Elm Leveraged ETF Tool

Elm’s Leveraged ETF Tool provides a return distribution for any leveraged long, short, or long-short ETF structure. Our goal is to provide a glimpse into the asymmetric nature of outcomes for investors using these products. To learn more, see our post on Leveraged ETFs.

The tool assumes a uniform annual expected return of 8% for each position and uses volatility and correlation between the long and short assets calculated using the past two years of daily data. Users may override these assumptions in the Optional Overrides section below.

Note: This tool works best on desktop screens.

Subscribe to our mailing list and get notified about new Elm news and research.