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2MSF.L vs. LUK2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2MSF.L vs. LUK2.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 FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.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 LUK2.L's 12.85% 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*

LUK2.L

1D
0.67%
1M
1.34%
6M
6.53%
YTD
12.85%
1Y
36.06%
3Y*
24.04%
5Y*
17.31%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2MSF.L vs. LUK2.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%
LUK2.L
L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc)
12.85%43.73%9.81%6.59%3.75%34.76%-30.43%32.52%-20.70%10.66%

Correlation

The correlation between 2MSF.L and LUK2.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.14

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

0.23

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

0.32

Over the past year, the correlation between 2MSF.L and LUK2.L has dropped to 0.08 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

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Return for Risk

2MSF.L vs. LUK2.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

LUK2.L
LUK2.L Risk / Return Rank: 5757
Overall Rank
LUK2.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LUK2.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
LUK2.L Omega Ratio Rank: 6464
Omega Ratio Rank
LUK2.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
LUK2.L Martin Ratio Rank: 4646
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. LUK2.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 FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.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.LLUK2.LDifference
Sharpe ratioReturn per unit of total volatility

-2.47

Sortino ratioReturn per unit of downside risk

-3.38

Omega ratioGain probability vs. loss probability

0.85

1.29

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.81

1.94

-2.75

Martin ratioReturn relative to average drawdown

-1.35

5.67

-7.01

2MSF.L vs. LUK2.L - Sharpe Ratio Comparison

The current 2MSF.L Sharpe Ratio is -0.88, which is lower than the LUK2.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of 2MSF.L and LUK2.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. LUK2.L - Drawdown Comparison

The maximum 2MSF.L drawdown since its inception was -61.61%, roughly equal to the maximum LUK2.L drawdown of -58.84%. Use the drawdown chart below to compare losses from any high point for 2MSF.L and LUK2.L.


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Drawdown Indicators


2MSF.LLUK2.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.61%

-58.84%

-2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-61.61%

-18.55%

-43.06%

Max Drawdown (3Y)

Largest decline over 3 years

-61.61%

-25.42%

-36.19%

Max Drawdown (5Y)

Largest decline over 5 years

-61.61%

-25.42%

-36.19%

Max Drawdown (10Y)

Largest decline over 10 years

-58.84%

Current Drawdown

Current decline from peak

-55.13%

-6.16%

-48.97%

Average Drawdown

Average peak-to-trough decline

-19.16%

-10.67%

-8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.31%

6.34%

+30.97%

Volatility

2MSF.L vs. LUK2.L - Volatility Comparison

Leverage Shares 2x Microsoft ETC A GBP (2MSF.L) has a higher volatility of 19.68% compared to L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L) at 5.83%. This indicates that 2MSF.L's price experiences larger fluctuations and is considered to be riskier than LUK2.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.LLUK2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.68%

5.83%

+13.85%

Volatility (6M)

Calculated over the trailing 6-month period

51.89%

19.66%

+32.23%

Volatility (1Y)

Calculated over the trailing 1-year period

57.05%

22.62%

+34.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.18%

25.60%

+25.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.73%

29.65%

+22.08%

2MSF.L vs. LUK2.L - Expense Ratio Comparison

2MSF.L has a 0.75% expense ratio, which is higher than LUK2.L's 0.50% expense ratio.


Dividends

2MSF.L vs. LUK2.L - Dividend Comparison

Neither 2MSF.L nor LUK2.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2MSF.L and LUK2.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LUK2.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LUK2.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 LUK2.L tracks FTSE 100 Daily Leveraged Index. They also come from different issuers: Leverage Shares and L&G. Their fees differ too: 0.75% for 2MSF.L and 0.50% for LUK2.L.

Portfolio Optimizer

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