WTIU vs. LULG

Last updated Jun 26, 2026

WTIU (MicroSectors Energy 3X Leveraged ETN) and LULG (Leverage Shares 2X Long LULU Daily ETF) are both Leveraged Equities funds. WTIU is passively managed, while LULG is actively managed. At a correlation of -0.21, they often move in opposite directions. WTIU charges 0.95%/yr vs 0.75%/yr for LULG.

Performance

WTIU vs. LULG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy 3X Leveraged ETN (WTIU) and Leverage Shares 2X Long LULU Daily ETF (LULG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTIU achieves a 43.70% return, which is significantly higher than LULG's -75.54% return.

WTIU

• 1D: 2.10%
• 1M: -18.32%
• YTD: 43.70%
• 6M: 46.65%
• 1Y: 45.61%
• 3Y*: -1.81%
• 5Y*: —
• 10Y*: —

LULG

• 1D: -1.81%
• 1M: -25.41%
• YTD: -75.54%
• 6M: -76.28%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTIU vs. LULG - Yearly Performance Comparison

	2026 (YTD)	2025
WTIU MicroSectors Energy 3X Leveraged ETN	43.70%	0.79%
LULG Leverage Shares 2X Long LULU Daily ETF	-75.54%	55.59%

Correlation

The correlation between WTIU and LULG is -0.21, 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 (All Time) Calculated using the full available price history since Nov 5, 2025	-0.21

Return for Risk

WTIU vs. LULG — Risk / Return Rank

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

WTIU

WTIU Risk / Return Rank: 22
WTIU Sharpe Ratio Rank: 20
WTIU Sortino Ratio Rank: 24
WTIU Omega Ratio Rank: 23
WTIU Calmar Ratio Rank: 22
WTIU Martin Ratio Rank: 22

LULG

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.

WTIU vs. LULG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy 3X Leveraged ETN (WTIU) and Leverage Shares 2X Long LULU Daily ETF (LULG). 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.

	WTIU	LULG	Difference
Sharpe ratio: Return per unit of total volatility	0.67	—	—
Sortino ratio: Return per unit of downside risk	1.25	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	0.97	—	—
Martin ratio: Return relative to average drawdown	2.51	—	—

Drawdowns

WTIU vs. LULG - Drawdown Comparison

The maximum WTIU drawdown since its inception was -75.73%, smaller than the maximum LULG drawdown of -79.88%. Use the drawdown chart below to compare losses from any high point for WTIU and LULG.

Drawdown Indicators

	WTIU	LULG	Difference
Max Drawdown Largest peak-to-trough decline	-75.73%	-79.88%	+4.15%
Max Drawdown (1Y) Largest decline over 1 year	-47.07%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-75.73%	—	—
Current Drawdown Current decline from peak	-49.06%	-77.35%	+28.29%
Average Drawdown Average peak-to-trough decline	-39.21%	-37.21%	-2.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.25%	—	—

Volatility

Volatility by Period

	WTIU	LULG	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	56.28%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	68.30%	88.29%	-19.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.77%	88.29%	-17.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.77%	88.29%	-17.52%

WTIU vs. LULG - Expense Ratio Comparison

WTIU has a 0.95% expense ratio, which is higher than LULG's 0.75% expense ratio.

Dividends

WTIU vs. LULG - Dividend Comparison

Neither WTIU nor LULG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WTIU and LULG in my portfolio?

WTIU and LULG have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTIU or LULG?

On fees, LULG 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, WTIU or LULG?

LULG is cheaper with a 0.75% expense ratio, compared with 0.95% for WTIU.

Which ETF pays a higher dividend yield, WTIU or LULG?

WTIU and LULG have nearly identical dividend yields, around 0.00%.

What is the main difference between WTIU and LULG?

They also come from different issuers: REX and Leverage Shares. Their fees differ too: 0.95% for WTIU and 0.75% for LULG.