WDCX vs. FUTG

Last updated Jun 4, 2026

WDCX (Tradr 2X Long WDC Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. WDCX is passively managed, while FUTG is actively managed. At a 0.41 correlation, their price movements are largely independent. WDCX charges 1.49%/yr vs 0.75%/yr for FUTG.

Performance

WDCX vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long WDC Daily ETF (WDCX) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WDCX

• 1D: 11.34%
• 1M: 74.95%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FUTG

• 1D: -11.10%
• 1M: -70.24%
• YTD: -75.53%
• 6M: -77.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WDCX vs. FUTG - Yearly Performance Comparison

	2026 (YTD)
WDCX Tradr 2X Long WDC Daily ETF	346.72%
FUTG Leverage Shares 2X Long FUTU Daily ETF	-74.45%

Correlation

The correlation between WDCX and FUTG is 0.41, 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 Jan 28, 2026	0.41

Return for Risk

WDCX vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long WDC Daily ETF (WDCX) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.

Sharpe Ratios by Period

	WDCX	FUTG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	48.43	-0.66	+49.09

Drawdowns

WDCX vs. FUTG - Drawdown Comparison

The maximum WDCX drawdown since its inception was -38.58%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for WDCX and FUTG.

Drawdown Indicators

	WDCX	FUTG	Difference
Max Drawdown Largest peak-to-trough decline	-38.58%	-86.19%	+47.61%
Current Drawdown Current decline from peak	0.00%	-84.29%	+84.29%
Average Drawdown Average peak-to-trough decline	-9.67%	-40.35%	+30.68%

Volatility

Volatility by Period

	WDCX	FUTG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	148.88%	136.01%	+12.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	148.88%	136.01%	+12.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	148.88%	136.01%	+12.87%

WDCX vs. FUTG - Expense Ratio Comparison

WDCX has a 1.49% expense ratio, which is higher than FUTG's 0.75% expense ratio.

Dividends

WDCX vs. FUTG - Dividend Comparison

Neither WDCX nor FUTG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WDCX and FUTG in my portfolio?

WDCX and FUTG have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WDCX or FUTG?

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

Which ETF is cheaper, WDCX or FUTG?

FUTG is cheaper with a 0.75% expense ratio, compared with 1.49% for WDCX.

Which ETF pays a higher dividend yield, WDCX or FUTG?

WDCX and FUTG have nearly identical dividend yields, around 0.00%.

What is the main difference between WDCX and FUTG?

They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.49% for WDCX and 0.75% for FUTG.