XYZG vs. IFED

Last updated Apr 1, 2026

Compare and contrast key facts about Leverage Shares 2X Long XYZ Daily ETF (XYZG) and ETRACS IFED Invest with the Fed TR Index ETN (IFED).

XYZG and IFED are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XYZG is an actively managed fund by Leverage Shares. It was launched on Apr 4, 2025. IFED is a passively managed fund by UBS that tracks the performance of the IFED Large-Cap US Equity Index - Benchmark TR Gross. It was launched on Sep 14, 2021.

Performance

XYZG vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long XYZ Daily ETF (XYZG) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

XYZG vs. IFED - Yearly Performance Comparison

	2026 (YTD)	2025
XYZG Leverage Shares 2X Long XYZ Daily ETF	-24.64%	21.85%
IFED ETRACS IFED Invest with the Fed TR Index ETN	-10.70%	32.89%

Returns By Period

In the year-to-date period, XYZG achieves a -24.64% return, which is significantly lower than IFED's -10.70% return.

XYZG

• 1D: 10.73%
• 1M: -14.00%
• YTD: -24.64%
• 6M: -44.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IFED

• 1D: 2.06%
• 1M: -5.98%
• YTD: -10.70%
• 6M: -11.02%
• 1Y: 5.41%
• 3Y*: 14.83%
• 5Y*: —
• 10Y*: —

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

XYZG vs. IFED - Expense Ratio Comparison

XYZG has a 0.75% expense ratio, which is higher than IFED's 0.45% expense ratio.

XYZG

Leverage Shares 2X Long XYZ Daily ETF

IFED

ETRACS IFED Invest with the Fed TR Index ETN

Return for Risk

XYZG vs. IFED — Risk / Return Rank

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

IFED

IFED Risk / Return Rank: 20
IFED Sharpe Ratio Rank: 19
IFED Sortino Ratio Rank: 19
IFED Omega Ratio Rank: 20
IFED Calmar Ratio Rank: 20
IFED Martin Ratio Rank: 21

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. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long XYZ Daily ETF (XYZG) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.

Sharpe Ratios by Period

	XYZG	IFED	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.58	-0.66

Correlation

The correlation between XYZG and IFED is 0.59, 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. IFED - Dividend Comparison

XYZG's dividend yield for the trailing twelve months is around 8.88%, while IFED has not paid dividends to shareholders.

	TTM	2025
XYZG Leverage Shares 2X Long XYZ Daily ETF	8.88%	6.69%
IFED ETRACS IFED Invest with the Fed TR Index ETN	0.00%	0.00%

Drawdowns

XYZG vs. IFED - Drawdown Comparison

The maximum XYZG drawdown since its inception was -69.40%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for XYZG and IFED.

Drawdown Indicators

	XYZG	IFED	Difference
Max Drawdown Largest peak-to-trough decline	-69.40%	-22.36%	-47.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.65%	—
Current Drawdown Current decline from peak	-57.18%	-12.52%	-44.66%
Average Drawdown Average peak-to-trough decline	-26.33%	-5.70%	-20.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.64%	—

Volatility

Volatility by Period

	XYZG	IFED	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.91%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.83%	—
Volatility (1Y) Calculated over the trailing 1-year period	107.33%	18.80%	+88.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.33%	19.72%	+87.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.33%	19.72%	+87.61%