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3CRE.L vs. 2BRE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3CRE.L vs. 2BRE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Salesforce.Com ETP Securities EUR (3CRE.L) and Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR (2BRE.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, 3CRE.L achieves a -72.98% return, which is significantly lower than 2BRE.L's -14.42% return.


3CRE.L

1D
-6.72%
1M
7.76%
YTD
-72.98%
6M
-62.93%
1Y
-79.05%
3Y*
-48.59%
5Y*
-48.45%
10Y*

2BRE.L

1D
1.11%
1M
-0.75%
YTD
-14.42%
6M
-16.58%
1Y
-20.29%
3Y*
10.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3CRE.L vs. 2BRE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
3CRE.L
Leverage Shares 3x Salesforce.Com ETP Securities EUR
-72.98%-73.38%21.60%452.79%-93.59%1.89%
2BRE.L
Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR
-14.42%-4.91%55.13%18.25%4.42%-0.89%

Correlation

The correlation between 3CRE.L and 2BRE.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.14

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.19

The correlation between 3CRE.L and 2BRE.L shifts across timeframes, from 0.08 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3CRE.L vs. 2BRE.L — Risk / Return Rank

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

3CRE.L
3CRE.L Risk / Return Rank: 22
Overall Rank
3CRE.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
3CRE.L Sortino Ratio Rank: 33
Sortino Ratio Rank
3CRE.L Omega Ratio Rank: 33
Omega Ratio Rank
3CRE.L Calmar Ratio Rank: 11
Calmar Ratio Rank
3CRE.L Martin Ratio Rank: 11
Martin Ratio Rank

2BRE.L
2BRE.L Risk / Return Rank: 22
Overall Rank
2BRE.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
2BRE.L Sortino Ratio Rank: 33
Sortino Ratio Rank
2BRE.L Omega Ratio Rank: 33
Omega Ratio Rank
2BRE.L Calmar Ratio Rank: 11
Calmar Ratio Rank
2BRE.L Martin Ratio Rank: 00
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.

3CRE.L vs. 2BRE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Salesforce.Com ETP Securities EUR (3CRE.L) and Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR (2BRE.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.


3CRE.L2BRE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

0.87

0.90

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.91

-0.89

-0.02

Martin ratioReturn relative to average drawdown

-1.46

-1.75

+0.29

3CRE.L vs. 2BRE.L - Sharpe Ratio Comparison

The current 3CRE.L Sharpe Ratio is -0.70, which is comparable to the 2BRE.L Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of 3CRE.L and 2BRE.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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Sharpe Ratios by Period


3CRE.L2BRE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

-0.72

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

0.30

-0.79

Drawdowns

3CRE.L vs. 2BRE.L - Drawdown Comparison

The maximum 3CRE.L drawdown since its inception was -98.84%, which is greater than 2BRE.L's maximum drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for 3CRE.L and 2BRE.L.


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Drawdown Indicators


3CRE.L2BRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.84%

-40.62%

-58.22%

Max Drawdown (1Y)

Largest decline over 1 year

-86.64%

-22.65%

-63.99%

Max Drawdown (3Y)

Largest decline over 3 years

-96.31%

-39.67%

-56.64%

Max Drawdown (5Y)

Largest decline over 5 years

-98.84%

Current Drawdown

Current decline from peak

-98.34%

-37.65%

-60.69%

Average Drawdown

Average peak-to-trough decline

-80.25%

-19.08%

-61.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.16%

11.56%

+42.60%

Volatility

3CRE.L vs. 2BRE.L - Volatility Comparison

Leverage Shares 3x Salesforce.Com ETP Securities EUR (3CRE.L) has a higher volatility of 50.13% compared to Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR (2BRE.L) at 8.36%. This indicates that 3CRE.L's price experiences larger fluctuations and is considered to be riskier than 2BRE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3CRE.L2BRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

50.13%

8.36%

+41.77%

Volatility (6M)

Calculated over the trailing 6-month period

99.94%

20.39%

+79.55%

Volatility (1Y)

Calculated over the trailing 1-year period

112.76%

28.18%

+84.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.93%

37.25%

+74.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.46%

37.25%

+74.21%

3CRE.L vs. 2BRE.L - Expense Ratio Comparison

Both 3CRE.L and 2BRE.L have an expense ratio of 0.75%.


Dividends

3CRE.L vs. 2BRE.L - Dividend Comparison

Neither 3CRE.L nor 2BRE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3CRE.L and 2BRE.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

3CRE.L and 2BRE.L have the same expense ratio: 0.75% per year.

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