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3DAX.DE vs. DEL2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3DAX.DE vs. DEL2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Long Germany 40 ETP Securities (3DAX.DE) and L&G DAX Daily 2x Long UCITS ETF (DEL2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3DAX.DE achieves a -8.10% return, which is significantly lower than DEL2.DE's -2.40% return.


3DAX.DE

1D
0.00%
1M
-1.83%
6M
-15.95%
YTD
-8.10%
1Y
-15.00%
3Y*
21.97%
5Y*
10Y*

DEL2.DE

1D
-0.64%
1M
-1.62%
6M
-7.98%
YTD
-2.40%
1Y
-4.17%
3Y*
22.71%
5Y*
11.97%
10Y*
12.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3DAX.DE vs. DEL2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
3DAX.DE
Leverage Shares 3x Long Germany 40 ETP Securities
-8.10%42.11%35.80%43.45%10.85%
DEL2.DE
L&G DAX Daily 2x Long UCITS ETF
-2.40%38.93%30.47%34.91%6.08%

Correlation

The correlation between 3DAX.DE and DEL2.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2022

0.98

The correlation between 3DAX.DE and DEL2.DE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

3DAX.DE vs. DEL2.DE — Risk / Return Rank

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

3DAX.DE
3DAX.DE Risk / Return Rank: 77
Overall Rank
3DAX.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
3DAX.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
3DAX.DE Omega Ratio Rank: 88
Omega Ratio Rank
3DAX.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
3DAX.DE Martin Ratio Rank: 55
Martin Ratio Rank

DEL2.DE
DEL2.DE Risk / Return Rank: 99
Overall Rank
DEL2.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DEL2.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
DEL2.DE Omega Ratio Rank: 99
Omega Ratio Rank
DEL2.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
DEL2.DE Martin Ratio Rank: 88
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.

3DAX.DE vs. DEL2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Germany 40 ETP Securities (3DAX.DE) and L&G DAX Daily 2x Long UCITS ETF (DEL2.DE). 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.


3DAX.DEDEL2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

0.98

1.01

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.17

-0.25

Martin ratioReturn relative to average drawdown

-1.04

-0.48

-0.56

3DAX.DE vs. DEL2.DE - Sharpe Ratio Comparison

The current 3DAX.DE Sharpe Ratio is -0.31, which is lower than the DEL2.DE Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of 3DAX.DE and DEL2.DE, 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

3DAX.DE vs. DEL2.DE - Drawdown Comparison

The maximum 3DAX.DE drawdown since its inception was -42.58%, smaller than the maximum DEL2.DE drawdown of -65.30%. Use the drawdown chart below to compare losses from any high point for 3DAX.DE and DEL2.DE.


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Drawdown Indicators


3DAX.DEDEL2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.58%

-65.30%

+22.72%

Max Drawdown (1Y)

Largest decline over 1 year

-35.67%

-24.33%

-11.34%

Max Drawdown (3Y)

Largest decline over 3 years

-42.58%

-29.92%

-12.66%

Max Drawdown (5Y)

Largest decline over 5 years

-48.89%

Max Drawdown (10Y)

Largest decline over 10 years

-65.30%

Current Drawdown

Current decline from peak

-17.45%

-9.05%

-8.40%

Average Drawdown

Average peak-to-trough decline

-9.48%

-16.56%

+7.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.64%

8.69%

+5.95%

Volatility

3DAX.DE vs. DEL2.DE - Volatility Comparison

Leverage Shares 3x Long Germany 40 ETP Securities (3DAX.DE) has a higher volatility of 14.02% compared to L&G DAX Daily 2x Long UCITS ETF (DEL2.DE) at 9.21%. This indicates that 3DAX.DE's price experiences larger fluctuations and is considered to be riskier than DEL2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3DAX.DEDEL2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.02%

9.21%

+4.81%

Volatility (6M)

Calculated over the trailing 6-month period

40.52%

26.86%

+13.66%

Volatility (1Y)

Calculated over the trailing 1-year period

48.44%

32.39%

+16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.72%

34.25%

+12.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.72%

36.06%

+10.66%

3DAX.DE vs. DEL2.DE - Expense Ratio Comparison

3DAX.DE has a 0.75% expense ratio, which is higher than DEL2.DE's 0.40% expense ratio.


Dividends

3DAX.DE vs. DEL2.DE - Dividend Comparison

Neither 3DAX.DE nor DEL2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, 3DAX.DE and DEL2.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DEL2.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEL2.DE is cheaper with a 0.40% expense ratio, compared with 0.75% for 3DAX.DE.

They also come from different issuers: Leverage Shares and L&G. Their fees differ too: 0.75% for 3DAX.DE and 0.40% for DEL2.DE.

Portfolio Optimizer

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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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