XYZG vs. OOQB

Last updated Apr 3, 2026

Compare and contrast key facts about Leverage Shares 2X Long XYZ Daily ETF (XYZG) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB).

XYZG and OOQB 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. OOQB is an actively managed fund by Volatility Shares. It was launched on Feb 18, 2025.

Performance

XYZG vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long XYZ Daily ETF (XYZG) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

XYZG vs. OOQB - Yearly Performance Comparison

	2026 (YTD)	2025
XYZG Leverage Shares 2X Long XYZ Daily ETF	-26.02%	21.85%
OOQB Volatility Shares One+One Nasdaq-100® and Bitcoin ETF	-28.65%	30.82%

Returns By Period

In the year-to-date period, XYZG achieves a -26.02% return, which is significantly higher than OOQB's -28.65% return.

XYZG

• 1D: 0.32%
• 1M: -13.53%
• YTD: -26.02%
• 6M: -51.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

OOQB

• 1D: -1.69%
• 1M: -5.30%
• YTD: -28.65%
• 6M: -48.97%
• 1Y: -20.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XYZG vs. OOQB - Expense Ratio Comparison

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

XYZG

Leverage Shares 2X Long XYZ Daily ETF

OOQB

Volatility Shares One+One Nasdaq-100® and Bitcoin ETF

Return for Risk

XYZG vs. OOQB — Risk / Return Rank

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

OOQB

OOQB Risk / Return Rank: 7
OOQB Sharpe Ratio Rank: 6
OOQB Sortino Ratio Rank: 8
OOQB Omega Ratio Rank: 8
OOQB Calmar Ratio Rank: 6
OOQB Martin Ratio Rank: 6

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. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long XYZ Daily ETF (XYZG) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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	OOQB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	-0.57	+0.47

Correlation

The correlation between XYZG and OOQB is 0.48, 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. OOQB - Dividend Comparison

XYZG's dividend yield for the trailing twelve months is around 9.05%, less than OOQB's 13.89% yield.

	TTM	2025
XYZG Leverage Shares 2X Long XYZ Daily ETF	9.05%	6.69%
OOQB Volatility Shares One+One Nasdaq-100® and Bitcoin ETF	13.89%	9.53%

Drawdowns

XYZG vs. OOQB - Drawdown Comparison

The maximum XYZG drawdown since its inception was -69.40%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for XYZG and OOQB.

Drawdown Indicators

	XYZG	OOQB	Difference
Max Drawdown Largest peak-to-trough decline	-69.40%	-53.44%	-15.96%
Max Drawdown (1Y) Largest decline over 1 year	—	-53.44%	—
Current Drawdown Current decline from peak	-57.96%	-50.75%	-7.21%
Average Drawdown Average peak-to-trough decline	-26.59%	-20.16%	-6.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	24.40%	—

Volatility

Volatility by Period

	XYZG	OOQB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	16.29%	—
Volatility (6M) Calculated over the trailing 6-month period	—	46.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	106.92%	59.49%	+47.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	106.92%	61.79%	+45.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	106.92%	61.79%	+45.13%