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2FB.L vs. 3XFE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

2FB.L vs. 3XFE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 2x Facebook ETC A GBP (2FB.L) and Leverage Shares 3x Long Financials ETP Securities EUR (3XFE.L). The values are adjusted to include any dividend payments, if applicable.

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2FB.L vs. 3XFE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
2FB.L
Leverage Shares 2x Facebook ETC A GBP
-27.03%-8.57%128.56%597.14%-92.16%5.61%
3XFE.L
Leverage Shares 3x Long Financials ETP Securities EUR
-29.36%5.22%79.15%6.45%-39.90%3.65%
Different Trading Currencies

2FB.L is traded in GBp, while 3XFE.L is traded in EUR. To make them comparable, the 3XFE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2FB.L achieves a -27.03% return, which is significantly higher than 3XFE.L's -29.36% return.


2FB.L

1D
8.23%
1M
-21.54%
YTD
-27.03%
6M
-40.25%
1Y
-24.39%
3Y*
56.32%
5Y*
0.64%
10Y*

3XFE.L

1D
5.15%
1M
-8.20%
YTD
-29.36%
6M
-27.01%
1Y
-24.97%
3Y*
23.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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2FB.L vs. 3XFE.L - Expense Ratio Comparison

Both 2FB.L and 3XFE.L have an expense ratio of 0.75%.


Return for Risk

2FB.L vs. 3XFE.L — Risk / Return Rank

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

2FB.L
2FB.L Risk / Return Rank: 77
Overall Rank
2FB.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
2FB.L Sortino Ratio Rank: 99
Sortino Ratio Rank
2FB.L Omega Ratio Rank: 99
Omega Ratio Rank
2FB.L Calmar Ratio Rank: 55
Calmar Ratio Rank
2FB.L Martin Ratio Rank: 44
Martin Ratio Rank

3XFE.L
3XFE.L Risk / Return Rank: 33
Overall Rank
3XFE.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
3XFE.L Sortino Ratio Rank: 55
Sortino Ratio Rank
3XFE.L Omega Ratio Rank: 55
Omega Ratio Rank
3XFE.L Calmar Ratio Rank: 11
Calmar Ratio Rank
3XFE.L Martin Ratio Rank: 00
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.

2FB.L vs. 3XFE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Facebook ETC A GBP (2FB.L) and Leverage Shares 3x Long Financials ETP Securities EUR (3XFE.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.


2FB.L3XFE.LDifference

Sharpe ratio

Return per unit of total volatility

-0.34

-0.45

+0.11

Sortino ratio

Return per unit of downside risk

-0.06

-0.34

+0.28

Omega ratio

Gain probability vs. loss probability

0.99

0.96

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.42

-0.67

+0.25

Martin ratio

Return relative to average drawdown

-0.94

-1.84

+0.90

2FB.L vs. 3XFE.L - Sharpe Ratio Comparison

The current 2FB.L Sharpe Ratio is -0.34, which is comparable to the 3XFE.L Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of 2FB.L and 3XFE.L, 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


2FB.L3XFE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

-0.45

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.05

+0.11

Correlation

The correlation between 2FB.L and 3XFE.L is 0.32, 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

2FB.L vs. 3XFE.L - Dividend Comparison

Neither 2FB.L nor 3XFE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2FB.L vs. 3XFE.L - Drawdown Comparison

The maximum 2FB.L drawdown since its inception was -96.13%, which is greater than 3XFE.L's maximum drawdown of -65.23%. Use the drawdown chart below to compare losses from any high point for 2FB.L and 3XFE.L.


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Drawdown Indicators


2FB.L3XFE.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.13%

-66.97%

-29.16%

Max Drawdown (1Y)

Largest decline over 1 year

-60.32%

-38.56%

-21.76%

Max Drawdown (5Y)

Largest decline over 5 years

-96.13%

Current Drawdown

Current decline from peak

-55.98%

-42.09%

-13.89%

Average Drawdown

Average peak-to-trough decline

-39.52%

-35.51%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.96%

14.32%

+12.64%

Volatility

2FB.L vs. 3XFE.L - Volatility Comparison

Leverage Shares 2x Facebook ETC A GBP (2FB.L) has a higher volatility of 26.01% compared to Leverage Shares 3x Long Financials ETP Securities EUR (3XFE.L) at 14.60%. This indicates that 2FB.L's price experiences larger fluctuations and is considered to be riskier than 3XFE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2FB.L3XFE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.01%

14.60%

+11.41%

Volatility (6M)

Calculated over the trailing 6-month period

49.53%

31.83%

+17.70%

Volatility (1Y)

Calculated over the trailing 1-year period

71.29%

54.84%

+16.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.24%

54.32%

+28.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.67%

54.32%

+24.35%