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

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 2x Micron Technology ETC GBP (2MU.L) and Leverage Shares 2x Microsoft ETC A GBP (2MSF.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
2MU.L
Leverage Shares 2x Micron Technology ETC GBP
8.84%550.25%-30.59%142.95%-76.42%45.29%65.67%
2MSF.L
Leverage Shares 2x Microsoft ETC A GBP
-45.63%4.50%17.75%106.56%-51.52%121.86%27.54%

Returns By Period

In the year-to-date period, 2MU.L achieves a 8.84% return, which is significantly higher than 2MSF.L's -45.63% return.


2MU.L

1D
-8.95%
1M
-40.76%
YTD
8.84%
6M
192.50%
1Y
740.37%
3Y*
103.49%
5Y*
21.91%
10Y*

2MSF.L

1D
0.52%
1M
-13.92%
YTD
-45.63%
6M
-52.81%
1Y
-18.49%
3Y*
1.44%
5Y*
5.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both 2MU.L and 2MSF.L have an expense ratio of 0.75%.


Return for Risk

2MU.L vs. 2MSF.L — Risk / Return Rank

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

2MU.L
2MU.L Risk / Return Rank: 9898
Overall Rank
2MU.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
2MU.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
2MU.L Omega Ratio Rank: 9595
Omega Ratio Rank
2MU.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
2MU.L Martin Ratio Rank: 9898
Martin Ratio Rank

2MSF.L
2MSF.L Risk / Return Rank: 88
Overall Rank
2MSF.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
2MSF.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
2MSF.L Omega Ratio Rank: 1010
Omega Ratio Rank
2MSF.L Calmar Ratio Rank: 66
Calmar Ratio Rank
2MSF.L Martin Ratio Rank: 66
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.

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

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Micron Technology ETC GBP (2MU.L) and Leverage Shares 2x Microsoft ETC A GBP (2MSF.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.


2MU.L2MSF.LDifference

Sharpe ratio

Return per unit of total volatility

6.20

-0.28

+6.47

Sortino ratio

Return per unit of downside risk

3.77

0.04

+3.73

Omega ratio

Gain probability vs. loss probability

1.48

1.01

+0.48

Calmar ratio

Return relative to maximum drawdown

12.69

-0.35

+13.05

Martin ratio

Return relative to average drawdown

37.69

-0.74

+38.43

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

The current 2MU.L Sharpe Ratio is 6.20, which is higher than the 2MSF.L Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of 2MU.L and 2MSF.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


2MU.L2MSF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.20

-0.28

+6.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.10

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.48

-0.08

Correlation

The correlation between 2MU.L and 2MSF.L is 0.35, 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

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum 2MU.L drawdown since its inception was -89.16%, which is greater than 2MSF.L's maximum drawdown of -66.77%. Use the drawdown chart below to compare losses from any high point for 2MU.L and 2MSF.L.


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Drawdown Indicators


2MU.L2MSF.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.16%

-66.77%

-22.39%

Max Drawdown (1Y)

Largest decline over 1 year

-53.20%

-66.77%

+13.57%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

-66.77%

-22.39%

Current Drawdown

Current decline from peak

-53.20%

-65.80%

+12.60%

Average Drawdown

Average peak-to-trough decline

-45.85%

-17.91%

-27.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.92%

31.66%

-13.74%

Volatility

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

Leverage Shares 2x Micron Technology ETC GBP (2MU.L) has a higher volatility of 39.85% compared to Leverage Shares 2x Microsoft ETC A GBP (2MSF.L) at 9.74%. This indicates that 2MU.L's price experiences larger fluctuations and is considered to be riskier than 2MSF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2MU.L2MSF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.85%

9.74%

+30.11%

Volatility (6M)

Calculated over the trailing 6-month period

88.75%

56.67%

+32.08%

Volatility (1Y)

Calculated over the trailing 1-year period

118.58%

67.06%

+51.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

99.47%

52.29%

+47.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.85%

52.22%

+44.63%