3DAX.DE vs. LVWC.DE
3DAX.DE (Leverage Shares 3x Long Germany 40 ETP Securities) and LVWC.DE (Amundi MSCI World 2x Leveraged UCITS ETF) are both Leveraged Equities funds. 3DAX.DE is actively managed, while LVWC.DE is passively managed. Their correlation of 0.83 suggests significant overlap in exposure. 3DAX.DE charges 0.75%/yr vs 0.60%/yr for LVWC.DE.
Performance
3DAX.DE vs. LVWC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 3DAX.DE achieves a -5.90% return, which is significantly lower than LVWC.DE's 17.92% return.
3DAX.DE
- 1D
- 1.36%
- 1M
- -2.44%
- YTD
- -5.90%
- 6M
- -1.37%
- 1Y
- -14.63%
- 3Y*
- 23.51%
- 5Y*
- —
- 10Y*
- —
LVWC.DE
- 1D
- 0.17%
- 1M
- 5.71%
- YTD
- 17.92%
- 6M
- 18.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
3DAX.DE vs. LVWC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
3DAX.DE Leverage Shares 3x Long Germany 40 ETP Securities | -5.90% | -5.99% |
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF | 17.92% | 2.68% |
Correlation
The correlation between 3DAX.DE and LVWC.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 10, 2025 | 0.83 |
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Return for Risk
3DAX.DE vs. LVWC.DE — Risk / Return Rank
3DAX.DE
LVWC.DE
3DAX.DE vs. LVWC.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 Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.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.
| 3DAX.DE | LVWC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.99 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | — | — |
| Martin ratioReturn relative to average drawdown | -0.95 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 3DAX.DE | LVWC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 1.44 | -0.73 |
Drawdowns
3DAX.DE vs. LVWC.DE - Drawdown Comparison
The maximum 3DAX.DE drawdown since its inception was -42.58%, which is greater than LVWC.DE's maximum drawdown of -14.47%. Use the drawdown chart below to compare losses from any high point for 3DAX.DE and LVWC.DE.
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Drawdown Indicators
| 3DAX.DE | LVWC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.58% | -14.47% | -28.11% |
Max Drawdown (1Y)Largest decline over 1 year | -35.67% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -42.58% | — | — |
Current DrawdownCurrent decline from peak | -15.47% | -0.89% | -14.58% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -2.96% | -6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.56% | — | — |
Volatility
3DAX.DE vs. LVWC.DE - Volatility Comparison
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Volatility by Period
| 3DAX.DE | LVWC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.69% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 38.30% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 47.44% | 24.20% | +23.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.80% | 24.20% | +22.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.80% | 24.20% | +22.60% |
3DAX.DE vs. LVWC.DE - Expense Ratio Comparison
3DAX.DE has a 0.75% expense ratio, which is higher than LVWC.DE's 0.60% expense ratio.
Dividends
3DAX.DE vs. LVWC.DE - Dividend Comparison
Neither 3DAX.DE nor LVWC.DE has paid dividends to shareholders.
Frequently Asked Questions
3DAX.DE and LVWC.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LVWC.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LVWC.DE is cheaper with a 0.60% expense ratio, compared with 0.75% for 3DAX.DE.
They also come from different issuers: Leverage Shares and Amundi. Their fees differ too: 0.75% for 3DAX.DE and 0.60% for LVWC.DE.
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