3NIE.L vs. 3SPY.L
3NIE.L (Leverage Shares 3x Long NIO ETP Securities) and 3SPY.L (Leverage Shares 3x Long US 500 ETP Securities) are both Leveraged Equities funds from Leverage Shares. 3NIE.L is passively managed, while 3SPY.L is actively managed. 3NIE.L charges 0.75%/yr vs 0.01%/yr for 3SPY.L.
Performance
3NIE.L vs. 3SPY.L - Performance Comparison
Loading charts...
Returns By Period
3NIE.L
- 1D
- -17.01%
- 1M
- -30.92%
- YTD
- -41.42%
- 6M
- -33.98%
- 1Y
- -23.89%
- 3Y*
- 19.74%
- 5Y*
- —
- 10Y*
- —
3SPY.L
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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
3NIE.L vs. 3SPY.L — Risk / Return Rank
3NIE.L
3SPY.L
3NIE.L vs. 3SPY.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long NIO ETP Securities (3NIE.L) and Leverage Shares 3x Long US 500 ETP Securities (3SPY.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.
| 3NIE.L | 3SPY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.13 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | — | — |
| Martin ratioReturn relative to average drawdown | -0.39 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 3NIE.L | 3SPY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | — | — |
Drawdowns
3NIE.L vs. 3SPY.L - Drawdown Comparison
Loading charts...
Drawdown Indicators
| 3NIE.L | 3SPY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -87.45% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -99.86% | — | — |
Current DrawdownCurrent decline from peak | -99.94% | — | — |
Average DrawdownAverage peak-to-trough decline | -96.84% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.58% | — | — |
Volatility
3NIE.L vs. 3SPY.L - Volatility Comparison
Loading charts...
Volatility by Period
| 3NIE.L | 3SPY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 59.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 120.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 180.08% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29,796.18% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29,796.18% | — | — |
3NIE.L vs. 3SPY.L - Expense Ratio Comparison
3NIE.L has a 0.75% expense ratio, which is higher than 3SPY.L's 0.01% expense ratio.
Dividends
3NIE.L vs. 3SPY.L - Dividend Comparison
Neither 3NIE.L nor 3SPY.L has paid dividends to shareholders.
Frequently Asked Questions
On fees, 3SPY.L is cheaper at 0.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.
3SPY.L is cheaper with a 0.01% expense ratio, compared with 0.75% for 3NIE.L.
Their fees differ too: 0.75% for 3NIE.L and 0.01% for 3SPY.L.
Find the right allocation for 3NIE.L and 3SPY.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