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2MSF.L vs. DS2P.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2MSF.L vs. DS2P.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 2x Microsoft ETC A GBP (2MSF.L) and L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DS2P.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, 2MSF.L achieves a -41.74% return, which is significantly lower than DS2P.L's -11.00% return.


2MSF.L

1D
-3.95%
1M
0.72%
6M
-34.51%
YTD
-41.74%
1Y
-50.26%
3Y*
-5.82%
5Y*
0.80%
10Y*

DS2P.L

1D
0.56%
1M
-1.79%
6M
-1.11%
YTD
-11.00%
1Y
-7.47%
3Y*
-24.32%
5Y*
-20.16%
10Y*
-23.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2MSF.L vs. DS2P.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
2MSF.L
Leverage Shares 2x Microsoft ETC A GBP
-41.74%4.50%17.75%106.56%-51.52%121.86%56.71%122.13%0.93%0.50%
DS2P.L
L&G DAX Daily 2x Short UCITS ETF EUR (Acc)
-11.00%-29.68%-28.35%-29.73%13.75%-35.96%-31.61%-42.13%34.26%2.19%

Correlation

The correlation between 2MSF.L and DS2P.L is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.29

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

-0.38

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2017

-0.40

Over the past year, the inverse relationship between 2MSF.L and DS2P.L has weakened: their correlation has moved from -0.40 to -0.17, meaning they move in opposite directions less often than they have historically.

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Return for Risk

2MSF.L vs. DS2P.L — Risk / Return Rank

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

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

DS2P.L
DS2P.L Risk / Return Rank: 88
Overall Rank
DS2P.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DS2P.L Sortino Ratio Rank: 88
Sortino Ratio Rank
DS2P.L Omega Ratio Rank: 88
Omega Ratio Rank
DS2P.L Calmar Ratio Rank: 77
Calmar Ratio Rank
DS2P.L Martin Ratio Rank: 77
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.

2MSF.L vs. DS2P.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Microsoft ETC A GBP (2MSF.L) and L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DS2P.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


2MSF.LDS2P.LDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

0.85

0.99

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.27

-0.54

Martin ratioReturn relative to average drawdown

-1.35

-0.58

-0.76

2MSF.L vs. DS2P.L - Sharpe Ratio Comparison

The current 2MSF.L Sharpe Ratio is -0.88, which is lower than the DS2P.L Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of 2MSF.L and DS2P.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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Drawdowns

2MSF.L vs. DS2P.L - Drawdown Comparison

The maximum 2MSF.L drawdown since its inception was -61.61%, smaller than the maximum DS2P.L drawdown of -99.62%. Use the drawdown chart below to compare losses from any high point for 2MSF.L and DS2P.L.


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Drawdown Indicators


2MSF.LDS2P.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.61%

-99.62%

+38.01%

Max Drawdown (1Y)

Largest decline over 1 year

-61.61%

-27.26%

-34.35%

Max Drawdown (3Y)

Largest decline over 3 years

-61.61%

-67.63%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-61.61%

-78.85%

+17.24%

Max Drawdown (10Y)

Largest decline over 10 years

-93.76%

Current Drawdown

Current decline from peak

-55.13%

-99.59%

+44.46%

Average Drawdown

Average peak-to-trough decline

-19.16%

-89.22%

+70.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.31%

12.82%

+24.49%

Volatility

2MSF.L vs. DS2P.L - Volatility Comparison

Leverage Shares 2x Microsoft ETC A GBP (2MSF.L) has a higher volatility of 19.68% compared to L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DS2P.L) at 9.45%. This indicates that 2MSF.L's price experiences larger fluctuations and is considered to be riskier than DS2P.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2MSF.LDS2P.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.68%

9.45%

+10.23%

Volatility (6M)

Calculated over the trailing 6-month period

51.89%

28.11%

+23.78%

Volatility (1Y)

Calculated over the trailing 1-year period

57.05%

34.11%

+22.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.18%

36.73%

+14.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.73%

38.73%

+13.00%

2MSF.L vs. DS2P.L - Expense Ratio Comparison

2MSF.L has a 0.75% expense ratio, which is higher than DS2P.L's 0.50% expense ratio.


Dividends

2MSF.L vs. DS2P.L - Dividend Comparison

Neither 2MSF.L nor DS2P.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2MSF.L and DS2P.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.

On fees, DS2P.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DS2P.L is cheaper with a 0.50% expense ratio, compared with 0.75% for 2MSF.L.

2MSF.L tracks NYSE Leveraged 2x MSFT Index, while DS2P.L tracks ShortDAX x2 Index Gross TR EUR. They also come from different issuers: Leverage Shares and L&G. Their fees differ too: 0.75% for 2MSF.L and 0.50% for DS2P.L.

Portfolio Optimizer

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