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

Performance

3MSF.L vs. TLTI.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 20+ Year Treasury (TLT) Options ETP (TLTI.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 TLTI.L is traded in USD. To make them comparable, the TLTI.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 TLTI.L's -5.44% 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*

TLTI.L

1D
-0.24%
1M
0.21%
YTD
-5.44%
6M
-7.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between 3MSF.L and TLTI.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.11

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Return for Risk

3MSF.L vs. TLTI.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

TLTI.L
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. TLTI.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 20+ Year Treasury (TLT) Options ETP (TLTI.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.LTLTI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.96

Calmar ratioReturn relative to maximum drawdown

-0.56

Martin ratioReturn relative to average drawdown

-0.93

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


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Sharpe Ratios by Period


3MSF.LTLTI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

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

-0.33

+0.46

Drawdowns

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

The maximum 3MSF.L drawdown since its inception was -81.42%, which is greater than TLTI.L's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for 3MSF.L and TLTI.L.


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Drawdown Indicators


3MSF.LTLTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.42%

-14.19%

-67.23%

Max Drawdown (1Y)

Largest decline over 1 year

-79.39%

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%

-13.41%

-55.39%

Average Drawdown

Average peak-to-trough decline

-36.10%

-6.57%

-29.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.63%

Volatility

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


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Volatility by Period


3MSF.LTLTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.08%

Volatility (6M)

Calculated over the trailing 6-month period

75.06%

Volatility (1Y)

Calculated over the trailing 1-year period

88.42%

13.44%

+74.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.52%

13.44%

+67.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.24%

13.44%

+66.80%

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

3MSF.L has a 0.75% expense ratio, which is higher than TLTI.L's 0.55% expense ratio.


Dividends

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

3MSF.L has not paid dividends to shareholders, while TLTI.L's dividend yield for the trailing twelve months is around 0.11%.


Frequently Asked Questions


3MSF.L and TLTI.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLTI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLTI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 3MSF.L.

3MSF.L is categorized as Leveraged Equities, while TLTI.L is Derivative Income. Their fees differ too: 0.75% for 3MSF.L and 0.55% for TLTI.L.

Portfolio Optimizer

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