What is this tool?
ETF Calc is a free tool that visually analyzes the compounding effects of leveraged/inverse ETFs. Based on actual historical index data, it simulates the theoretical performance of holding a leveraged ETF over a specific period.
Calculation Methodology
Daily ETF Return =
Leverage Ratio (L) x Underlying Index Daily Return - Daily Expense Ratio
Daily Expense Ratio =
Annual Expense Ratio / 252 (trading days)
Non-reflected Items:
- Tracking Error
- NAV Premium/Discount
- Transaction Costs (commissions, slippage)
Data Sources
| Data | Source |
|---|---|
| Korean Indices | KRX Information Data System |
| U.S. Indices | Yahoo Finance |
| ETF Information | Official disclosures from each fund manager |
Disclaimer
This simulation is a theoretical calculation based on daily index closing prices and disclosed expense ratios. Actual ETF returns may differ. Tracking error, NAV premium/discount, and transaction costs are not reflected. Past performance does not guarantee future results. Use this tool only for educational purposes to understand the structure of leveraged ETFs. This is not investment advice, and investors are solely responsible for their investment decisions.
Contact
For inquiries about the Service, please contact blac2013@gmail.com.