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RTXG vs. PST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RTXG vs. PST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long RTX Daily ETF (RTXG) and ProShares UltraShort 7-10 Year Treasury (PST). The values are adjusted to include any dividend payments, if applicable.

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RTXG vs. PST - Yearly Performance Comparison


Returns By Period

In the year-to-date period, RTXG achieves a 6.10% return, which is significantly higher than PST's 2.06% return.


RTXG

1D
6.36%
1M
-10.76%
YTD
6.10%
6M
23.08%
1Y
3Y*
5Y*
10Y*

PST

1D
-0.23%
1M
5.54%
YTD
2.06%
6M
2.99%
1Y
1.28%
3Y*
6.13%
5Y*
7.99%
10Y*
1.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RTXG vs. PST - Expense Ratio Comparison

RTXG has a 0.75% expense ratio, which is lower than PST's 0.95% expense ratio.


Return for Risk

RTXG vs. PST — Risk / Return Rank

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

RTXG

PST
PST Risk / Return Rank: 1414
Overall Rank
PST Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PST Sortino Ratio Rank: 1414
Sortino Ratio Rank
PST Omega Ratio Rank: 1313
Omega Ratio Rank
PST Calmar Ratio Rank: 1414
Calmar Ratio Rank
PST Martin Ratio Rank: 1313
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.

RTXG vs. PST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long RTX Daily ETF (RTXG) and ProShares UltraShort 7-10 Year Treasury (PST). 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.

RTXG vs. PST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RTXGPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.96

-0.39

+2.34

Correlation

The correlation between RTXG and PST is 0.01, 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

RTXG vs. PST - Dividend Comparison

RTXG's dividend yield for the trailing twelve months is around 6.00%, more than PST's 3.16% yield.


TTM20252024202320222021202020192018
RTXG
Leverage Shares 2X Long RTX Daily ETF
6.00%6.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PST
ProShares UltraShort 7-10 Year Treasury
3.16%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%

Drawdowns

RTXG vs. PST - Drawdown Comparison

The maximum RTXG drawdown since its inception was -23.74%, smaller than the maximum PST drawdown of -79.25%. Use the drawdown chart below to compare losses from any high point for RTXG and PST.


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Drawdown Indicators


RTXGPSTDifference

Max Drawdown

Largest peak-to-trough decline

-23.74%

-79.25%

+55.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

Current Drawdown

Current decline from peak

-18.89%

-64.99%

+46.10%

Average Drawdown

Average peak-to-trough decline

-4.57%

-61.45%

+56.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

Volatility

RTXG vs. PST - Volatility Comparison


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Volatility by Period


RTXGPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

47.93%

11.90%

+36.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.93%

15.58%

+32.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.93%

13.33%

+34.60%