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SPOG vs. NVDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPOG vs. NVDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long SPOT Daily ETF (SPOG) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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 -41.52% return, which is significantly lower than NVDL's 19.95% return.


SPOG

1D
-5.23%
1M
19.81%
YTD
-41.52%
6M
-37.75%
1Y
3Y*
5Y*
10Y*

NVDL

1D
-7.15%
1M
14.24%
YTD
19.95%
6M
27.27%
1Y
84.82%
3Y*
109.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOG vs. NVDL - Yearly Performance Comparison


Correlation

The correlation between SPOG and NVDL is 0.06, 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 18, 2025

0.06

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Return for Risk

SPOG vs. NVDL — Risk / Return Rank

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

SPOG

NVDL
NVDL Risk / Return Rank: 3434
Overall Rank
NVDL Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NVDL Sortino Ratio Rank: 3535
Sortino Ratio Rank
NVDL Omega Ratio Rank: 3333
Omega Ratio Rank
NVDL Calmar Ratio Rank: 4040
Calmar Ratio Rank
NVDL Martin Ratio Rank: 3131
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. NVDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long SPOT Daily ETF (SPOG) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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.

SPOG vs. NVDL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPOGNVDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.73

1.77

-2.50

Drawdowns

SPOG vs. NVDL - Drawdown Comparison

The maximum SPOG drawdown since its inception was -64.41%, roughly equal to the maximum NVDL drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for SPOG and NVDL.


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Drawdown Indicators


SPOGNVDLDifference

Max Drawdown

Largest peak-to-trough decline

-64.41%

-67.55%

+3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-42.23%

Max Drawdown (3Y)

Largest decline over 3 years

-67.55%

Current Drawdown

Current decline from peak

-52.94%

-18.19%

-34.75%

Average Drawdown

Average peak-to-trough decline

-40.43%

-16.96%

-23.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.39%

Volatility

SPOG vs. NVDL - Volatility Comparison


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Volatility by Period


SPOGNVDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.77%

Volatility (6M)

Calculated over the trailing 6-month period

50.80%

Volatility (1Y)

Calculated over the trailing 1-year period

103.84%

68.20%

+35.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.84%

90.43%

+13.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.84%

90.43%

+13.41%

SPOG vs. NVDL - Expense Ratio Comparison

SPOG has a 0.75% expense ratio, which is lower than NVDL's 1.15% expense ratio.


Dividends

SPOG vs. NVDL - Dividend Comparison

Neither SPOG nor NVDL has paid dividends to shareholders.


PositionTTM202520242023
NVDL
GraniteShares 2x Long NVDA Daily ETF
0.00%0.00%0.00%11.29%
SPOG
Leverage Shares 2X Long SPOT Daily ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPOG and NVDL have a correlation of 0.06, 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 1.15% for NVDL.

SPOG and NVDL have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for SPOG and 1.15% for NVDL.

Portfolio Optimizer

Find the right allocation for SPOG and NVDL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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