TERG vs. DOGG
TERG (Leverage Shares 2X Long TER Daily ETF) and DOGG (FT Vest DJIA Dogs 10 Target Income ETF) are both exchange-traded funds - TERG is a Leveraged Equities fund actively managed by Leverage Shares, while DOGG is a Derivative Income fund actively managed by FT Vest. Both are actively managed. Their -0.08 correlation means they have often moved in opposite directions in the past. Both charge a 0.75% expense ratio.
Performance
TERG vs. DOGG - Performance Comparison
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Returns By Period
In the year-to-date period, TERG achieves a 118.24% return, which is significantly higher than DOGG's 11.04% return.
TERG
- 1D
- 1.38%
- 1M
- -8.01%
- 6M
- 44.99%
- YTD
- 118.24%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DOGG
- 1D
- -0.41%
- 1M
- 1.08%
- 6M
- 4.34%
- YTD
- 11.04%
- 1Y
- 22.01%
- 3Y*
- 11.93%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $622.61K | $753.69K | $702.49K | |
| $2.08M | $2.39M | $4.94M |
TERG vs. DOGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TERG Leverage Shares 2X Long TER Daily ETF | 118.24% | 20.91% |
DOGG FT Vest DJIA Dogs 10 Target Income ETF | 11.04% | 0.61% |
Correlation
The correlation between TERG and DOGG is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | -0.08 |
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Return for Risk
TERG vs. DOGG — Risk / Return Rank
TERG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DOGG
TERG vs. DOGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long TER Daily ETF (TERG) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). 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.
| TERG | DOGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.74 | — |
| Martin ratioReturn relative to average drawdown | — | 5.80 | — |
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Drawdowns
TERG vs. DOGG - Drawdown Comparison
The maximum TERG drawdown since its inception was -60.59%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for TERG and DOGG.
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Drawdown Indicators
| TERG | DOGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.59% | -11.19% | -49.40% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.29% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.19% | — |
Current DrawdownCurrent decline from peak | -48.67% | -2.39% | -46.28% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -3.27% | -15.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.91% | — |
Volatility
TERG vs. DOGG - Volatility Comparison
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Volatility by Period
| TERG | DOGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.40% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 158.05% | 11.50% | +146.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 158.05% | 13.07% | +144.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 158.05% | 13.07% | +144.98% |
TERG vs. DOGG - Expense Ratio Comparison
Both TERG and DOGG have an expense ratio of 0.75%.
Dividends
TERG vs. DOGG - Dividend Comparison
TERG has not paid dividends to shareholders, while DOGG's dividend yield for the trailing twelve months is around 8.63%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DOGG FT Vest DJIA Dogs 10 Target Income ETF | 8.63% | 8.75% | 9.92% | 5.89% |
TERG Leverage Shares 2X Long TER Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TERG and DOGG 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.
Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
TERG and DOGG have the same expense ratio: 0.75% per year.
DOGG has the higher dividend yield at 8.63%, compared with 0.00% for TERG.
TERG is categorized as Leveraged Equities, while DOGG is Derivative Income. They also come from different issuers: Leverage Shares and FT Vest.
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