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3BAB.L vs. LUK2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3BAB.L vs. LUK2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 3x Alibaba ETC (3BAB.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, 3BAB.L achieves a -66.02% return, which is significantly lower than LUK2.L's 12.85% return.


3BAB.L

1D
-8.58%
1M
6.70%
6M
-74.43%
YTD
-66.02%
1Y
-53.43%
3Y*
-33.90%
5Y*
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)

3BAB.L vs. LUK2.L - Yearly Performance Comparison


2026 (YTD)202520242023
3BAB.L
Leverage Shares 3x Alibaba ETC
-66.02%109.01%-18.41%-40.40%
LUK2.L
L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc)
12.85%43.73%9.81%-1.61%

Correlation

The correlation between 3BAB.L and LUK2.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 24, 2023

0.25

The correlation between 3BAB.L and LUK2.L shifts across timeframes, from 0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3BAB.L vs. LUK2.L — Risk / Return Rank

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

3BAB.L
3BAB.L Risk / Return Rank: 77
Overall Rank
3BAB.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
3BAB.L Sortino Ratio Rank: 99
Sortino Ratio Rank
3BAB.L Omega Ratio Rank: 99
Omega Ratio Rank
3BAB.L Calmar Ratio Rank: 55
Calmar Ratio Rank
3BAB.L Martin Ratio Rank: 55
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.

3BAB.L vs. LUK2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Alibaba ETC (3BAB.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.


3BAB.LLUK2.LDifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

1.01

1.29

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.58

1.94

-2.51

Martin ratioReturn relative to average drawdown

-0.91

5.67

-6.58

3BAB.L vs. LUK2.L - Sharpe Ratio Comparison

The current 3BAB.L Sharpe Ratio is -0.41, which is lower than the LUK2.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of 3BAB.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

3BAB.L vs. LUK2.L - Drawdown Comparison

The maximum 3BAB.L drawdown since its inception was -92.05%, which is greater than LUK2.L's maximum drawdown of -58.84%. Use the drawdown chart below to compare losses from any high point for 3BAB.L and LUK2.L.


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Drawdown Indicators


3BAB.LLUK2.LDifference

Max Drawdown

Largest peak-to-trough decline

-92.05%

-58.84%

-33.21%

Max Drawdown (1Y)

Largest decline over 1 year

-92.05%

-18.55%

-73.50%

Max Drawdown (3Y)

Largest decline over 3 years

-92.05%

-25.42%

-66.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.42%

Max Drawdown (10Y)

Largest decline over 10 years

-58.84%

Current Drawdown

Current decline from peak

-86.71%

-6.16%

-80.55%

Average Drawdown

Average peak-to-trough decline

-54.89%

-10.67%

-44.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

58.39%

6.34%

+52.05%

Volatility

3BAB.L vs. LUK2.L - Volatility Comparison

Leverage Shares 3x Alibaba ETC (3BAB.L) has a higher volatility of 43.92% compared to L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L) at 5.83%. This indicates that 3BAB.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


3BAB.LLUK2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.92%

5.83%

+38.09%

Volatility (6M)

Calculated over the trailing 6-month period

89.84%

19.66%

+70.18%

Volatility (1Y)

Calculated over the trailing 1-year period

130.18%

22.62%

+107.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

127.47%

25.60%

+101.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.47%

29.65%

+97.82%

3BAB.L vs. LUK2.L - Expense Ratio Comparison

3BAB.L has a 0.75% expense ratio, which is higher than LUK2.L's 0.50% expense ratio.


Dividends

3BAB.L vs. LUK2.L - Dividend Comparison

Neither 3BAB.L nor LUK2.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3BAB.L and LUK2.L have a correlation of 0.11, 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 3BAB.L.

3BAB.L tracks iSTOXX Leveraged 3x BABA 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 3BAB.L and 0.50% for LUK2.L.

Portfolio Optimizer

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