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VRTL vs. NEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VRTL vs. NEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long VRT Daily ETF (VRTL) and Leverage Shares 2x Long NEM Daily ETF (NEMG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VRTL achieves a 187.83% return, which is significantly higher than NEMG's -20.44% return.


VRTL

1D
-22.65%
1M
-11.35%
YTD
187.83%
6M
172.02%
1Y
343.57%
3Y*
5Y*
10Y*

NEMG

1D
-7.98%
1M
-20.02%
YTD
-20.44%
6M
-28.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRTL vs. NEMG - Yearly Performance Comparison


2026 (YTD)2025
VRTL
GraniteShares 2x Long VRT Daily ETF
187.83%-14.68%
NEMG
Leverage Shares 2x Long NEM Daily ETF
-20.44%22.87%

Correlation

The correlation between VRTL and NEMG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.39

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Return for Risk

VRTL vs. NEMG — Risk / Return Rank

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

VRTL
VRTL Risk / Return Rank: 8383
Overall Rank
VRTL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VRTL Sortino Ratio Rank: 7474
Sortino Ratio Rank
VRTL Omega Ratio Rank: 7070
Omega Ratio Rank
VRTL Calmar Ratio Rank: 9595
Calmar Ratio Rank
VRTL Martin Ratio Rank: 8787
Martin Ratio Rank

NEMG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VRTL vs. NEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long VRT Daily ETF (VRTL) and Leverage Shares 2x Long NEM Daily ETF (NEMG). 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.


VRTLNEMGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

7.30

Martin ratioReturn relative to average drawdown

17.10

VRTL vs. NEMG - Sharpe Ratio Comparison


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Drawdowns

VRTL vs. NEMG - Drawdown Comparison

The maximum VRTL drawdown since its inception was -60.58%, which is greater than NEMG's maximum drawdown of -57.56%. Use the drawdown chart below to compare losses from any high point for VRTL and NEMG.


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Drawdown Indicators


VRTLNEMGDifference

Max Drawdown

Largest peak-to-trough decline

-60.58%

-57.56%

-3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-47.45%

Current Drawdown

Current decline from peak

-33.92%

-53.44%

+19.52%

Average Drawdown

Average peak-to-trough decline

-15.93%

-23.21%

+7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.20%

Volatility

VRTL vs. NEMG - Volatility Comparison


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Volatility by Period


VRTLNEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.78%

Volatility (6M)

Calculated over the trailing 6-month period

92.17%

Volatility (1Y)

Calculated over the trailing 1-year period

119.83%

102.63%

+17.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.87%

102.63%

+24.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

126.87%

102.63%

+24.24%

VRTL vs. NEMG - Expense Ratio Comparison

VRTL has a 1.50% expense ratio, which is higher than NEMG's 0.75% expense ratio.


Dividends

VRTL vs. NEMG - Dividend Comparison

Neither VRTL nor NEMG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VRTL and NEMG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NEMG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NEMG is cheaper with a 0.75% expense ratio, compared with 1.50% for VRTL.

VRTL and NEMG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.50% for VRTL and 0.75% for NEMG.

Portfolio Optimizer

Find the right allocation for VRTL and NEMG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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