3NIE.L vs. GLDI.L
3NIE.L (Leverage Shares 3x Long NIO ETP Securities) and GLDI.L (IncomeShares Gold+ Yield ETP) are both exchange-traded funds - 3NIE.L is a Leveraged Equities fund tracking the iSTOXX Leveraged 3x NIO Index, while GLDI.L is a Derivative Income fund actively managed by Leverage Shares. 3NIE.L is passively managed, while GLDI.L is actively managed. 3NIE.L charges 0.75%/yr vs 0.35%/yr for GLDI.L.
Performance
3NIE.L vs. GLDI.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*
- —
GLDI.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. GLDI.L — Risk / Return Rank
3NIE.L
GLDI.L
3NIE.L vs. GLDI.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 IncomeShares Gold+ Yield ETP (GLDI.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 | GLDI.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 | GLDI.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. GLDI.L - Drawdown Comparison
Loading charts...
Drawdown Indicators
| 3NIE.L | GLDI.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. GLDI.L - Volatility Comparison
Loading charts...
Volatility by Period
| 3NIE.L | GLDI.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. GLDI.L - Expense Ratio Comparison
3NIE.L has a 0.75% expense ratio, which is higher than GLDI.L's 0.35% expense ratio.
Dividends
3NIE.L vs. GLDI.L - Dividend Comparison
Neither 3NIE.L nor GLDI.L has paid dividends to shareholders.
Frequently Asked Questions
On fees, GLDI.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GLDI.L is cheaper with a 0.35% expense ratio, compared with 0.75% for 3NIE.L.
3NIE.L is categorized as Leveraged Equities, while GLDI.L is Derivative Income. Their fees differ too: 0.75% for 3NIE.L and 0.35% for GLDI.L.
Find the right allocation for 3NIE.L and GLDI.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