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TERG vs. ADBG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TERG vs. ADBG - Performance Comparison

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

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TERG vs. ADBG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TERG achieves a 102.79% return, which is significantly higher than ADBG's -55.09% return.


TERG

1D
14.40%
1M
-19.76%
YTD
102.79%
6M
1Y
3Y*
5Y*
10Y*

ADBG

1D
1.55%
1M
-16.39%
YTD
-55.09%
6M
-58.01%
1Y
-68.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TERG vs. ADBG - Expense Ratio Comparison

Both TERG and ADBG have an expense ratio of 0.75%.


Return for Risk

TERG vs. ADBG — Risk / Return Rank

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

TERG

ADBG
ADBG Risk / Return Rank: 00
Overall Rank
ADBG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ADBG Sortino Ratio Rank: 00
Sortino Ratio Rank
ADBG Omega Ratio Rank: 00
Omega Ratio Rank
ADBG Calmar Ratio Rank: 00
Calmar Ratio Rank
ADBG Martin Ratio Rank: 11
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.

TERG vs. ADBG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long TER Daily ETF (TERG) and Leverage Shares 2X Long ADBE Daily ETF (ADBG). 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.

TERG vs. ADBG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TERGADBGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

10.56

-1.10

+11.66

Correlation

The correlation between TERG and ADBG is -0.22. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TERG vs. ADBG - Dividend Comparison

Neither TERG nor ADBG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TERG vs. ADBG - Drawdown Comparison

The maximum TERG drawdown since its inception was -39.32%, smaller than the maximum ADBG drawdown of -74.57%. Use the drawdown chart below to compare losses from any high point for TERG and ADBG.


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Drawdown Indicators


TERGADBGDifference

Max Drawdown

Largest peak-to-trough decline

-39.32%

-74.57%

+35.25%

Max Drawdown (1Y)

Largest decline over 1 year

-74.57%

Current Drawdown

Current decline from peak

-30.58%

-72.73%

+42.15%

Average Drawdown

Average peak-to-trough decline

-9.77%

-36.32%

+26.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.22%

Volatility

TERG vs. ADBG - Volatility Comparison


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Volatility by Period


TERGADBGDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.75%

Volatility (6M)

Calculated over the trailing 6-month period

47.96%

Volatility (1Y)

Calculated over the trailing 1-year period

124.59%

61.98%

+62.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

124.59%

61.95%

+62.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.59%

61.95%

+62.64%