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SBU vs. BMNG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBU vs. BMNG - Performance Comparison

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

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SBU vs. BMNG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SBU achieves a 10.52% return, which is significantly higher than BMNG's -61.95% return.


SBU

1D
1.88%
1M
-14.45%
YTD
10.52%
6M
1Y
3Y*
5Y*
10Y*

BMNG

1D
0.00%
1M
-15.09%
YTD
-61.95%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBU vs. BMNG - Expense Ratio Comparison

Both SBU and BMNG have an expense ratio of 0.75%.


Return for Risk

SBU vs. BMNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long SBUX Daily ETF (SBU) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). 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.

SBU vs. BMNG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SBUBMNGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

-0.47

+0.94

Correlation

The correlation between SBU and BMNG is 0.14, 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

SBU vs. BMNG - Dividend Comparison

Neither SBU nor BMNG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SBU vs. BMNG - Drawdown Comparison

The maximum SBU drawdown since its inception was -28.10%, smaller than the maximum BMNG drawdown of -93.85%. Use the drawdown chart below to compare losses from any high point for SBU and BMNG.


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Drawdown Indicators


SBUBMNGDifference

Max Drawdown

Largest peak-to-trough decline

-28.10%

-93.85%

+65.75%

Current Drawdown

Current decline from peak

-21.86%

-92.91%

+71.05%

Average Drawdown

Average peak-to-trough decline

-6.25%

-76.97%

+70.72%

Volatility

SBU vs. BMNG - Volatility Comparison


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Volatility by Period


SBUBMNGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

61.05%

214.47%

-153.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.05%

214.47%

-153.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.05%

214.47%

-153.42%