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2MU.L vs. DL2P.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2MU.L vs. DL2P.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 L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.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, 2MU.L achieves a 620.93% return, which is significantly higher than DL2P.L's -4.56% return.


2MU.L

1D
0.00%
1M
-24.57%
6M
461.59%
YTD
620.93%
1Y
3,375.34%
3Y*
286.17%
5Y*
94.59%
10Y*

DL2P.L

1D
-1.29%
1M
-2.86%
6M
-9.94%
YTD
-4.56%
1Y
-3.84%
3Y*
22.60%
5Y*
11.87%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2MU.L vs. DL2P.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
2MU.L
Leverage Shares 2x Micron Technology ETC GBP
620.93%550.25%-30.59%142.95%-76.42%45.29%65.67%
DL2P.L
L&G DAX Daily 2x Long UCITS ETF EUR (Acc)
-4.56%44.27%25.79%31.85%-23.59%21.61%16.48%

Correlation

The correlation between 2MU.L and DL2P.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.35

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.39

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Return for Risk

2MU.L vs. DL2P.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: 100100
Sharpe Ratio Rank
2MU.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
2MU.L Omega Ratio Rank: 9696
Omega Ratio Rank
2MU.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
2MU.L Martin Ratio Rank: 9999
Martin Ratio Rank

DL2P.L
DL2P.L Risk / Return Rank: 88
Overall Rank
DL2P.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DL2P.L Sortino Ratio Rank: 88
Sortino Ratio Rank
DL2P.L Omega Ratio Rank: 88
Omega Ratio Rank
DL2P.L Calmar Ratio Rank: 88
Calmar Ratio Rank
DL2P.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.

2MU.L vs. DL2P.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 L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.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.


2MU.LDL2P.LDifference
Sharpe ratioReturn per unit of total volatility

+22.11

Sortino ratioReturn per unit of downside risk

+5.64

Omega ratioGain probability vs. loss probability

1.70

1.00

+0.69

Calmar ratioReturn relative to maximum drawdown

63.45

-0.17

+63.61

Martin ratioReturn relative to average drawdown

202.07

-0.47

+202.54

2MU.L vs. DL2P.L - Sharpe Ratio Comparison

The current 2MU.L Sharpe Ratio is 21.98, which is higher than the DL2P.L Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of 2MU.L and DL2P.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

2MU.L vs. DL2P.L - Drawdown Comparison

The maximum 2MU.L drawdown since its inception was -89.16%, which is greater than DL2P.L's maximum drawdown of -63.02%. Use the drawdown chart below to compare losses from any high point for 2MU.L and DL2P.L.


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Drawdown Indicators


2MU.LDL2P.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.16%

-63.02%

-26.14%

Max Drawdown (1Y)

Largest decline over 1 year

-53.20%

-23.87%

-29.33%

Max Drawdown (3Y)

Largest decline over 3 years

-89.16%

-28.21%

-60.95%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

-46.63%

-42.53%

Max Drawdown (10Y)

Largest decline over 10 years

-63.02%

Current Drawdown

Current decline from peak

-37.25%

-10.64%

-26.61%

Average Drawdown

Average peak-to-trough decline

-44.30%

-16.32%

-27.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.70%

8.50%

+8.20%

Volatility

2MU.L vs. DL2P.L - Volatility Comparison

Leverage Shares 2x Micron Technology ETC GBP (2MU.L) has a higher volatility of 57.95% compared to L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.L) at 9.48%. This indicates that 2MU.L's price experiences larger fluctuations and is considered to be riskier than DL2P.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.LDL2P.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

57.95%

9.48%

+48.47%

Volatility (6M)

Calculated over the trailing 6-month period

111.41%

26.53%

+84.88%

Volatility (1Y)

Calculated over the trailing 1-year period

153.58%

31.14%

+122.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.50%

33.71%

+77.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

105.70%

35.50%

+70.20%

2MU.L vs. DL2P.L - Expense Ratio Comparison

2MU.L has a 0.75% expense ratio, which is higher than DL2P.L's 0.40% expense ratio.


Dividends

2MU.L vs. DL2P.L - Dividend Comparison

Neither 2MU.L nor DL2P.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2MU.L and DL2P.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DL2P.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DL2P.L is cheaper with a 0.40% expense ratio, compared with 0.75% for 2MU.L.

2MU.L tracks iSTOXX Leveraged 2X MU Index, while DL2P.L tracks LevDAX x2 Index Gross TR EUR. They also come from different issuers: Leverage Shares and L&G. Their fees differ too: 0.75% for 2MU.L and 0.40% for DL2P.L.

Portfolio Optimizer

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