See what your fund actually adds
Leverage Shares 2X Long STM Daily ETF STMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | STMX | Replication |
|---|---|---|
| Annualized growth | 9.1% | 43.9% |
| Annualized volatility | 93.0% | 11.6% |
| Sharpe ratio | 0.49 | 3.20 |
| Maximum drawdown | 18.2% | 0.9% |
| Replication fit (R²) | 0.14 · Tracking error 86.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model STMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 100.0% |