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Issuer
L&G
Inception Date
Jun 15, 2009
Leveraged
2x
Index Tracked
L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

LUK2.L Performance Chart

L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF (LUK2.L) is up 10.5% since the beginning of the year. LUK2.L is currently trading at £617 per share. Investors who bought £1,000 worth of LUK2.L shares 5 years ago would now be looking at an investment worth £2,176.


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S&P 500 Index

Returns By Period

L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF (LUK2.L) has returned 10.52% so far this year and 34.49% over the past 12 months. Over the last ten years, LUK2.L has returned 10.28% per year, falling short of the S&P 500 Index benchmark, which averaged 13.06% annually.


L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF

1D
-0.45%
1M
0.70%
6M
5.28%
YTD
10.52%
1Y
34.49%
3Y*
23.66%
5Y*
16.82%
10Y*
10.28%

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUK2.L Monthly Returns History

Based on dividend-adjusted daily data since Jun 18, 2009, LUK2.L's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +26.7%, while the worst month was Mar 2020 at -28.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, LUK2.L closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +17.1%, while the worst single day was Mar 12, 2020 at -19.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.75%13.71%-12.76%3.50%0.78%1.59%-0.58%10.52%
202512.05%2.96%-4.53%-3.27%7.17%-0.34%8.07%1.75%3.24%7.38%0.02%3.58%43.73%
2024-3.04%0.26%8.97%4.66%3.47%-2.60%3.85%0.90%-3.55%-3.80%4.66%-3.42%9.81%
20237.66%2.88%-5.60%6.01%-10.07%2.07%4.07%-5.60%4.13%-8.28%3.79%7.59%6.59%
20221.71%0.40%2.41%0.69%1.26%-11.08%7.40%-2.53%-10.50%5.69%14.22%-3.23%3.75%
2021-1.87%2.08%9.23%7.76%2.00%0.69%-0.63%3.93%-0.24%4.04%-4.70%8.91%34.76%

Benchmark Metrics

L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF has an annualized alpha of 1.97%, beta of 0.90, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since June 18, 2009.

  • This ETF participated in 129.15% of S&P 500 Index downside but only 108.05% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.25 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.97%
Beta
0.90
0.25
Upside Capture
108.05%
Downside Capture
129.15%

Expense Ratio

LUK2.L has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LUK2.L ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


LUK2.L Risk / Return Rank: 4949
Overall Rank
LUK2.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LUK2.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
LUK2.L Omega Ratio Rank: 5454
Omega Ratio Rank
LUK2.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
LUK2.L Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF (LUK2.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LUK2.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

1.84

2.50

-0.66

Martin ratioReturn relative to average drawdown

5.39

9.11

-3.72

Dividends

Dividend History


L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF was 58.84%, occurring on Mar 23, 2020. Recovery took 703 trading sessions.

The current L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF drawdown is 8.09%.


Drawdown

Fall

Recovery

Underwater

Related event

-58.84%Mar 2020
2mo 3d2y 9mo
2y 11moJan 2020 - Jan 2023
COVID crash2020
-39.28%Feb 2016
10mo 1d7mo 26d
1y 5moApr 2015 - Oct 2016
-34.38%Oct 2011
7mo 19d1y 3mo
1y 10moFeb 2011 - Jan 2013
-32.17%Jul 2010
2mo 16d4mo 6d
6mo 22dApr 2010 - Nov 2010
-28.97%Dec 2018
7mo 8d1y 21d
1y 7moMay 2018 - Jan 2020
Rate-hike selloffLate 2018

Drawdown Indicators


LUK2.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.84%

-37.07%

-21.77%

Max Drawdown (1Y)

Largest decline over 1 year

-18.55%

-8.03%

-10.52%

Max Drawdown (3Y)

Largest decline over 3 years

-25.42%

-22.15%

-3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-25.42%

-22.15%

-3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-58.84%

-26.01%

-32.83%

Current Drawdown

Current decline from peak

-8.09%

-1.42%

-6.67%

Average Drawdown

Average peak-to-trough decline

-10.68%

-5.29%

-5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.34%

2.20%

+4.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with LUK2.L

Add L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with LUK2.L