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TSLG vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLG vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long TSLA Daily ETF (TSLG) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLG achieves a -20.82% return, which is significantly lower than BNO's 90.47% return.


TSLG

1D
-0.14%
1M
13.71%
YTD
-20.82%
6M
-21.35%
1Y
7.28%
3Y*
5Y*
10Y*

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLG vs. BNO - Yearly Performance Comparison


2026 (YTD)20252024
TSLG
Leverage Shares 2X Long TSLA Daily ETF
-20.82%-26.70%-16.81%
BNO
United States Brent Oil Fund LP
90.47%-5.44%0.40%

Correlation

The correlation between TSLG and BNO is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2024

0.00

The correlation between TSLG and BNO shifts across timeframes, from -0.14 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSLG vs. BNO — Risk / Return Rank

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

TSLG
TSLG Risk / Return Rank: 1212
Overall Rank
TSLG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLG Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSLG Omega Ratio Rank: 1616
Omega Ratio Rank
TSLG Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSLG Martin Ratio Rank: 1010
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
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.

TSLG vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long TSLA Daily ETF (TSLG) and United States Brent Oil Fund LP (BNO). 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.


TSLGBNODifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-1.95

Omega ratioGain probability vs. loss probability

1.09

1.38

-0.28

Calmar ratioReturn relative to maximum drawdown

0.13

5.17

-5.03

Martin ratioReturn relative to average drawdown

0.28

9.76

-9.48

TSLG vs. BNO - Sharpe Ratio Comparison

The current TSLG Sharpe Ratio is 0.08, which is lower than the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of TSLG and BNO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TSLGBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.23

-2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

0.14

-0.48

Drawdowns

TSLG vs. BNO - Drawdown Comparison

The maximum TSLG drawdown since its inception was -82.86%, roughly equal to the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for TSLG and BNO.


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Drawdown Indicators


TSLGBNODifference

Max Drawdown

Largest peak-to-trough decline

-82.86%

-87.06%

+4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-54.61%

-17.87%

-36.74%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-60.00%

-10.29%

-49.71%

Average Drawdown

Average peak-to-trough decline

-58.73%

-40.17%

-18.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.63%

9.45%

+17.18%

Volatility

TSLG vs. BNO - Volatility Comparison

Leverage Shares 2X Long TSLA Daily ETF (TSLG) has a higher volatility of 24.41% compared to United States Brent Oil Fund LP (BNO) at 14.22%. This indicates that TSLG's price experiences larger fluctuations and is considered to be riskier than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLGBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.41%

14.22%

+10.19%

Volatility (6M)

Calculated over the trailing 6-month period

54.58%

36.10%

+18.48%

Volatility (1Y)

Calculated over the trailing 1-year period

92.53%

41.46%

+51.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

115.31%

35.38%

+79.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.31%

36.68%

+78.63%

TSLG vs. BNO - Expense Ratio Comparison

TSLG has a 0.75% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

TSLG vs. BNO - Dividend Comparison

TSLG's dividend yield for the trailing twelve months is around 8.27%, while BNO has not paid dividends to shareholders.


Frequently Asked Questions


TSLG and BNO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLG has higher volatility (24.41%) compared to BNO (14.22%). In terms of maximum drawdown, TSLG dropped -82.86% vs BNO's -87.06%.

On 1-year performance, BNO leads with 91.89% vs 7.28% for TSLG. On fees, TSLG is cheaper at 0.75% per year. On volatility, BNO has been the lower-risk option at 14.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BNO has performed better with a 91.89% return vs 7.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TSLG is cheaper with a 0.75% expense ratio, compared with 0.90% for BNO.

TSLG has the higher dividend yield at 8.27%, compared with 0.00% for BNO.

TSLG is categorized as Leveraged Equities, while BNO is Oil & Gas. They also come from different issuers: Leverage Shares and Concierge Technologies. Their fees differ too: 0.75% for TSLG and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.23 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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