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2BAB.L vs. 2GOO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2BAB.L vs. 2GOO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 2x Alibaba ETC GBP (2BAB.L) and Leverage Shares 2x Alphabet ETC A GBP (2GOO.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2BAB.L achieves a -33.20% return, which is significantly lower than 2GOO.L's 28.19% return.


2BAB.L

1D
-1.14%
1M
-11.39%
YTD
-33.20%
6M
-43.27%
1Y
-10.52%
3Y*
2.53%
5Y*
-39.58%
10Y*

2GOO.L

1D
6.74%
1M
-9.16%
YTD
28.19%
6M
23.76%
1Y
309.66%
3Y*
66.60%
5Y*
34.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2BAB.L vs. 2GOO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
2BAB.L
Leverage Shares 2x Alibaba ETC GBP
-33.20%106.46%2.72%-40.64%-65.71%-78.80%-24.46%
2GOO.L
Leverage Shares 2x Alphabet ETC A GBP
28.19%100.64%64.47%106.54%-66.92%166.13%20.16%

Correlation

The correlation between 2BAB.L and 2GOO.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.22

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Return for Risk

2BAB.L vs. 2GOO.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2BAB.L
2BAB.L Risk / Return Rank: 99
Overall Rank
2BAB.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
2BAB.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
2BAB.L Omega Ratio Rank: 1212
Omega Ratio Rank
2BAB.L Calmar Ratio Rank: 88
Calmar Ratio Rank
2BAB.L Martin Ratio Rank: 88
Martin Ratio Rank

2GOO.L
2GOO.L Risk / Return Rank: 9595
Overall Rank
2GOO.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
2GOO.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
2GOO.L Omega Ratio Rank: 9292
Omega Ratio Rank
2GOO.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
2GOO.L Martin Ratio Rank: 9595
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.

2BAB.L vs. 2GOO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Alibaba ETC GBP (2BAB.L) and Leverage Shares 2x Alphabet ETC A GBP (2GOO.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


2BAB.L2GOO.LDifference
Sharpe ratioReturn per unit of total volatility

-5.70

Sortino ratioReturn per unit of downside risk

-4.81

Omega ratioGain probability vs. loss probability

1.05

1.61

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.16

8.61

-8.77

Martin ratioReturn relative to average drawdown

-0.29

28.76

-29.04

2BAB.L vs. 2GOO.L - Sharpe Ratio Comparison

The current 2BAB.L Sharpe Ratio is -0.13, which is lower than the 2GOO.L Sharpe Ratio of 5.57. The chart below compares the historical Sharpe Ratios of 2BAB.L and 2GOO.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


2BAB.L2GOO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

5.57

-5.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.59

-1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.85

-1.28

Drawdowns

2BAB.L vs. 2GOO.L - Drawdown Comparison

The maximum 2BAB.L drawdown since its inception was -98.36%, which is greater than 2GOO.L's maximum drawdown of -69.73%. Use the drawdown chart below to compare losses from any high point for 2BAB.L and 2GOO.L.


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Drawdown Indicators


2BAB.L2GOO.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.36%

-69.73%

-28.63%

Max Drawdown (1Y)

Largest decline over 1 year

-65.13%

-35.69%

-29.44%

Max Drawdown (3Y)

Largest decline over 3 years

-65.13%

-53.24%

-11.89%

Max Drawdown (5Y)

Largest decline over 5 years

-96.07%

-69.73%

-26.34%

Current Drawdown

Current decline from peak

-96.97%

-15.61%

-81.36%

Average Drawdown

Average peak-to-trough decline

-85.98%

-24.97%

-61.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.42%

10.71%

+25.71%

Volatility

2BAB.L vs. 2GOO.L - Volatility Comparison

Leverage Shares 2x Alibaba ETC GBP (2BAB.L) has a higher volatility of 32.07% compared to Leverage Shares 2x Alphabet ETC A GBP (2GOO.L) at 15.17%. This indicates that 2BAB.L's price experiences larger fluctuations and is considered to be riskier than 2GOO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2BAB.L2GOO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.07%

15.17%

+16.90%

Volatility (6M)

Calculated over the trailing 6-month period

59.22%

35.51%

+23.71%

Volatility (1Y)

Calculated over the trailing 1-year period

83.63%

55.17%

+28.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

98.98%

59.11%

+39.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.47%

61.82%

+34.65%

2BAB.L vs. 2GOO.L - Expense Ratio Comparison

Both 2BAB.L and 2GOO.L have an expense ratio of 0.75%.


Dividends

2BAB.L vs. 2GOO.L - Dividend Comparison

Neither 2BAB.L nor 2GOO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2BAB.L and 2GOO.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

2BAB.L and 2GOO.L have the same expense ratio: 0.75% per year.

2BAB.L tracks iSTOXX Leveraged 2X BABA Index, while 2GOO.L tracks NYSE Leveraged 2x GOOG Index.

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