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Leveraged ETF

See how daily compounding can decay a 2x or 3x ETF.

Apply a daily return path to a 2x, 3x, or inverse ETF and compare its compounded result against simply multiplying the benchmark's total return.

Daily-reset math Educational only

Educational only. Leveraged and inverse ETFs are complex products that usually target daily returns, not long-term returns. Results over longer periods can differ significantly from the stated 2x, 3x, or inverse multiple. StockLeo is educational only and does not provide investment, tax, legal, or financial advice.

Example calculation

Imagine a choppy sideways market: the benchmark goes +3%, -3%, +2.5%, -2.5%, +2%, -2% over six days and ends roughly where it started — about flat.

A naive guess says a 3x ETF should also be near flat (3 × 0% = 0%). But because the fund resets daily and compounds from each new value, the up-and-down days erode it. The 3x ETF can finish down a few percent even though the benchmark didn't move — the effect often called volatility decay.

How the leveraged ETF decay calculator works

A leveraged ETF aims to deliver a multiple — like 2x or 3x — of its benchmark's daily return. This tool applies a daily return path to both the benchmark and the leveraged fund using the standard daily-reset formula, then compares the compounded result against the simple "multiple × total return" expectation.

For each day, the benchmark grows by its daily return and the fund grows by the leverage multiple times that return, minus a small daily expense drag (the annual expense ratio divided by 252 trading days).

What is volatility decay?

Volatility decay (or beta slippage) is the gap that opens up between a leveraged ETF and a simple multiple of the index over time, especially in choppy markets. Because each day's return compounds from a new base, alternating gains and losses chip away at value even when the benchmark ends flat. The more volatile the path and the higher the leverage, the larger the effect can be.

Why daily compounding matters

Compounding is path-dependent. In a smooth, trending market, daily compounding can actually help a leveraged ETF exceed a simple multiple. In a volatile, range-bound market, it works against you. That is why the same 3x fund can look great over one stretch and poor over another — the path of returns, not just the start and end points, drives the result.

What this calculator does not do

It does not use live market data, predict any fund's future, or recommend buying, selling, or holding leveraged products. The return paths are hypothetical presets or values you enter. Treat every figure as an educational illustration, and explore the related daily reset calculator and 2x vs 3x simulator to build intuition.

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Frequently asked questions

Leveraged ETF decay (also called volatility decay or beta slippage) is the tendency of a 2x or 3x ETF to drift away from a simple multiple of the index's total return over time. Because the fund targets a daily multiple and resets each day, alternating gains and losses compound from a changing base, which can erode value — especially in choppy, sideways markets.

Leveraged & inverse ETF risk — educational use only

Leveraged and inverse ETFs are complex products that usually target daily returns, not long-term returns. Results over longer periods can differ significantly from the stated 2x, 3x, or inverse multiple. StockLeo is educational only and does not provide investment, tax, legal, or financial advice.

This tool does not recommend buying, selling, or holding any fund, does not rank products, and uses hypothetical return paths — not live market data. Results are illustrative estimates, not exact figures.