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3JPN.DE vs. TSLI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

3JPN.DE vs. TSLI.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Leverage Shares 3x Long Japan ETP Securities (3JPN.DE) and IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE).

3JPN.DE and TSLI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 3JPN.DE is an actively managed fund by Leverage Shares. It was launched on Sep 13, 2022. TSLI.DE is an actively managed fund by Leverage Shares. It was launched on Jul 18, 2024.

Performance

3JPN.DE vs. TSLI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Long Japan ETP Securities (3JPN.DE) and IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE). The values are adjusted to include any dividend payments, if applicable.

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3JPN.DE vs. TSLI.DE - Yearly Performance Comparison

2026 (YTD)20252024
3JPN.DE
Leverage Shares 3x Long Japan ETP Securities		15.45%27.74%-0.89%
TSLI.DE
IncomeShares Tesla TSLA Options ETP EUR		-13.97%27.15%13.44%

Returns By Period

In the year-to-date period, 3JPN.DE achieves a 15.45% return, which is significantly higher than TSLI.DE's -13.97% return.

3JPN.DE

1D
16.25%
1M
-11.77%
YTD
15.45%
6M
22.07%
1Y
57.13%
3Y*
19.71%
5Y*
—
10Y*
—

TSLI.DE

1D
0.34%
1M
-4.65%
YTD
-13.97%
6M
1.04%
1Y
53.43%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Leverage Shares 3x Long Japan ETP Securities

IncomeShares Tesla TSLA Options ETP EUR

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Often compared with TSLI.DE:
TSLI.DE vs. QQQY.DETSLI.DE vs. TSLI.LTSLI.DE vs. TL0.DETSLI.DE vs. QQQY.LTSLI.DE vs. TSLATSLI.DE vs. IGOG.DETSLI.DE vs. SY7D.DE

3JPN.DE vs. TSLI.DE - Expense Ratio Comparison

3JPN.DE has a 0.75% expense ratio, which is higher than TSLI.DE's 0.55% expense ratio.

3JPN.DE
Leverage Shares 3x Long Japan ETP Securities
TSLI.DE
IncomeShares Tesla TSLA Options ETP EUR

Return for Risk

3JPN.DE vs. TSLI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
3JPN.DE
3JPN.DE Risk / Return Rank: 5353
Overall Rank
3JPN.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
3JPN.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
3JPN.DE Omega Ratio Rank: 5151
Omega Ratio Rank
3JPN.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
3JPN.DE Martin Ratio Rank: 5252
Martin Ratio Rank
TSLI.DE
TSLI.DE Risk / Return Rank: 7070
Overall Rank
TSLI.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TSLI.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
TSLI.DE Omega Ratio Rank: 5959
Omega Ratio Rank
TSLI.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
TSLI.DE Martin Ratio Rank: 6464
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.

3JPN.DE vs. TSLI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Japan ETP Securities (3JPN.DE) and IncomeShares Tesla TSLA Options ETP EUR (TSLI.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.

3JPN.DETSLI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.29

-0.39

Sortino ratio

Return per unit of downside risk

1.55

1.80

-0.25

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratio

Return relative to maximum drawdown

1.73

3.09

-1.35

Martin ratio

Return relative to average drawdown

5.83

7.06

-1.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

3JPN.DE vs. TSLI.DE - Sharpe Ratio Comparison

The current 3JPN.DE Sharpe Ratio is 0.90, which is comparable to the TSLI.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of 3JPN.DE and TSLI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

3JPN.DETSLI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.29

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.39

+0.02

Correlation

The correlation between 3JPN.DE and TSLI.DE is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

3JPN.DE vs. TSLI.DE - Dividend Comparison

3JPN.DE has not paid dividends to shareholders, while TSLI.DE's dividend yield for the trailing twelve months is around 72.51%.

TTM20252024
3JPN.DE
Leverage Shares 3x Long Japan ETP Securities		0.00%0.00%0.00%
TSLI.DE
IncomeShares Tesla TSLA Options ETP EUR		72.51%77.04%11.38%

Drawdowns

3JPN.DE vs. TSLI.DE - Drawdown Comparison

The maximum 3JPN.DE drawdown since its inception was -51.65%, which is greater than TSLI.DE's maximum drawdown of -43.50%. Use the drawdown chart below to compare losses from any high point for 3JPN.DE and TSLI.DE.

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Drawdown Indicators

3JPN.DETSLI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.65%

-43.50%

-8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-34.71%

-18.52%

-16.19%

Current Drawdown

Current decline from peak

-21.98%

-17.97%

-4.01%

Average Drawdown

Average peak-to-trough decline

-14.47%

-15.74%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.32%

8.10%

+2.22%

Volatility

3JPN.DE vs. TSLI.DE - Volatility Comparison

Leverage Shares 3x Long Japan ETP Securities (3JPN.DE) has a higher volatility of 28.82% compared to IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE) at 8.63%. This indicates that 3JPN.DE's price experiences larger fluctuations and is considered to be riskier than TSLI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

3JPN.DETSLI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.82%

8.63%

+20.19%

Volatility (6M)

Calculated over the trailing 6-month period

46.72%

24.15%

+22.57%

Volatility (1Y)

Calculated over the trailing 1-year period

62.92%

41.40%

+21.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.07%

43.84%

+8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.07%

43.84%

+8.23%