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TERG vs. ASMG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TERG vs. ASMG - 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 ASML Daily ETF (ASMG). The values are adjusted to include any dividend payments, if applicable.

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TERG vs. ASMG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TERG achieves a 102.79% return, which is significantly higher than ASMG's 40.33% return.


TERG

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

ASMG

1D
10.26%
1M
-19.89%
YTD
40.33%
6M
61.13%
1Y
199.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TERG vs. ASMG - Expense Ratio Comparison

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


Return for Risk

TERG vs. ASMG — Risk / Return Rank

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

TERG

ASMG
ASMG Risk / Return Rank: 9393
Overall Rank
ASMG Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ASMG Sortino Ratio Rank: 9292
Sortino Ratio Rank
ASMG Omega Ratio Rank: 8686
Omega Ratio Rank
ASMG Calmar Ratio Rank: 9898
Calmar Ratio Rank
ASMG Martin Ratio Rank: 9494
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. ASMG - 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 ASML Daily ETF (ASMG). 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. ASMG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TERGASMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

Sharpe Ratio (All Time)

Calculated using the full available price history

10.56

1.21

+9.35

Correlation

The correlation between TERG and ASMG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TERG vs. ASMG - Dividend Comparison

TERG has not paid dividends to shareholders, while ASMG's dividend yield for the trailing twelve months is around 7.98%.


Drawdowns

TERG vs. ASMG - Drawdown Comparison

The maximum TERG drawdown since its inception was -39.32%, smaller than the maximum ASMG drawdown of -43.95%. Use the drawdown chart below to compare losses from any high point for TERG and ASMG.


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Drawdown Indicators


TERGASMGDifference

Max Drawdown

Largest peak-to-trough decline

-39.32%

-43.95%

+4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-34.56%

Current Drawdown

Current decline from peak

-30.58%

-27.85%

-2.73%

Average Drawdown

Average peak-to-trough decline

-9.77%

-13.57%

+3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.05%

Volatility

TERG vs. ASMG - Volatility Comparison


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Volatility by Period


TERGASMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.09%

Volatility (6M)

Calculated over the trailing 6-month period

58.83%

Volatility (1Y)

Calculated over the trailing 1-year period

124.59%

83.10%

+41.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

124.59%

82.32%

+42.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.59%

82.32%

+42.27%