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

Performance

3NIE.L vs. SLVI.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 Silver+ Yield ETP (SLVI.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025
3NIE.L
Leverage Shares 3x Long NIO ETP Securities
5.39%-21.24%
SLVI.L
IncomeShares Silver+ Yield ETP
0.73%31.68%

Returns By Period

In the year-to-date period, 3NIE.L achieves a 5.39% return, which is significantly higher than SLVI.L's 0.73% return.


3NIE.L

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

SLVI.L

1D
0.18%
1M
-13.85%
YTD
0.73%
6M
39.81%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

3NIE.L has a 0.75% expense ratio, which is higher than SLVI.L's 0.35% expense ratio.


Return for Risk

3NIE.L vs. SLVI.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 Silver+ Yield ETP (SLVI.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.

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


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Sharpe Ratios by Period


3NIE.LSLVI.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

2.05

-2.31

Correlation

The correlation between 3NIE.L and SLVI.L is 0.06, 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. SLVI.L - Dividend Comparison

3NIE.L has not paid dividends to shareholders, while SLVI.L's dividend yield for the trailing twelve months is around 0.07%.


Drawdowns

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

The maximum 3NIE.L drawdown since its inception was -60.65%, which is greater than SLVI.L's maximum drawdown of -37.77%. Use the drawdown chart below to compare losses from any high point for 3NIE.L and SLVI.L.


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Drawdown Indicators


3NIE.LSLVI.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.65%

-37.77%

-22.88%

Current Drawdown

Current decline from peak

-18.25%

-31.47%

+13.22%

Average Drawdown

Average peak-to-trough decline

-39.03%

-8.19%

-30.84%

Volatility

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


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Volatility by Period


3NIE.LSLVI.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

164.11%

52.09%

+112.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

164.11%

52.09%

+112.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

164.11%

52.09%

+112.02%