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3CON.L vs. 3GDE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3CON.L vs. 3GDE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 3x Long Coinbase (COIN) ETP Securities GBP (3CON.L) and Leverage Shares 3x Long Gold Miners ETC EUR (3GDE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period


3CON.L

1D
-22.83%
1M
-57.54%
YTD
-87.66%
6M
-92.40%
1Y
-96.32%
3Y*
-60.03%
5Y*
10Y*

3GDE.L

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

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Return for Risk

3CON.L vs. 3GDE.L — Risk / Return Rank

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

3CON.L
3CON.L Risk / Return Rank: 33
Overall Rank
3CON.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
3CON.L Sortino Ratio Rank: 44
Sortino Ratio Rank
3CON.L Omega Ratio Rank: 44
Omega Ratio Rank
3CON.L Calmar Ratio Rank: 00
Calmar Ratio Rank
3CON.L Martin Ratio Rank: 33
Martin Ratio Rank

3GDE.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.

3CON.L vs. 3GDE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Coinbase (COIN) ETP Securities GBP (3CON.L) and Leverage Shares 3x Long Gold Miners ETC EUR (3GDE.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.


3CON.L3GDE.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.90

Calmar ratioReturn relative to maximum drawdown

-0.97

Martin ratioReturn relative to average drawdown

-1.21

3CON.L vs. 3GDE.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


3CON.L3GDE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

Drawdowns

3CON.L vs. 3GDE.L - Drawdown Comparison


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Drawdown Indicators


3CON.L3GDE.LDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

Max Drawdown (1Y)

Largest decline over 1 year

-99.03%

Max Drawdown (3Y)

Largest decline over 3 years

-99.83%

Current Drawdown

Current decline from peak

-99.83%

Average Drawdown

Average peak-to-trough decline

-79.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

79.86%

Volatility

3CON.L vs. 3GDE.L - Volatility Comparison


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Volatility by Period


3CON.L3GDE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

58.26%

Volatility (6M)

Calculated over the trailing 6-month period

141.15%

Volatility (1Y)

Calculated over the trailing 1-year period

200.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,473,844.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,473,844.36%

3CON.L vs. 3GDE.L - Expense Ratio Comparison

Both 3CON.L and 3GDE.L have an expense ratio of 0.75%.


Dividends

3CON.L vs. 3GDE.L - Dividend Comparison

Neither 3CON.L nor 3GDE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

3CON.L and 3GDE.L have the same expense ratio: 0.75% per year.

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