VALG vs. LACG
VALG (Leverage Shares 2X Long VALE Daily ETF) and LACG (Leverage Shares 2X Long LAC Daily ETF) are both Leveraged Equities funds from Leverage Shares. VALG is passively managed, while LACG is actively managed. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.75% expense ratio.
Performance
VALG vs. LACG - Performance Comparison
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Returns By Period
In the year-to-date period, VALG achieves a 24.13% return, which is significantly higher than LACG's -29.04% return.
VALG
- 1D
- -1.55%
- 1M
- -8.63%
- YTD
- 24.13%
- 6M
- 28.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LACG
- 1D
- -2.02%
- 1M
- -16.20%
- YTD
- -29.04%
- 6M
- -35.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VALG vs. LACG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VALG Leverage Shares 2X Long VALE Daily ETF | 24.13% | 1.57% |
LACG Leverage Shares 2X Long LAC Daily ETF | -29.04% | -11.64% |
Correlation
The correlation between VALG and LACG is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 18, 2025 | 0.57 |
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Return for Risk
VALG vs. LACG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long VALE Daily ETF (VALG) and Leverage Shares 2X Long LAC Daily ETF (LACG). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
VALG vs. LACG - Drawdown Comparison
The maximum VALG drawdown since its inception was -36.93%, smaller than the maximum LACG drawdown of -71.00%. Use the drawdown chart below to compare losses from any high point for VALG and LACG.
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Drawdown Indicators
| VALG | LACG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.93% | -71.00% | +34.07% |
Current DrawdownCurrent decline from peak | -28.16% | -66.43% | +38.27% |
Average DrawdownAverage peak-to-trough decline | -13.08% | -44.06% | +30.98% |
Volatility
VALG vs. LACG - Volatility Comparison
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Volatility by Period
| VALG | LACG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 74.72% | 152.37% | -77.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.72% | 152.37% | -77.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.72% | 152.37% | -77.65% |
VALG vs. LACG - Expense Ratio Comparison
Both VALG and LACG have an expense ratio of 0.75%.
Dividends
VALG vs. LACG - Dividend Comparison
Neither VALG nor LACG has paid dividends to shareholders.
Frequently Asked Questions
VALG and LACG have a correlation of 0.57, 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.
VALG and LACG have the same expense ratio: 0.75% per year.
VALG and LACG have nearly identical dividend yields, around 0.00%.
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