XYZG vs. FUTG

Last updated Jun 4, 2026

XYZG (Leverage Shares 2X Long XYZ Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

XYZG vs. FUTG - Performance Comparison

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

Returns By Period

In the year-to-date period, XYZG achieves a -3.28% return, which is significantly higher than FUTG's -75.53% return.

XYZG

• 1D: -11.57%
• 1M: -8.12%
• YTD: -3.28%
• 6M: 8.21%
• 1Y: -15.62%
• 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)

XYZG vs. FUTG - Yearly Performance Comparison

	2026 (YTD)	2025
XYZG Leverage Shares 2X Long XYZ Daily ETF	-3.28%	-31.87%
FUTG Leverage Shares 2X Long FUTU Daily ETF	-75.53%	-0.80%

Correlation

The correlation between XYZG and FUTG 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 Oct 15, 2025	0.39

Return for Risk

XYZG vs. FUTG — Risk / Return Rank

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

XYZG

XYZG Risk / Return Rank: 9
XYZG Sharpe Ratio Rank: 7
XYZG Sortino Ratio Rank: 12
XYZG Omega Ratio Rank: 12
XYZG Calmar Ratio Rank: 7
XYZG Martin Ratio Rank: 7

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.

XYZG vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long XYZ Daily ETF (XYZG) 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.

	XYZG	FUTG	Difference
Sharpe ratio: Return per unit of total volatility	-0.17	—	—
Sortino ratio: Return per unit of downside risk	0.40	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	-0.23	—	—
Martin ratio: Return relative to average drawdown	-0.42	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XYZG	FUTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	-0.66	+0.81

Drawdowns

XYZG vs. FUTG - Drawdown Comparison

The maximum XYZG drawdown since its inception was -69.40%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for XYZG and FUTG.

Drawdown Indicators

	XYZG	FUTG	Difference
Max Drawdown Largest peak-to-trough decline	-69.40%	-86.19%	+16.79%
Max Drawdown (1Y) Largest decline over 1 year	-69.40%	—	—
Current Drawdown Current decline from peak	-45.04%	-84.29%	+39.25%
Average Drawdown Average peak-to-trough decline	-29.06%	-40.35%	+11.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.60%	—	—

Volatility

Volatility by Period

	XYZG	FUTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	70.80%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	92.87%	136.01%	-43.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	103.71%	136.01%	-32.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	103.71%	136.01%	-32.30%

XYZG vs. FUTG - Expense Ratio Comparison

Both XYZG and FUTG have an expense ratio of 0.75%.

Dividends

XYZG vs. FUTG - Dividend Comparison

XYZG's dividend yield for the trailing twelve months is around 6.92%, while FUTG has not paid dividends to shareholders.

Position	TTM	2025
FUTG Leverage Shares 2X Long FUTU Daily ETF	0.00%	0.00%
XYZG Leverage Shares 2X Long XYZ Daily ETF	6.92%	6.69%

Frequently Asked Questions

Can I hold both XYZG and FUTG in my portfolio?

XYZG and FUTG 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.

Which ETF is better, XYZG or FUTG?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XYZG or FUTG?

XYZG and FUTG have the same expense ratio: 0.75% per year.

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

XYZG has the higher dividend yield at 6.92%, compared with 0.00% for FUTG.