility (6M)Calculated over the trailing 6-month period | 78.49% | 38.71% | +39.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.77% | 50.00% | +52.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 105.82% | 50.19% | +55.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.82% | 50.19% | +55.63% |
PLTG vs. RTXG - Expense Ratio Comparison
Both PLTG and RTXG have an expense ratio of 0.75%.
Dividends
PLTG vs. RTXG - Dividend Comparison
PLTG's dividend yield for the trailing twelve months is around 52.16%, more than RTXG's 6.65% yield.
| Position | TTM | 2025 |
|---|---|---|
PLTG Leverage Shares 2X Long PLTR Daily ETF | 52.16% | 18.14% |
RTXG Leverage Shares 2X Long RTX Daily ETF | 6.65% | 6.36% |
Frequently Asked Questions
PLTG and RTXG have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTG has higher volatility (38.03%) compared to RTXG (18.81%). In terms of maximum drawdown, PLTG dropped -76.37% vs RTXG's -37.49%.
On 1-year performance, RTXG leads with 41.48% vs -54.35% for PLTG. Both ETFs have the same 0.75% expense ratio. On volatility, RTXG has been the lower-risk option at 18.81%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RTXG has performed better with a 41.48% return vs -54.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTG and RTXG have the same expense ratio: 0.75% per year.
PLTG has the higher dividend yield at 52.16%, compared with 6.65% for RTXG.
RTXG currently has the higher Sharpe Ratio (0.83 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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