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3NFL.L vs. 3NIE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

3NFL.L vs. 3NIE.L

Last updated Jun 5, 2026

3NFL.L (Leverage Shares 3x Netflix ETP Securities GBP) and 3NIE.L (Leverage Shares 3x Long NIO ETP Securities) are both Leveraged Equities funds from Leverage Shares - 3NFL.L tracks the iSTOXX Leveraged 3X NFLX Index while 3NIE.L tracks the iSTOXX Leveraged 3x NIO Index. Both are passively managed. At a correlation of -0.16, they often move in opposite directions. Both charge a 0.75% expense ratio.

Performance

3NFL.L vs. 3NIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 3x Netflix ETP Securities GBP (3NFL.L) and Leverage Shares 3x Long NIO ETP Securities (3NIE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, 3NFL.L achieves a -45.91% return, which is significantly lower than 3NIE.L's -29.13% return.

3NFL.L

1D
3.30%
1M
-19.80%
YTD
-45.91%
6M
-59.90%
1Y
-81.91%
3Y*
404.22%
5Y*
25.66%
10Y*
—

3NIE.L

1D
-2.04%
1M
-21.87%
YTD
-29.13%
6M
-14.88%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

3NFL.L vs. 3NIE.L - Yearly Performance Comparison

2026 (YTD)2025
3NFL.L
Leverage Shares 3x Netflix ETP Securities GBP		-45.91%-32.81%
3NIE.L
Leverage Shares 3x Long NIO ETP Securities		-29.13%-23.05%

Correlation

The correlation between 3NFL.L and 3NIE.L is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

-0.16

3NFL.L vs. 3NIE.L - Sectors Allocation Comparison

Sectors
3NFL.L
3NIE.L

Communication Services

100.0%

-

Basic Materials

-

-

Consumer Cyclical

-

100.0%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Communication Services

3NFL.L
100.0%
3NIE.L

-

Basic Materials

3NFL.L

-

3NIE.L

-

Consumer Cyclical

3NFL.L

-

3NIE.L
100.0%

Consumer Defensive

3NFL.L

-

3NIE.L

-

Energy

3NFL.L

-

3NIE.L

-

Financial Services

3NFL.L

-

3NIE.L

-

Healthcare

3NFL.L

-

3NIE.L

-

Industrials

3NFL.L

-

3NIE.L

-

Real Estate

3NFL.L

-

3NIE.L

-

Technology

3NFL.L

-

3NIE.L

-

Utilities

3NFL.L

-

3NIE.L

-

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Leverage Shares 3x Netflix ETP Securities GBP

Leverage Shares 3x Long NIO ETP Securities

Often compared with 3NFL.L:
3NFL.L vs. NFLX3NFL.L vs. 2BRE.L3NFL.L vs. GBTC3NFL.L vs. XS2D.L3NFL.L vs. 3XFE.L3NFL.L vs. 3PLT.L3NFL.L vs. 3XLE.L
Often compared with 3NIE.L:
3NIE.L vs. QCN.TO3NIE.L vs. SMHX3NIE.L vs. SCHC3NIE.L vs. 3NFE.L3NIE.L vs. 2MSF.L3NIE.L vs. VOO3NIE.L vs. SLVI.L

Return for Risk

3NFL.L vs. 3NIE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
3NFL.L
3NFL.L Risk / Return Rank: 11
Overall Rank
3NFL.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
3NFL.L Sortino Ratio Rank: 11
Sortino Ratio Rank
3NFL.L Omega Ratio Rank: 11
Omega Ratio Rank
3NFL.L Calmar Ratio Rank: 11
Calmar Ratio Rank
3NFL.L Martin Ratio Rank: 22
Martin Ratio Rank
3NIE.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.

3NFL.L vs. 3NIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Netflix ETP Securities GBP (3NFL.L) and Leverage Shares 3x Long NIO ETP Securities (3NIE.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.

3NFL.L3NIE.LDifference
Sharpe ratioReturn per unit of total volatility
-0.85

—

—

Sortino ratioReturn per unit of downside risk
-1.61

—

—

Omega ratioGain probability vs. loss probability

0.79

—

—

Calmar ratioReturn relative to maximum drawdown

-0.95

—

—

Martin ratioReturn relative to average drawdown

-1.39

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

3NFL.L vs. 3NIE.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

3NFL.L3NIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

-0.40

+0.40

Drawdowns

3NFL.L vs. 3NIE.L - Drawdown Comparison

The maximum 3NFL.L drawdown since its inception was -99.86%, which is greater than 3NIE.L's maximum drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for 3NFL.L and 3NIE.L.

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Drawdown Indicators

3NFL.L3NIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-60.99%

-38.87%

Max Drawdown (1Y)

Largest decline over 1 year

-86.21%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-86.21%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-99.85%

—

—

Current Drawdown

Current decline from peak

-85.04%

-49.47%

-35.57%

Average Drawdown

Average peak-to-trough decline

-52.09%

-36.88%

-15.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.16%

—

—

Volatility

3NFL.L vs. 3NIE.L - Volatility Comparison

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Volatility by Period

3NFL.L3NIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.73%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

78.67%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

96.08%

175.06%

-78.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3,347.19%

175.06%

+3,172.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,063.98%

175.06%

+2,888.92%

3NFL.L vs. 3NIE.L - Expense Ratio Comparison

Both 3NFL.L and 3NIE.L have an expense ratio of 0.75%.

Dividends

3NFL.L vs. 3NIE.L - Dividend Comparison

Neither 3NFL.L nor 3NIE.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

3NFL.L and 3NIE.L have a correlation of -0.16, 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.

3NFL.L and 3NIE.L have the same expense ratio: 0.75% per year.

3NFL.L tracks iSTOXX Leveraged 3X NFLX Index, while 3NIE.L tracks iSTOXX Leveraged 3x NIO Index.

Portfolio Optimizer

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