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3MSE.L vs. 3BP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3MSE.L vs. 3BP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Microsoft ETP EUR (3MSE.L) and Leverage Shares 3x BP ETP GBX (3BP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3MSE.L is traded in EUR, while 3BP.L is traded in GBp. To make them comparable, the 3BP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3MSE.L achieves a -43.10% return, which is significantly lower than 3BP.L's 76.87% return.


3MSE.L

1D
1.70%
1M
11.46%
YTD
-43.10%
6M
-41.34%
1Y
-44.84%
3Y*
-9.58%
5Y*
2.59%
10Y*

3BP.L

1D
-1.68%
1M
-16.49%
YTD
76.87%
6M
38.85%
1Y
161.91%
3Y*
-2.39%
5Y*
4.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3MSE.L vs. 3BP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
3MSE.L
Leverage Shares 3x Microsoft ETP EUR
-43.10%-6.09%20.99%175.47%-76.35%197.39%
3BP.L
Leverage Shares 3x BP ETP GBX
76.87%10.73%-47.57%-13.44%50.69%-3.39%

Correlation

The correlation between 3MSE.L and 3BP.L is -0.09, 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

-0.09

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

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2021

0.01

The correlation between 3MSE.L and 3BP.L shifts across timeframes, from -0.09 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

3MSE.L vs. 3BP.L — Risk / Return Rank

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

3MSE.L
3MSE.L Risk / Return Rank: 55
Overall Rank
3MSE.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
3MSE.L Sortino Ratio Rank: 55
Sortino Ratio Rank
3MSE.L Omega Ratio Rank: 55
Omega Ratio Rank
3MSE.L Calmar Ratio Rank: 44
Calmar Ratio Rank
3MSE.L Martin Ratio Rank: 44
Martin Ratio Rank

3BP.L
3BP.L Risk / Return Rank: 6161
Overall Rank
3BP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
3BP.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
3BP.L Omega Ratio Rank: 5050
Omega Ratio Rank
3BP.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
3BP.L Martin Ratio Rank: 6565
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.

3MSE.L vs. 3BP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Microsoft ETP EUR (3MSE.L) and Leverage Shares 3x BP ETP GBX (3BP.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.


3MSE.L3BP.LDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-2.66

Omega ratioGain probability vs. loss probability

0.94

1.30

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.59

4.12

-4.70

Martin ratioReturn relative to average drawdown

-1.02

11.42

-12.44

3MSE.L vs. 3BP.L - Sharpe Ratio Comparison

The current 3MSE.L Sharpe Ratio is -0.56, which is lower than the 3BP.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of 3MSE.L and 3BP.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


3MSE.L3BP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

1.89

-2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.06

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.06

-0.03

Drawdowns

3MSE.L vs. 3BP.L - Drawdown Comparison

The maximum 3MSE.L drawdown since its inception was -82.27%, roughly equal to the maximum 3BP.L drawdown of -84.99%. Use the drawdown chart below to compare losses from any high point for 3MSE.L and 3BP.L.


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Drawdown Indicators


3MSE.L3BP.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.27%

-84.99%

+2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-76.12%

-39.10%

-37.02%

Max Drawdown (3Y)

Largest decline over 3 years

-76.12%

-82.35%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-82.27%

-84.99%

+2.72%

Current Drawdown

Current decline from peak

-62.77%

-45.40%

-17.37%

Average Drawdown

Average peak-to-trough decline

-37.79%

-42.92%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.75%

14.12%

+29.63%

Volatility

3MSE.L vs. 3BP.L - Volatility Comparison

Leverage Shares 3x Microsoft ETP EUR (3MSE.L) and Leverage Shares 3x BP ETP GBX (3BP.L) have volatilities of 30.73% and 29.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3MSE.L3BP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.73%

29.66%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

75.06%

74.48%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

79.14%

85.26%

-6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.61%

90.72%

-12.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.17%

91.08%

-10.91%

3MSE.L vs. 3BP.L - Expense Ratio Comparison

Both 3MSE.L and 3BP.L have an expense ratio of 0.75%.


Dividends

3MSE.L vs. 3BP.L - Dividend Comparison

Neither 3MSE.L nor 3BP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3MSE.L and 3BP.L have a correlation of -0.09, 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.

3MSE.L and 3BP.L have the same expense ratio: 0.75% per year.

3MSE.L tracks iSTOXX Leveraged 3X MSFT Index, while 3BP.L tracks iSTOXX Leveraged 3x BP Index.

Portfolio Optimizer

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