3JPN.DE vs. YGLD.DE
3JPN.DE (Leverage Shares 3x Long Japan ETP Securities) and YGLD.DE (IncomeShares Gold + Yield ETP) are both exchange-traded funds - 3JPN.DE is a Leveraged Equities fund actively managed by Leverage Shares, while YGLD.DE is a Derivative Income fund actively managed by Leverage Shares. Both are actively managed. Over the past year, 3JPN.DE returned 72.37% vs 17.39% for YGLD.DE. At a 0.15 correlation, their price movements are largely independent. 3JPN.DE charges 0.75%/yr vs 0.35%/yr for YGLD.DE.
Performance
3JPN.DE vs. YGLD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 3JPN.DE achieves a 37.51% return, which is significantly higher than YGLD.DE's -5.17% return.
3JPN.DE
- 1D
- -0.77%
- 1M
- 7.20%
- YTD
- 37.51%
- 6M
- 34.92%
- 1Y
- 72.37%
- 3Y*
- 20.30%
- 5Y*
- —
- 10Y*
- —
YGLD.DE
- 1D
- -0.03%
- 1M
- -2.44%
- YTD
- -5.17%
- 6M
- -2.21%
- 1Y
- 17.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
3JPN.DE vs. YGLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
3JPN.DE Leverage Shares 3x Long Japan ETP Securities | 37.51% | 27.74% | -7.67% |
YGLD.DE IncomeShares Gold + Yield ETP | -5.17% | 41.92% | -7.11% |
Correlation
The correlation between 3JPN.DE and YGLD.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2024 | 0.15 |
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Return for Risk
3JPN.DE vs. YGLD.DE — Risk / Return Rank
3JPN.DE
YGLD.DE
3JPN.DE vs. YGLD.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 Gold + Yield ETP (YGLD.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.DE | YGLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 0.99 | +0.97 |
| Martin ratioReturn relative to average drawdown | 5.61 | 1.95 | +3.65 |
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
| 3JPN.DE | YGLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.56 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.59 | -0.09 |
Drawdowns
3JPN.DE vs. YGLD.DE - Drawdown Comparison
The maximum 3JPN.DE drawdown since its inception was -51.65%, which is greater than YGLD.DE's maximum drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for 3JPN.DE and YGLD.DE.
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Drawdown Indicators
| 3JPN.DE | YGLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.65% | -16.94% | -34.71% |
Max Drawdown (1Y)Largest decline over 1 year | -34.71% | -16.94% | -17.77% |
Max Drawdown (3Y)Largest decline over 3 years | -51.65% | — | — |
Current DrawdownCurrent decline from peak | -7.07% | -15.27% | +8.20% |
Average DrawdownAverage peak-to-trough decline | -14.56% | -5.54% | -9.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.19% | 8.62% | +3.57% |
Volatility
3JPN.DE vs. YGLD.DE - Volatility Comparison
Leverage Shares 3x Long Japan ETP Securities (3JPN.DE) has a higher volatility of 11.68% compared to IncomeShares Gold + Yield ETP (YGLD.DE) at 6.19%. This indicates that 3JPN.DE's price experiences larger fluctuations and is considered to be riskier than YGLD.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.DE | YGLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.68% | 6.19% | +5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 48.68% | 17.41% | +31.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.28% | 29.80% | +30.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.77% | 26.34% | +26.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.77% | 26.34% | +26.43% |
3JPN.DE vs. YGLD.DE - Expense Ratio Comparison
3JPN.DE has a 0.75% expense ratio, which is higher than YGLD.DE's 0.35% expense ratio.
Dividends
3JPN.DE vs. YGLD.DE - Dividend Comparison
3JPN.DE has not paid dividends to shareholders, while YGLD.DE's dividend yield for the trailing twelve months is around 6.24%.
| Position | TTM | 2025 |
|---|---|---|
3JPN.DE Leverage Shares 3x Long Japan ETP Securities | 0.00% | 0.00% |
YGLD.DE IncomeShares Gold + Yield ETP | 6.24% | 6.36% |
Frequently Asked Questions
3JPN.DE and YGLD.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YGLD.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YGLD.DE is cheaper with a 0.35% expense ratio, compared with 0.75% for 3JPN.DE.
3JPN.DE is categorized as Leveraged Equities, while YGLD.DE is Derivative Income. Their fees differ too: 0.75% for 3JPN.DE and 0.35% for YGLD.DE.
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