PortfoliosLab logoPortfoliosLab logo
WULX vs. ADBG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WULX vs. ADBG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, WULX achieves a 238.07% return, which is significantly higher than ADBG's -52.94% return.


WULX

1D
-2.27%
1M
29.01%
YTD
238.07%
6M
98.63%
1Y
3Y*
5Y*
10Y*

ADBG

1D
-4.56%
1M
-1.43%
YTD
-52.94%
6M
-46.73%
1Y
-70.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WULX vs. ADBG - Yearly Performance Comparison


2026 (YTD)2025
WULX
Tradr 2X Long WULF Daily ETF
238.07%-37.27%
ADBG
Leverage Shares 2X Long ADBE Daily ETF
-52.94%-5.72%

Correlation

The correlation between WULX and ADBG is -0.22, 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 Oct 24, 2025

-0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WULX vs. ADBG — Risk / Return Rank

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

WULX

ADBG
ADBG Risk / Return Rank: 11
Overall Rank
ADBG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADBG Sortino Ratio Rank: 11
Sortino Ratio Rank
ADBG Omega Ratio Rank: 11
Omega Ratio Rank
ADBG Calmar Ratio Rank: 11
Calmar Ratio Rank
ADBG Martin Ratio Rank: 22
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.

WULX vs. ADBG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long WULF Daily ETF (WULX) and Leverage Shares 2X Long ADBE Daily ETF (ADBG). 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.

WULX vs. ADBG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


WULXADBGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

-0.91

+2.23

Drawdowns

WULX vs. ADBG - Drawdown Comparison

The maximum WULX drawdown since its inception was -60.48%, smaller than the maximum ADBG drawdown of -76.71%. Use the drawdown chart below to compare losses from any high point for WULX and ADBG.


Loading charts...

Drawdown Indicators


WULXADBGDifference

Max Drawdown

Largest peak-to-trough decline

-60.48%

-76.71%

+16.23%

Max Drawdown (1Y)

Largest decline over 1 year

-76.23%

Current Drawdown

Current decline from peak

-4.75%

-71.42%

+66.67%

Average Drawdown

Average peak-to-trough decline

-30.68%

-41.64%

+10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.12%

Volatility

WULX vs. ADBG - Volatility Comparison


Loading charts...

Volatility by Period


WULXADBGDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.71%

Volatility (6M)

Calculated over the trailing 6-month period

56.21%

Volatility (1Y)

Calculated over the trailing 1-year period

189.30%

67.26%

+122.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

189.30%

66.94%

+122.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

189.30%

66.94%

+122.36%

WULX vs. ADBG - Expense Ratio Comparison

WULX has a 1.30% expense ratio, which is higher than ADBG's 0.75% expense ratio.


Dividends

WULX vs. ADBG - Dividend Comparison

Neither WULX nor ADBG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WULX and ADBG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ADBG is cheaper with a 0.75% expense ratio, compared with 1.30% for WULX.

WULX and ADBG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Tradr ETFs and Leverage Shares. Their fees differ too: 1.30% for WULX and 0.75% for ADBG.

Portfolio Optimizer

Find the right allocation for WULX and ADBG

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

Open Portfolio Optimizer