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PLTG vs. TSLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLTG vs. TSLG - Performance Comparison

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

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PLTG vs. TSLG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PLTG achieves a -39.51% return, which is significantly lower than TSLG's -35.84% return.


PLTG

1D
12.51%
1M
9.40%
YTD
-39.51%
6M
-48.31%
1Y
3Y*
5Y*
10Y*

TSLG

1D
9.07%
1M
-16.83%
YTD
-35.84%
6M
-39.88%
1Y
34.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLTG vs. TSLG - Expense Ratio Comparison

Both PLTG and TSLG have an expense ratio of 0.75%.


Return for Risk

PLTG vs. TSLG — Risk / Return Rank

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

PLTG

TSLG
TSLG Risk / Return Rank: 3030
Overall Rank
TSLG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TSLG Sortino Ratio Rank: 4545
Sortino Ratio Rank
TSLG Omega Ratio Rank: 3838
Omega Ratio Rank
TSLG Calmar Ratio Rank: 2525
Calmar Ratio Rank
TSLG Martin Ratio Rank: 2020
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.

PLTG vs. TSLG - 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 TSLA Daily ETF (TSLG). 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.


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

PLTG vs. TSLG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PLTGTSLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.44

+0.57

Correlation

The correlation between PLTG and TSLG is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PLTG vs. TSLG - Dividend Comparison

PLTG's dividend yield for the trailing twelve months is around 29.99%, more than TSLG's 10.20% yield.


Drawdowns

PLTG vs. TSLG - Drawdown Comparison

The maximum PLTG drawdown since its inception was -66.84%, smaller than the maximum TSLG drawdown of -82.86%. Use the drawdown chart below to compare losses from any high point for PLTG and TSLG.


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Drawdown Indicators


PLTGTSLGDifference

Max Drawdown

Largest peak-to-trough decline

-66.84%

-82.86%

+16.02%

Max Drawdown (1Y)

Largest decline over 1 year

-50.92%

Current Drawdown

Current decline from peak

-58.89%

-67.59%

+8.70%

Average Drawdown

Average peak-to-trough decline

-24.16%

-58.04%

+33.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.82%

Volatility

PLTG vs. TSLG - Volatility Comparison


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Volatility by Period


PLTGTSLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.28%

Volatility (6M)

Calculated over the trailing 6-month period

59.35%

Volatility (1Y)

Calculated over the trailing 1-year period

104.60%

110.61%

-6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

104.60%

119.00%

-14.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

104.60%

119.00%

-14.40%