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

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 3x Alibaba ETC (3BAB.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3BAB.L is traded in GBp, while TLTI.L is traded in USD. To make them comparable, the TLTI.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3BAB.L achieves a -51.03% return, which is significantly lower than TLTI.L's -5.44% return.


3BAB.L

1D
-12.86%
1M
-14.43%
YTD
-51.03%
6M
-62.11%
1Y
-29.02%
3Y*
-22.14%
5Y*
-69.09%
10Y*

TLTI.L

1D
-0.24%
1M
0.21%
YTD
-5.44%
6M
-7.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between 3BAB.L and TLTI.L is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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Return for Risk

3BAB.L vs. TLTI.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: 99
Overall Rank
3BAB.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
3BAB.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
3BAB.L Omega Ratio Rank: 1313
Omega Ratio Rank
3BAB.L Calmar Ratio Rank: 66
Calmar Ratio Rank
3BAB.L Martin Ratio Rank: 66
Martin Ratio Rank

TLTI.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.

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

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Alibaba ETC (3BAB.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

-0.35

Martin ratioReturn relative to average drawdown

-0.58

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


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Sharpe Ratios by Period


3BAB.LTLTI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.46

-0.33

-0.13

Drawdowns

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

The maximum 3BAB.L drawdown since its inception was -99.81%, which is greater than TLTI.L's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for 3BAB.L and TLTI.L.


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Drawdown Indicators


3BAB.LTLTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.81%

-14.19%

-85.62%

Max Drawdown (1Y)

Largest decline over 1 year

-82.29%

Max Drawdown (3Y)

Largest decline over 3 years

-82.29%

Max Drawdown (5Y)

Largest decline over 5 years

-99.81%

Current Drawdown

Current decline from peak

-99.75%

-13.41%

-86.34%

Average Drawdown

Average peak-to-trough decline

-93.40%

-6.57%

-86.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.68%

Volatility

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


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Volatility by Period


3BAB.LTLTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.18%

Volatility (6M)

Calculated over the trailing 6-month period

88.83%

Volatility (1Y)

Calculated over the trailing 1-year period

125.78%

13.44%

+112.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

149.76%

13.44%

+136.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

149.50%

13.44%

+136.06%

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

3BAB.L has a 0.75% expense ratio, which is higher than TLTI.L's 0.55% expense ratio.


Dividends

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

3BAB.L has not paid dividends to shareholders, while TLTI.L's dividend yield for the trailing twelve months is around 0.11%.


Frequently Asked Questions


3BAB.L and TLTI.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, TLTI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLTI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 3BAB.L.

3BAB.L is categorized as Leveraged Equities, while TLTI.L is Derivative Income. Their fees differ too: 0.75% for 3BAB.L and 0.55% for TLTI.L.

Portfolio Optimizer

Find the right allocation for 3BAB.L and TLTI.L

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