PortfoliosLab logoPortfoliosLab logo
2FB.L vs. MSTI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2FB.L vs. MSTI.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 IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

2FB.L is traded in GBp, while MSTI.L is traded in USD. To make them comparable, the MSTI.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 -21.96% return, which is significantly higher than MSTI.L's -53.27% return.


2FB.L

1D
3.19%
1M
0.73%
YTD
-21.96%
6M
-18.07%
1Y
-30.62%
3Y*
36.09%
5Y*
-1.29%
10Y*

MSTI.L

1D
-1.97%
1M
-36.31%
YTD
-53.27%
6M
-58.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2FB.L vs. MSTI.L - Yearly Performance Comparison


Correlation

The correlation between 2FB.L and MSTI.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

2FB.L vs. MSTI.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: 55
Overall Rank
2FB.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
2FB.L Sortino Ratio Rank: 66
Sortino Ratio Rank
2FB.L Omega Ratio Rank: 66
Omega Ratio Rank
2FB.L Calmar Ratio Rank: 55
Calmar Ratio Rank
2FB.L Martin Ratio Rank: 55
Martin Ratio Rank

MSTI.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.

2FB.L vs. MSTI.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 IncomeShares Microstrategy (MSTR) Options ETP (MSTI.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.LMSTI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.96

Calmar ratioReturn relative to maximum drawdown

-0.51

Martin ratioReturn relative to average drawdown

-0.94

2FB.L vs. MSTI.L - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


2FB.LMSTI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-1.34

+1.41

Drawdowns

2FB.L vs. MSTI.L - Drawdown Comparison

The maximum 2FB.L drawdown since its inception was -96.13%, which is greater than MSTI.L's maximum drawdown of -84.75%. Use the drawdown chart below to compare losses from any high point for 2FB.L and MSTI.L.


Loading charts...

Drawdown Indicators


2FB.LMSTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.13%

-84.75%

-11.38%

Max Drawdown (1Y)

Largest decline over 1 year

-60.32%

Max Drawdown (3Y)

Largest decline over 3 years

-63.66%

Max Drawdown (5Y)

Largest decline over 5 years

-96.13%

Current Drawdown

Current decline from peak

-52.92%

-84.75%

+31.83%

Average Drawdown

Average peak-to-trough decline

-39.73%

-52.59%

+12.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.57%

Volatility

2FB.L vs. MSTI.L - Volatility Comparison


Loading charts...

Volatility by Period


2FB.LMSTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.78%

Volatility (6M)

Calculated over the trailing 6-month period

50.57%

Volatility (1Y)

Calculated over the trailing 1-year period

66.37%

62.60%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.77%

62.60%

+21.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.65%

62.60%

+16.05%

2FB.L vs. MSTI.L - Expense Ratio Comparison

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


Dividends

2FB.L vs. MSTI.L - Dividend Comparison

2FB.L has not paid dividends to shareholders, while MSTI.L's dividend yield for the trailing twelve months is around 1.45%.


Frequently Asked Questions


2FB.L and MSTI.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

MSTI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 2FB.L.

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

Portfolio Optimizer

Find the right allocation for 2FB.L and MSTI.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer