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SPOG vs. ISMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPOG vs. ISMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long SPOT Daily ETF (SPOG) and iShares Managed Futures Active ETF (ISMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPOG achieves a -49.59% return, which is significantly lower than ISMF's 6.41% return.


SPOG

1D
-1.65%
1M
-24.63%
YTD
-49.59%
6M
-49.32%
1Y
3Y*
5Y*
10Y*

ISMF

1D
-0.32%
1M
-1.43%
YTD
6.41%
6M
6.43%
1Y
21.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOG vs. ISMF - Yearly Performance Comparison


Correlation

The correlation between SPOG and ISMF is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

-0.08

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Return for Risk

SPOG vs. ISMF — Risk / Return Rank

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

SPOG

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


ISMF
ISMF Risk / Return Rank: 8989
Overall Rank
ISMF Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ISMF Sortino Ratio Rank: 8686
Sortino Ratio Rank
ISMF Omega Ratio Rank: 9191
Omega Ratio Rank
ISMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISMF Martin Ratio Rank: 8888
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.

SPOG vs. ISMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long SPOT Daily ETF (SPOG) and iShares Managed Futures Active ETF (ISMF). 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.


SPOGISMFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.57

Calmar ratioReturn relative to maximum drawdown

5.41

Martin ratioReturn relative to average drawdown

18.15

SPOG vs. ISMF - Sharpe Ratio Comparison


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Drawdowns

SPOG vs. ISMF - Drawdown Comparison

The maximum SPOG drawdown since its inception was -64.41%, which is greater than ISMF's maximum drawdown of -4.23%. Use the drawdown chart below to compare losses from any high point for SPOG and ISMF.


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Drawdown Indicators


SPOGISMFDifference

Max Drawdown

Largest peak-to-trough decline

-64.41%

-4.23%

-60.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

Current Drawdown

Current decline from peak

-59.44%

-1.81%

-57.63%

Average Drawdown

Average peak-to-trough decline

-41.38%

-1.28%

-40.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

Volatility

SPOG vs. ISMF - Volatility Comparison


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Volatility by Period


SPOGISMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

Volatility (1Y)

Calculated over the trailing 1-year period

100.37%

7.97%

+92.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.37%

7.73%

+92.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.37%

7.73%

+92.64%

SPOG vs. ISMF - Expense Ratio Comparison

SPOG has a 0.75% expense ratio, which is lower than ISMF's 0.80% expense ratio.


Dividends

SPOG vs. ISMF - Dividend Comparison

SPOG has not paid dividends to shareholders, while ISMF's dividend yield for the trailing twelve months is around 5.86%.


Frequently Asked Questions


SPOG and ISMF have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPOG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPOG is cheaper with a 0.75% expense ratio, compared with 0.80% for ISMF.

ISMF has the higher dividend yield at 5.86%, compared with 0.00% for SPOG.

SPOG is categorized as Leveraged Equities, while ISMF is Systematic Trend. They also come from different issuers: Leverage Shares and iShares. Their fees differ too: 0.75% for SPOG and 0.80% for ISMF.

Portfolio Optimizer

Find the right allocation for SPOG and ISMF

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