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3NFL.L vs. XS2D.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

3NFL.L vs. XS2D.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 Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L). The values are adjusted to include any dividend payments, if applicable.

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3NFL.L vs. XS2D.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
3NFL.L
Leverage Shares 3x Netflix ETP Securities GBP
-7.64%-39.94%323.42%22,926.07%-99.45%15.85%30.94%
XS2D.L
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C
-7.83%17.56%48.20%41.43%-31.85%64.57%31.03%
Different Trading Currencies

3NFL.L is traded in GBp, while XS2D.L is traded in USD. To make them comparable, the XS2D.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with 3NFL.L having a -7.64% return and XS2D.L slightly lower at -7.83%.


3NFL.L

1D
-0.36%
1M
-4.79%
YTD
-7.64%
6M
-59.12%
1Y
-37.00%
3Y*
598.99%
5Y*
31.97%
10Y*

XS2D.L

1D
4.64%
1M
-6.62%
YTD
-7.83%
6M
-3.20%
1Y
25.93%
3Y*
27.34%
5Y*
17.53%
10Y*
22.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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3NFL.L vs. XS2D.L - Expense Ratio Comparison

3NFL.L has a 0.75% expense ratio, which is higher than XS2D.L's 0.60% expense ratio.


Return for Risk

3NFL.L vs. XS2D.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: 77
Overall Rank
3NFL.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
3NFL.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
3NFL.L Omega Ratio Rank: 1010
Omega Ratio Rank
3NFL.L Calmar Ratio Rank: 44
Calmar Ratio Rank
3NFL.L Martin Ratio Rank: 55
Martin Ratio Rank

XS2D.L
XS2D.L Risk / Return Rank: 5151
Overall Rank
XS2D.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XS2D.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
XS2D.L Omega Ratio Rank: 4848
Omega Ratio Rank
XS2D.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
XS2D.L Martin Ratio Rank: 5757
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.

3NFL.L vs. XS2D.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 Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.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.LXS2D.LDifference

Sharpe ratio

Return per unit of total volatility

-0.37

0.84

-1.21

Sortino ratio

Return per unit of downside risk

0.04

1.30

-1.25

Omega ratio

Gain probability vs. loss probability

1.01

1.19

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.47

1.62

-2.09

Martin ratio

Return relative to average drawdown

-0.82

5.80

-6.62

3NFL.L vs. XS2D.L - Sharpe Ratio Comparison

The current 3NFL.L Sharpe Ratio is -0.37, which is lower than the XS2D.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of 3NFL.L and XS2D.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


3NFL.LXS2D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

0.84

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.58

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.79

-0.78

Correlation

The correlation between 3NFL.L and XS2D.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

3NFL.L vs. XS2D.L - Dividend Comparison

Neither 3NFL.L nor XS2D.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

3NFL.L vs. XS2D.L - Drawdown Comparison

The maximum 3NFL.L drawdown since its inception was -99.86%, which is greater than XS2D.L's maximum drawdown of -54.44%. Use the drawdown chart below to compare losses from any high point for 3NFL.L and XS2D.L.


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Drawdown Indicators


3NFL.LXS2D.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-59.31%

-40.55%

Max Drawdown (1Y)

Largest decline over 1 year

-86.21%

-22.93%

-63.28%

Max Drawdown (5Y)

Largest decline over 5 years

-99.85%

-46.01%

-53.84%

Max Drawdown (10Y)

Largest decline over 10 years

-59.31%

Current Drawdown

Current decline from peak

-74.45%

-11.50%

-62.95%

Average Drawdown

Average peak-to-trough decline

-51.34%

-9.09%

-42.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.86%

4.29%

+45.57%

Volatility

3NFL.L vs. XS2D.L - Volatility Comparison

Leverage Shares 3x Netflix ETP Securities GBP (3NFL.L) has a higher volatility of 16.96% compared to Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) at 9.15%. This indicates that 3NFL.L's price experiences larger fluctuations and is considered to be riskier than XS2D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3NFL.LXS2D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.96%

9.15%

+7.81%

Volatility (6M)

Calculated over the trailing 6-month period

77.06%

17.14%

+59.92%

Volatility (1Y)

Calculated over the trailing 1-year period

99.02%

30.87%

+68.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3,347.16%

30.03%

+3,317.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,107.61%

31.22%

+3,076.39%