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XYZG vs. HOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XYZG vs. HOOG - 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 HOOD Daily ETF (HOOG). The values are adjusted to include any dividend payments, if applicable.

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XYZG vs. HOOG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XYZG achieves a -26.26% return, which is significantly higher than HOOG's -67.70% return.


XYZG

1D
-2.15%
1M
-17.36%
YTD
-26.26%
6M
-46.90%
1Y
3Y*
5Y*
10Y*

HOOG

1D
2.51%
1M
-24.23%
YTD
-67.70%
6M
-82.07%
1Y
43.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XYZG vs. HOOG - Expense Ratio Comparison

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


Return for Risk

XYZG vs. HOOG — Risk / Return Rank

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

XYZG

HOOG
HOOG Risk / Return Rank: 3232
Overall Rank
HOOG Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HOOG Sortino Ratio Rank: 5555
Sortino Ratio Rank
HOOG Omega Ratio Rank: 4444
Omega Ratio Rank
HOOG Calmar Ratio Rank: 2323
Calmar Ratio Rank
HOOG Martin Ratio Rank: 1919
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.

XYZG vs. HOOG - 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 HOOD Daily ETF (HOOG). 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.

XYZG vs. HOOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XYZGHOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.18

-0.28

Correlation

The correlation between XYZG and HOOG is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XYZG vs. HOOG - Dividend Comparison

XYZG's dividend yield for the trailing twelve months is around 9.08%, less than HOOG's 38.10% yield.


Drawdowns

XYZG vs. HOOG - Drawdown Comparison

The maximum XYZG drawdown since its inception was -69.40%, smaller than the maximum HOOG drawdown of -86.94%. Use the drawdown chart below to compare losses from any high point for XYZG and HOOG.


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Drawdown Indicators


XYZGHOOGDifference

Max Drawdown

Largest peak-to-trough decline

-69.40%

-86.94%

+17.54%

Max Drawdown (1Y)

Largest decline over 1 year

-86.94%

Current Drawdown

Current decline from peak

-58.10%

-84.94%

+26.84%

Average Drawdown

Average peak-to-trough decline

-26.46%

-30.17%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.37%

Volatility

XYZG vs. HOOG - Volatility Comparison


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Volatility by Period


XYZGHOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.44%

Volatility (6M)

Calculated over the trailing 6-month period

100.78%

Volatility (1Y)

Calculated over the trailing 1-year period

107.14%

143.11%

-35.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.14%

143.62%

-36.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.14%

143.62%

-36.48%