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Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) Sharpe Ratio: 2.15

ETF · Currency in USD · Last updated Jun 5, 2026

The Leverage Shares 5x Long S&P 500 ETP Securities aims to provide 5x the daily return of the S&P 500® Index by investing directly in the index and using margin to purchase additional shares, adjusted for fees and costs of maintaining leverage.

5SPY.L's Sharpe Ratio of 2.15 indicates that for each unit of volatility, it generates 2.15 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

5SPY.L Sharpe Ratio Rank

5SPY.L Sharpe Ratio Rank: 65.666
Above Average

5SPY.L ranks above 65.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

5SPY.L Sharpe Ratio Market Positioning

The chart shows 5SPY.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.78+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Leverage Shares 5x Long US 500 ETP Securities's Sharpe Ratio with other ETFs in the Leveraged Equities category across multiple time periods, showing how 5SPY.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
2MU.LLeverage Shares 2x Micron Technology ETC GBP42.49
SOXL.LLeverage Shares 4x Long Semiconductors ETP Securities15.90
3KOR.LLeverage Shares 3x Long South Korea ETP Securities12.65
3AMD.LLeverage Shares 3x AMD ETC GBP11.54
AMD3.LLeverage Shares 3x AMD ETP Securities11.34
SMH3.LLeverage Shares 3x Long Semiconductors ETP Securities9.41
2AMD.LLeverage Shares 2x Advanced Micro Devices ETC GBP8.89
3GOO.LLeverage Shares 3x Alphabet ETC GBP7.23
3GOE.LLeverage Shares 3x Alphabet ETP Scs6.77
2GOO.LLeverage Shares 2x Alphabet ETC A GBP5.57
5SPY.LLeverage Shares 5x Long US 500 ETP Securities2.15

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows 5SPY.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 5SPY.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does 5SPY.L fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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