PortfoliosLab logoPortfoliosLab logo
3MST.L vs. 2MSF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3MST.L vs. 2MSF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x Long MicroStrategy ETP (3MST.L) and Leverage Shares 2x Microsoft ETC A GBP (2MSF.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

3MST.L is traded in USD, while 2MSF.L is traded in GBp. To make them comparable, the 2MSF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3MST.L achieves a -78.63% return, which is significantly lower than 2MSF.L's -27.78% return.


3MST.L

1D
-8.62%
1M
-71.71%
YTD
-78.63%
6M
-88.77%
1Y
-99.29%
3Y*
5Y*
10Y*

2MSF.L

1D
2.08%
1M
8.31%
YTD
-27.78%
6M
-25.48%
1Y
-25.79%
3Y*
2.91%
5Y*
9.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3MST.L vs. 2MSF.L - Yearly Performance Comparison


2026 (YTD)20252024
3MST.L
Leverage Shares 3x Long MicroStrategy ETP
-78.63%-98.41%164.28%
2MSF.L
Leverage Shares 2x Microsoft ETC A GBP
-27.78%12.39%-4.89%

Correlation

The correlation between 3MST.L and 2MSF.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

0.31

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

3MST.L vs. 2MSF.L — Risk / Return Rank

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

3MST.L
3MST.L Risk / Return Rank: 22
Overall Rank
3MST.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
3MST.L Sortino Ratio Rank: 11
Sortino Ratio Rank
3MST.L Omega Ratio Rank: 11
Omega Ratio Rank
3MST.L Calmar Ratio Rank: 00
Calmar Ratio Rank
3MST.L Martin Ratio Rank: 33
Martin Ratio Rank

2MSF.L
2MSF.L Risk / Return Rank: 66
Overall Rank
2MSF.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
2MSF.L Sortino Ratio Rank: 77
Sortino Ratio Rank
2MSF.L Omega Ratio Rank: 77
Omega Ratio Rank
2MSF.L Calmar Ratio Rank: 66
Calmar Ratio Rank
2MSF.L Martin Ratio Rank: 66
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.

3MST.L vs. 2MSF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long MicroStrategy ETP (3MST.L) and Leverage Shares 2x Microsoft ETC A GBP (2MSF.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.


3MST.L2MSF.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

0.78

0.98

-0.19

Calmar ratioReturn relative to maximum drawdown

-1.00

-0.38

-0.61

Martin ratioReturn relative to average drawdown

-1.21

-0.66

-0.55

3MST.L vs. 2MSF.L - Sharpe Ratio Comparison

The current 3MST.L Sharpe Ratio is -0.50, which is comparable to the 2MSF.L Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of 3MST.L and 2MSF.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.


Loading charts...

Sharpe Ratios by Period


3MST.L2MSF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

-0.39

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.53

-0.93

Drawdowns

3MST.L vs. 2MSF.L - Drawdown Comparison

The maximum 3MST.L drawdown since its inception was -99.94%, which is greater than 2MSF.L's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for 3MST.L and 2MSF.L.


Loading charts...

Drawdown Indicators


3MST.L2MSF.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-66.92%

-33.02%

Max Drawdown (1Y)

Largest decline over 1 year

-99.53%

-66.92%

-32.61%

Max Drawdown (3Y)

Largest decline over 3 years

-66.92%

Max Drawdown (5Y)

Largest decline over 5 years

-66.92%

Current Drawdown

Current decline from peak

-99.94%

-54.07%

-45.87%

Average Drawdown

Average peak-to-trough decline

-85.39%

-19.71%

-65.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

82.32%

39.21%

+43.11%

Volatility

3MST.L vs. 2MSF.L - Volatility Comparison

Leverage Shares 3x Long MicroStrategy ETP (3MST.L) has a higher volatility of 61.01% compared to Leverage Shares 2x Microsoft ETC A GBP (2MSF.L) at 20.51%. This indicates that 3MST.L's price experiences larger fluctuations and is considered to be riskier than 2MSF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


3MST.L2MSF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.01%

20.51%

+40.50%

Volatility (6M)

Calculated over the trailing 6-month period

160.17%

48.64%

+111.53%

Volatility (1Y)

Calculated over the trailing 1-year period

198.97%

66.26%

+132.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

236.29%

54.48%

+181.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

236.29%

53.68%

+182.61%

3MST.L vs. 2MSF.L - Expense Ratio Comparison

Both 3MST.L and 2MSF.L have an expense ratio of 0.75%.


Dividends

3MST.L vs. 2MSF.L - Dividend Comparison

Neither 3MST.L nor 2MSF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3MST.L and 2MSF.L have a correlation of 0.26, 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.

3MST.L and 2MSF.L have the same expense ratio: 0.75% per year.

3MST.L tracks Euronext 3x Long MicroStrategy Index, while 2MSF.L tracks NYSE Leveraged 2x MSFT Index.

Portfolio Optimizer

Find the right allocation for 3MST.L and 2MSF.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer