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

Performance

2MU.L vs. MSTI.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 IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

2MU.L is traded in GBp, while MSTI.L is traded in USD. To make them comparable, the MSTI.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2MU.L achieves a 890.70% return, which is significantly higher than MSTI.L's -53.27% return.


2MU.L

1D
3.90%
1M
267.24%
YTD
890.70%
6M
1,363.92%
1Y
6,514.91%
3Y*
298.47%
5Y*
99.54%
10Y*

MSTI.L

1D
-1.97%
1M
-36.31%
YTD
-53.27%
6M
-58.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between 2MU.L and MSTI.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.12

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Return for Risk

2MU.L vs. MSTI.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: 9999
Overall Rank
2MU.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
2MU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
2MU.L Omega Ratio Rank: 9797
Omega Ratio Rank
2MU.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
2MU.L Martin Ratio Rank: 100100
Martin Ratio Rank

MSTI.L
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. MSTI.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 IncomeShares Microstrategy (MSTR) Options ETP (MSTI.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.LMSTI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.95

Calmar ratioReturn relative to maximum drawdown

120.42

Martin ratioReturn relative to average drawdown

429.29

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


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Sharpe Ratios by Period


2MU.LMSTI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

50.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

-1.34

+2.33

Drawdowns

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

The maximum 2MU.L drawdown since its inception was -89.16%, which is greater than MSTI.L's maximum drawdown of -84.75%. Use the drawdown chart below to compare losses from any high point for 2MU.L and MSTI.L.


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Drawdown Indicators


2MU.LMSTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.16%

-84.75%

-4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-53.20%

Max Drawdown (3Y)

Largest decline over 3 years

-89.16%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

Current Drawdown

Current decline from peak

0.00%

-84.75%

+84.75%

Average Drawdown

Average peak-to-trough decline

-44.86%

-52.59%

+7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.95%

Volatility

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


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Volatility by Period


2MU.LMSTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

53.51%

Volatility (6M)

Calculated over the trailing 6-month period

96.13%

Volatility (1Y)

Calculated over the trailing 1-year period

127.53%

62.60%

+64.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

104.70%

62.60%

+42.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.80%

62.60%

+38.20%

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

2MU.L has a 0.75% expense ratio, which is higher than MSTI.L's 0.55% expense ratio.


Dividends

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

2MU.L has not paid dividends to shareholders, while MSTI.L's dividend yield for the trailing twelve months is around 1.45%.


Frequently Asked Questions


2MU.L and MSTI.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSTI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSTI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 2MU.L.

2MU.L is categorized as Leveraged Equities, while MSTI.L is Derivative Income. Their fees differ too: 0.75% for 2MU.L and 0.55% for MSTI.L.

Portfolio Optimizer

Find the right allocation for 2MU.L and MSTI.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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