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RDTL vs. BOEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDTL vs. BOEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long RDDT Daily ETF (RDTL) and Leverage Shares 2X Long BA Daily ETF (BOEG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDTL achieves a -59.26% return, which is significantly lower than BOEG's -7.07% return.


RDTL

1D
-4.71%
1M
35.48%
YTD
-59.26%
6M
-60.59%
1Y
-17.21%
3Y*
5Y*
10Y*

BOEG

1D
-2.30%
1M
-0.32%
YTD
-7.07%
6M
-7.05%
1Y
-0.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDTL vs. BOEG - Yearly Performance Comparison


Correlation

The correlation between RDTL and BOEG is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2025

0.15

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Return for Risk

RDTL vs. BOEG — Risk / Return Rank

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

RDTL
RDTL Risk / Return Rank: 1010
Overall Rank
RDTL Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RDTL Sortino Ratio Rank: 1515
Sortino Ratio Rank
RDTL Omega Ratio Rank: 1414
Omega Ratio Rank
RDTL Calmar Ratio Rank: 77
Calmar Ratio Rank
RDTL Martin Ratio Rank: 77
Martin Ratio Rank

BOEG
BOEG Risk / Return Rank: 1010
Overall Rank
BOEG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BOEG Sortino Ratio Rank: 1111
Sortino Ratio Rank
BOEG Omega Ratio Rank: 1111
Omega Ratio Rank
BOEG Calmar Ratio Rank: 88
Calmar Ratio Rank
BOEG Martin Ratio Rank: 88
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.

RDTL vs. BOEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long RDDT Daily ETF (RDTL) and Leverage Shares 2X Long BA Daily ETF (BOEG). 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.


RDTLBOEGDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.09

1.05

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.20

-0.01

-0.19

Martin ratioReturn relative to average drawdown

-0.31

-0.02

-0.29

RDTL vs. BOEG - Sharpe Ratio Comparison

The current RDTL Sharpe Ratio is -0.13, which is lower than the BOEG Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of RDTL and BOEG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RDTL vs. BOEG - Drawdown Comparison

The maximum RDTL drawdown since its inception was -85.21%, which is greater than BOEG's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for RDTL and BOEG.


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Drawdown Indicators


RDTLBOEGDifference

Max Drawdown

Largest peak-to-trough decline

-85.21%

-46.47%

-38.74%

Max Drawdown (1Y)

Largest decline over 1 year

-85.21%

-46.47%

-38.74%

Current Drawdown

Current decline from peak

-75.20%

-30.23%

-44.97%

Average Drawdown

Average peak-to-trough decline

-44.82%

-19.52%

-25.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.32%

23.39%

+31.93%

Volatility

RDTL vs. BOEG - Volatility Comparison

GraniteShares 2x Long RDDT Daily ETF (RDTL) has a higher volatility of 48.63% compared to Leverage Shares 2X Long BA Daily ETF (BOEG) at 21.41%. This indicates that RDTL's price experiences larger fluctuations and is considered to be riskier than BOEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDTLBOEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.63%

21.41%

+27.22%

Volatility (6M)

Calculated over the trailing 6-month period

95.60%

47.04%

+48.56%

Volatility (1Y)

Calculated over the trailing 1-year period

132.04%

64.38%

+67.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

143.17%

64.07%

+79.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

143.17%

64.07%

+79.10%

RDTL vs. BOEG - Expense Ratio Comparison

RDTL has a 1.50% expense ratio, which is higher than BOEG's 0.75% expense ratio.


Dividends

RDTL vs. BOEG - Dividend Comparison

Neither RDTL nor BOEG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RDTL and BOEG have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDTL has higher volatility (48.63%) compared to BOEG (21.41%). In terms of maximum drawdown, RDTL dropped -85.21% vs BOEG's -46.47%.

On 1-year performance, BOEG leads with -0.44% vs -17.21% for RDTL. On fees, BOEG is cheaper at 0.75% per year. On volatility, BOEG has been the lower-risk option at 21.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BOEG has performed better with a -0.44% return vs -17.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BOEG is cheaper with a 0.75% expense ratio, compared with 1.50% for RDTL.

RDTL and BOEG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.50% for RDTL and 0.75% for BOEG.

BOEG currently has the higher Sharpe Ratio (-0.01 vs -0.13), 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.

Portfolio Optimizer

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