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

Performance

2MSF.L vs. LQQ.PA - 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 Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). The values are adjusted to include any dividend payments, if applicable.

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2MSF.L vs. LQQ.PA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
2MSF.L
Leverage Shares 2x Microsoft ETC A GBP
-44.02%4.50%17.75%106.56%-51.52%121.86%56.71%122.13%22.60%
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
-10.45%20.27%49.88%108.09%-57.09%61.06%84.01%72.88%-14.60%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, 2MSF.L achieves a -44.02% return, which is significantly lower than LQQ.PA's -10.45% return.


2MSF.L

1D
2.95%
1M
-13.20%
YTD
-44.02%
6M
-51.25%
1Y
-21.24%
3Y*
2.43%
5Y*
5.97%
10Y*

LQQ.PA

1D
6.07%
1M
-5.78%
YTD
-10.45%
6M
-6.90%
1Y
36.69%
3Y*
34.29%
5Y*
17.32%
10Y*
30.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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2MSF.L vs. LQQ.PA - Expense Ratio Comparison

2MSF.L has a 0.75% expense ratio, which is higher than LQQ.PA's 0.60% expense ratio.


Return for Risk

2MSF.L vs. LQQ.PA — 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: 88
Overall Rank
2MSF.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
2MSF.L Sortino Ratio Rank: 99
Sortino Ratio Rank
2MSF.L Omega Ratio Rank: 99
Omega Ratio Rank
2MSF.L Calmar Ratio Rank: 77
Calmar Ratio Rank
2MSF.L Martin Ratio Rank: 77
Martin Ratio Rank

LQQ.PA
LQQ.PA Risk / Return Rank: 5757
Overall Rank
LQQ.PA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LQQ.PA Sortino Ratio Rank: 4343
Sortino Ratio Rank
LQQ.PA Omega Ratio Rank: 4242
Omega Ratio Rank
LQQ.PA Calmar Ratio Rank: 8686
Calmar Ratio Rank
LQQ.PA Martin Ratio Rank: 7878
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. LQQ.PA - 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 Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). 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.


2MSF.LLQQ.PADifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.95

-1.27

Sortino ratio

Return per unit of downside risk

-0.04

1.49

-1.53

Omega ratio

Gain probability vs. loss probability

0.99

1.21

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.32

2.80

-3.12

Martin ratio

Return relative to average drawdown

-0.67

8.87

-9.54

2MSF.L vs. LQQ.PA - Sharpe Ratio Comparison

The current 2MSF.L Sharpe Ratio is -0.32, which is lower than the LQQ.PA Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of 2MSF.L and LQQ.PA, 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


2MSF.LLQQ.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.95

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.43

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.66

-0.17

Correlation

The correlation between 2MSF.L and LQQ.PA is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

2MSF.L vs. LQQ.PA - Dividend Comparison

Neither 2MSF.L nor LQQ.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2MSF.L vs. LQQ.PA - Drawdown Comparison

The maximum 2MSF.L drawdown since its inception was -66.77%, roughly equal to the maximum LQQ.PA drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for 2MSF.L and LQQ.PA.


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Drawdown Indicators


2MSF.LLQQ.PADifference

Max Drawdown

Largest peak-to-trough decline

-66.77%

-75.86%

+9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-66.77%

-24.34%

-42.43%

Max Drawdown (5Y)

Largest decline over 5 years

-66.77%

-61.21%

-5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-61.21%

Current Drawdown

Current decline from peak

-64.79%

-17.00%

-47.79%

Average Drawdown

Average peak-to-trough decline

-17.94%

-15.84%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.90%

6.75%

+25.15%

Volatility

2MSF.L vs. LQQ.PA - Volatility Comparison

The current volatility for Leverage Shares 2x Microsoft ETC A GBP (2MSF.L) is 10.10%, while Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) has a volatility of 10.83%. This indicates that 2MSF.L experiences smaller price fluctuations and is considered to be less risky than LQQ.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2MSF.LLQQ.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

10.83%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

56.78%

23.09%

+33.69%

Volatility (1Y)

Calculated over the trailing 1-year period

66.87%

38.37%

+28.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.26%

39.22%

+13.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.21%

38.27%

+13.94%