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3MSF.L vs. GLDI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3MSF.L vs. GLDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 3x Microsoft ETP GBP (3MSF.L) and IncomeShares Gold+ Yield ETP (GLDI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, 3MSF.L achieves a -45.14% return, which is significantly lower than GLDI.L's -0.23% return.


3MSF.L

1D
-11.81%
1M
6.51%
YTD
-45.14%
6M
-44.62%
1Y
-44.21%
3Y*
-9.44%
5Y*
0.77%
10Y*

GLDI.L

1D
-0.67%
1M
-1.69%
YTD
-0.23%
6M
0.78%
1Y
28.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3MSF.L vs. GLDI.L - Yearly Performance Comparison


2026 (YTD)20252024
3MSF.L
Leverage Shares 3x Microsoft ETP GBP
-45.14%-1.14%-21.01%
GLDI.L
IncomeShares Gold+ Yield ETP
-0.23%49.56%9.54%

Correlation

The correlation between 3MSF.L and GLDI.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.04

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Return for Risk

3MSF.L vs. GLDI.L — Risk / Return Rank

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

3MSF.L
3MSF.L Risk / Return Rank: 55
Overall Rank
3MSF.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
3MSF.L Sortino Ratio Rank: 66
Sortino Ratio Rank
3MSF.L Omega Ratio Rank: 66
Omega Ratio Rank
3MSF.L Calmar Ratio Rank: 44
Calmar Ratio Rank
3MSF.L Martin Ratio Rank: 55
Martin Ratio Rank

GLDI.L
GLDI.L Risk / Return Rank: 3434
Overall Rank
GLDI.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GLDI.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLDI.L Omega Ratio Rank: 3838
Omega Ratio Rank
GLDI.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLDI.L Martin Ratio Rank: 3030
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.

3MSF.L vs. GLDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Microsoft ETP GBP (3MSF.L) and IncomeShares Gold+ Yield ETP (GLDI.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.


3MSF.LGLDI.LDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

0.96

1.27

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.56

1.73

-2.29

Martin ratioReturn relative to average drawdown

-0.93

4.60

-5.53

3MSF.L vs. GLDI.L - Sharpe Ratio Comparison

The current 3MSF.L Sharpe Ratio is -0.50, which is lower than the GLDI.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of 3MSF.L and GLDI.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


3MSF.LGLDI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

1.34

-1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.65

-1.52

Drawdowns

3MSF.L vs. GLDI.L - Drawdown Comparison

The maximum 3MSF.L drawdown since its inception was -81.42%, which is greater than GLDI.L's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for 3MSF.L and GLDI.L.


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Drawdown Indicators


3MSF.LGLDI.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.42%

-16.64%

-64.78%

Max Drawdown (1Y)

Largest decline over 1 year

-79.39%

-16.64%

-62.75%

Max Drawdown (3Y)

Largest decline over 3 years

-79.39%

Max Drawdown (5Y)

Largest decline over 5 years

-81.42%

Current Drawdown

Current decline from peak

-68.80%

-15.04%

-53.76%

Average Drawdown

Average peak-to-trough decline

-36.10%

-3.06%

-33.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.63%

6.28%

+41.35%

Volatility

3MSF.L vs. GLDI.L - Volatility Comparison

Leverage Shares 3x Microsoft ETP GBP (3MSF.L) has a higher volatility of 31.08% compared to IncomeShares Gold+ Yield ETP (GLDI.L) at 4.62%. This indicates that 3MSF.L's price experiences larger fluctuations and is considered to be riskier than GLDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3MSF.LGLDI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.08%

4.62%

+26.46%

Volatility (6M)

Calculated over the trailing 6-month period

75.06%

18.21%

+56.85%

Volatility (1Y)

Calculated over the trailing 1-year period

88.42%

21.51%

+66.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.52%

18.31%

+62.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.24%

18.31%

+61.93%

3MSF.L vs. GLDI.L - Expense Ratio Comparison

3MSF.L has a 0.75% expense ratio, which is higher than GLDI.L's 0.35% expense ratio.


Dividends

3MSF.L vs. GLDI.L - Dividend Comparison

3MSF.L has not paid dividends to shareholders, while GLDI.L's dividend yield for the trailing twelve months is around 12.72%.


PositionTTM20252024
3MSF.L
Leverage Shares 3x Microsoft ETP GBP
0.00%0.00%0.00%
GLDI.L
IncomeShares Gold+ Yield ETP
12.72%9.15%1.08%

Frequently Asked Questions


3MSF.L and GLDI.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDI.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDI.L is cheaper with a 0.35% expense ratio, compared with 0.75% for 3MSF.L.

3MSF.L is categorized as Leveraged Equities, while GLDI.L is Derivative Income. Their fees differ too: 0.75% for 3MSF.L and 0.35% for GLDI.L.

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