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3MST.L vs. MSTI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3MST.L vs. MSTI.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 IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3MST.L achieves a -78.63% return, which is significantly lower than MSTI.L's -55.10% return.


3MST.L

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

MSTI.L

1D
-3.56%
1M
-36.16%
YTD
-55.10%
6M
-60.57%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3MST.L vs. MSTI.L - Yearly Performance Comparison


Correlation

The correlation between 3MST.L and MSTI.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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Return for Risk

3MST.L vs. MSTI.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

MSTI.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.

3MST.L vs. MSTI.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 IncomeShares Microstrategy (MSTR) Options ETP (MSTI.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.LMSTI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.78

Calmar ratioReturn relative to maximum drawdown

-1.00

Martin ratioReturn relative to average drawdown

-1.21

3MST.L vs. MSTI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


3MST.LMSTI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

-1.36

+0.96

Drawdowns

3MST.L vs. MSTI.L - Drawdown Comparison

The maximum 3MST.L drawdown since its inception was -99.94%, which is greater than MSTI.L's maximum drawdown of -85.28%. Use the drawdown chart below to compare losses from any high point for 3MST.L and MSTI.L.


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Drawdown Indicators


3MST.LMSTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-85.28%

-14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-99.53%

Current Drawdown

Current decline from peak

-99.94%

-85.28%

-14.66%

Average Drawdown

Average peak-to-trough decline

-85.39%

-52.74%

-32.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

82.32%

Volatility

3MST.L vs. MSTI.L - Volatility Comparison


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Volatility by Period


3MST.LMSTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.01%

Volatility (6M)

Calculated over the trailing 6-month period

160.17%

Volatility (1Y)

Calculated over the trailing 1-year period

198.97%

62.48%

+136.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

236.29%

62.48%

+173.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

236.29%

62.48%

+173.81%

3MST.L vs. MSTI.L - Expense Ratio Comparison

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


Dividends

3MST.L vs. MSTI.L - Dividend Comparison

3MST.L has not paid dividends to shareholders, while MSTI.L's dividend yield for the trailing twelve months is around 1.50%.


Frequently Asked Questions


3MST.L and MSTI.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

MSTI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 3MST.L.

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

Portfolio Optimizer

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