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2BRE.L vs. TLTI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2BRE.L vs. TLTI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR (2BRE.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

2BRE.L is traded in EUR, while TLTI.L is traded in USD. To make them comparable, the TLTI.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2BRE.L achieves a -14.42% return, which is significantly lower than TLTI.L's -4.66% return.


2BRE.L

1D
1.11%
1M
-0.75%
YTD
-14.42%
6M
-16.58%
1Y
-20.29%
3Y*
10.84%
5Y*
10Y*

TLTI.L

1D
-0.29%
1M
0.07%
YTD
-4.66%
6M
-6.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2BRE.L vs. TLTI.L - Yearly Performance Comparison


Correlation

The correlation between 2BRE.L and TLTI.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.08

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Return for Risk

2BRE.L vs. TLTI.L — Risk / Return Rank

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

2BRE.L
2BRE.L Risk / Return Rank: 22
Overall Rank
2BRE.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
2BRE.L Sortino Ratio Rank: 33
Sortino Ratio Rank
2BRE.L Omega Ratio Rank: 33
Omega Ratio Rank
2BRE.L Calmar Ratio Rank: 11
Calmar Ratio Rank
2BRE.L Martin Ratio Rank: 00
Martin Ratio Rank

TLTI.L
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.

2BRE.L vs. TLTI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR (2BRE.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.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.


2BRE.LTLTI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.90

Calmar ratioReturn relative to maximum drawdown

-0.89

Martin ratioReturn relative to average drawdown

-1.75

2BRE.L vs. TLTI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


2BRE.LTLTI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.42

+0.72

Drawdowns

2BRE.L vs. TLTI.L - Drawdown Comparison

The maximum 2BRE.L drawdown since its inception was -40.62%, which is greater than TLTI.L's maximum drawdown of -12.66%. Use the drawdown chart below to compare losses from any high point for 2BRE.L and TLTI.L.


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Drawdown Indicators


2BRE.LTLTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.62%

-12.66%

-27.96%

Max Drawdown (1Y)

Largest decline over 1 year

-22.65%

Max Drawdown (3Y)

Largest decline over 3 years

-39.67%

Current Drawdown

Current decline from peak

-37.65%

-11.79%

-25.86%

Average Drawdown

Average peak-to-trough decline

-19.08%

-6.02%

-13.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

Volatility

2BRE.L vs. TLTI.L - Volatility Comparison


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Volatility by Period


2BRE.LTLTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.39%

Volatility (1Y)

Calculated over the trailing 1-year period

28.18%

12.49%

+15.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.25%

12.49%

+24.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.25%

12.49%

+24.76%

2BRE.L vs. TLTI.L - Expense Ratio Comparison

2BRE.L has a 0.75% expense ratio, which is higher than TLTI.L's 0.55% expense ratio.


Dividends

2BRE.L vs. TLTI.L - Dividend Comparison

2BRE.L has not paid dividends to shareholders, while TLTI.L's dividend yield for the trailing twelve months is around 0.11%.


Frequently Asked Questions


2BRE.L and TLTI.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLTI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLTI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 2BRE.L.

2BRE.L is categorized as Leveraged Equities, while TLTI.L is Derivative Income. Their fees differ too: 0.75% for 2BRE.L and 0.55% for TLTI.L.

Portfolio Optimizer

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