WULX vs. GRAG
WULX (Tradr 2X Long WULF Daily ETF) and GRAG (Leverage Shares 2X Long GRAB Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.23 correlation, their price movements are largely independent. WULX charges 1.30%/yr vs 0.75%/yr for GRAG.
Performance
WULX vs. GRAG - Performance Comparison
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Returns By Period
In the year-to-date period, WULX achieves a 113.18% return, which is significantly higher than GRAG's -45.71% return.
WULX
- 1D
- -11.17%
- 1M
- -33.99%
- 6M
- 68.38%
- YTD
- 113.18%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GRAG
- 1D
- 3.50%
- 1M
- 39.46%
- 6M
- -41.95%
- YTD
- -45.71%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WULX vs. GRAG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WULX Tradr 2X Long WULF Daily ETF | 113.18% | -50.56% |
GRAG Leverage Shares 2X Long GRAB Daily ETF | -45.71% | -5.79% |
Correlation
The correlation between WULX and GRAG is 0.23, 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 Dec 11, 2025 | 0.23 |
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Return for Risk
WULX vs. GRAG - 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 GRAB Daily ETF (GRAG). 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
WULX vs. GRAG - Drawdown Comparison
The maximum WULX drawdown since its inception was -60.48%, smaller than the maximum GRAG drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for WULX and GRAG.
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Drawdown Indicators
| WULX | GRAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.48% | -65.33% | +4.85% |
Current DrawdownCurrent decline from peak | -45.76% | -51.08% | +5.32% |
Average DrawdownAverage peak-to-trough decline | -29.10% | -42.73% | +13.63% |
Volatility
WULX vs. GRAG - Volatility Comparison
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Volatility by Period
| WULX | GRAG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 188.70% | 70.55% | +118.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 188.70% | 70.55% | +118.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 188.70% | 70.55% | +118.15% |
WULX vs. GRAG - Expense Ratio Comparison
WULX has a 1.30% expense ratio, which is higher than GRAG's 0.75% expense ratio.
Dividends
WULX vs. GRAG - Dividend Comparison
Neither WULX nor GRAG has paid dividends to shareholders.
Frequently Asked Questions
WULX and GRAG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GRAG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GRAG is cheaper with a 0.75% expense ratio, compared with 1.30% for WULX.
WULX and GRAG 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 GRAG.
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