3NIE.L vs. NVDI.L

Last updated Apr 2, 2026

Compare and contrast key facts about Leverage Shares 3x Long NIO ETP Securities (3NIE.L) and IncomeShares NVIDIA NVDA Options ETP (NVDI.L).

3NIE.L and NVDI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 3NIE.L is a passively managed fund by Leverage Shares that tracks the performance of the iSTOXX Leveraged 3x NIO Index. It was launched on Dec 10, 2021. NVDI.L is an actively managed fund by Leverage Shares. It was launched on Jul 22, 2024.

Performance

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x Long NIO ETP Securities (3NIE.L) and IncomeShares NVIDIA NVDA Options ETP (NVDI.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
3NIE.L Leverage Shares 3x Long NIO ETP Securities	5.39%	-21.24%
NVDI.L IncomeShares NVIDIA NVDA Options ETP	-12.15%	8.42%

Returns By Period

In the year-to-date period, 3NIE.L achieves a 5.39% return, which is significantly higher than NVDI.L's -12.15% return.

3NIE.L

• 1D: 5.91%
• 1M: 84.55%
• YTD: 5.39%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVDI.L

• 1D: -0.50%
• 1M: -2.97%
• YTD: -12.15%
• 6M: -13.46%
• 1Y: 17.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

3NIE.L

Leverage Shares 3x Long NIO ETP Securities

NVDI.L

IncomeShares NVIDIA NVDA Options ETP

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVDI.L

NVDI.L Risk / Return Rank: 27
NVDI.L Sharpe Ratio Rank: 26
NVDI.L Sortino Ratio Rank: 28
NVDI.L Omega Ratio Rank: 27
NVDI.L Calmar Ratio Rank: 29
NVDI.L Martin Ratio Rank: 24

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.

3NIE.L vs. NVDI.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 NVIDIA NVDA Options ETP (NVDI.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	3NIE.L	NVDI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.25	-0.07	-0.18

Correlation

The correlation between 3NIE.L and NVDI.L is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

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

3NIE.L has not paid dividends to shareholders, while NVDI.L's dividend yield for the trailing twelve months is around 20.38%.

	TTM	2025	2024
3NIE.L Leverage Shares 3x Long NIO ETP Securities	0.00%	0.00%	0.00%
NVDI.L IncomeShares NVIDIA NVDA Options ETP	20.38%	32.04%	2.59%

Drawdowns

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

The maximum 3NIE.L drawdown since its inception was -60.65%, which is greater than NVDI.L's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for 3NIE.L and NVDI.L.

Drawdown Indicators

	3NIE.L	NVDI.L	Difference
Max Drawdown Largest peak-to-trough decline	-60.65%	-31.39%	-29.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-21.59%	—
Current Drawdown Current decline from peak	-18.25%	-20.26%	+2.01%
Average Drawdown Average peak-to-trough decline	-39.03%	-10.15%	-28.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.80%	—

Volatility

Volatility by Period

	3NIE.L	NVDI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	164.11%	35.79%	+128.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	164.11%	40.10%	+124.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	164.11%	40.10%	+124.01%