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

Performance

2BRE.L vs. TWCGX - 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 American Century Growth Fund (TWCGX). The values are adjusted to include any dividend payments, if applicable.

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2BRE.L vs. TWCGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
2BRE.L
Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR
-10.71%-4.91%55.13%18.25%4.42%-0.89%
TWCGX
American Century Growth Fund
-8.76%1.60%34.53%39.01%-27.14%2.44%
Different Trading Currencies

2BRE.L is traded in EUR, while TWCGX is traded in USD. To make them comparable, the TWCGX 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 -10.71% return, which is significantly lower than TWCGX's -8.76% return.


2BRE.L

1D
1.13%
1M
-1.56%
YTD
-10.71%
6M
-10.92%
1Y
-33.90%
3Y*
17.96%
5Y*
10Y*

TWCGX

1D
2.91%
1M
-4.55%
YTD
-8.76%
6M
-8.50%
1Y
7.85%
3Y*
15.13%
5Y*
10.13%
10Y*
14.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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2BRE.L vs. TWCGX - Expense Ratio Comparison

2BRE.L has a 0.75% expense ratio, which is lower than TWCGX's 0.94% expense ratio.


Return for Risk

2BRE.L vs. TWCGX — 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: 11
Overall Rank
2BRE.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
2BRE.L Sortino Ratio Rank: 11
Sortino Ratio Rank
2BRE.L Omega Ratio Rank: 11
Omega Ratio Rank
2BRE.L Calmar Ratio Rank: 00
Calmar Ratio Rank
2BRE.L Martin Ratio Rank: 22
Martin Ratio Rank

TWCGX
TWCGX Risk / Return Rank: 3232
Overall Rank
TWCGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TWCGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TWCGX Omega Ratio Rank: 3232
Omega Ratio Rank
TWCGX Calmar Ratio Rank: 3535
Calmar Ratio Rank
TWCGX Martin Ratio Rank: 3030
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.

2BRE.L vs. TWCGX - 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 American Century Growth Fund (TWCGX). 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.LTWCGXDifference

Sharpe ratio

Return per unit of total volatility

-0.93

0.37

-1.30

Sortino ratio

Return per unit of downside risk

-1.28

0.69

-1.97

Omega ratio

Gain probability vs. loss probability

0.84

1.10

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.98

0.59

-1.57

Martin ratio

Return relative to average drawdown

-1.36

1.65

-3.02

2BRE.L vs. TWCGX - Sharpe Ratio Comparison

The current 2BRE.L Sharpe Ratio is -0.93, which is lower than the TWCGX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of 2BRE.L and TWCGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


2BRE.LTWCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

0.37

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.57

-0.23

Correlation

The correlation between 2BRE.L and TWCGX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

2BRE.L vs. TWCGX - Dividend Comparison

2BRE.L has not paid dividends to shareholders, while TWCGX's dividend yield for the trailing twelve months is around 19.09%.


TTM20252024202320222021202020192018201720162015
2BRE.L
Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TWCGX
American Century Growth Fund
19.09%17.14%5.96%4.81%4.86%9.83%5.33%5.60%14.07%10.28%4.64%6.80%

Drawdowns

2BRE.L vs. TWCGX - Drawdown Comparison

The maximum 2BRE.L drawdown since its inception was -40.62%, smaller than the maximum TWCGX drawdown of -43.33%. Use the drawdown chart below to compare losses from any high point for 2BRE.L and TWCGX.


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Drawdown Indicators


2BRE.LTWCGXDifference

Max Drawdown

Largest peak-to-trough decline

-40.62%

-59.60%

+18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-35.79%

-16.69%

-19.10%

Max Drawdown (5Y)

Largest decline over 5 years

-34.92%

Max Drawdown (10Y)

Largest decline over 10 years

-34.92%

Current Drawdown

Current decline from peak

-34.95%

-13.56%

-21.39%

Average Drawdown

Average peak-to-trough decline

-18.36%

-15.34%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.82%

4.86%

+19.96%

Volatility

2BRE.L vs. TWCGX - Volatility Comparison

Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR (2BRE.L) has a higher volatility of 7.88% compared to American Century Growth Fund (TWCGX) at 5.81%. This indicates that 2BRE.L's price experiences larger fluctuations and is considered to be riskier than TWCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2BRE.LTWCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

5.81%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

21.41%

12.83%

+8.58%

Volatility (1Y)

Calculated over the trailing 1-year period

36.26%

24.94%

+11.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.70%

21.40%

+16.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.70%

21.71%

+15.99%