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3PYE.L vs. AVGI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3PYE.L vs. AVGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x PayPal ETP Securities EUR (3PYE.L) and IncomeShares Broadcom (AVGO) Options ETP (AVGI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, 3PYE.L achieves a -73.45% return, which is significantly lower than AVGI.L's 13.59% return.


3PYE.L

1D
-2.67%
1M
-9.32%
YTD
-73.45%
6M
-73.84%
1Y
-89.68%
3Y*
-66.10%
5Y*
-85.34%
10Y*

AVGI.L

1D
0.00%
1M
-5.54%
YTD
13.59%
6M
14.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3PYE.L vs. AVGI.L - Yearly Performance Comparison


2026 (YTD)2025
3PYE.L
Leverage Shares 3x PayPal ETP Securities EUR
-73.45%-63.70%
AVGI.L
IncomeShares Broadcom (AVGO) Options ETP
13.59%11,401.72%

Correlation

The correlation between 3PYE.L and AVGI.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.08

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Return for Risk

3PYE.L vs. AVGI.L — Risk / Return Rank

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

3PYE.L
3PYE.L Risk / Return Rank: 22
Overall Rank
3PYE.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
3PYE.L Sortino Ratio Rank: 22
Sortino Ratio Rank
3PYE.L Omega Ratio Rank: 11
Omega Ratio Rank
3PYE.L Calmar Ratio Rank: 11
Calmar Ratio Rank
3PYE.L Martin Ratio Rank: 33
Martin Ratio Rank

AVGI.L

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

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.

3PYE.L vs. AVGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x PayPal ETP Securities EUR (3PYE.L) and IncomeShares Broadcom (AVGO) Options ETP (AVGI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


3PYE.LAVGI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.78

Calmar ratioReturn relative to maximum drawdown

-0.97

Martin ratioReturn relative to average drawdown

-1.33

3PYE.L vs. AVGI.L - Sharpe Ratio Comparison


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Drawdowns

3PYE.L vs. AVGI.L - Drawdown Comparison

The maximum 3PYE.L drawdown since its inception was -100.00%, which is greater than AVGI.L's maximum drawdown of -43.90%. Use the drawdown chart below to compare losses from any high point for 3PYE.L and AVGI.L.


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Drawdown Indicators


3PYE.LAVGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-43.90%

-56.10%

Max Drawdown (1Y)

Largest decline over 1 year

-92.53%

Max Drawdown (3Y)

Largest decline over 3 years

-97.64%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

Current Drawdown

Current decline from peak

-99.99%

-26.49%

-73.50%

Average Drawdown

Average peak-to-trough decline

-89.32%

-22.48%

-66.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.47%

Volatility

3PYE.L vs. AVGI.L - Volatility Comparison


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Volatility by Period


3PYE.LAVGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.25%

Volatility (6M)

Calculated over the trailing 6-month period

109.59%

Volatility (1Y)

Calculated over the trailing 1-year period

114.40%

10,072.85%

-9,958.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

121.32%

10,072.85%

-9,951.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.89%

10,072.85%

-9,952.96%

3PYE.L vs. AVGI.L - Expense Ratio Comparison

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


Dividends

3PYE.L vs. AVGI.L - Dividend Comparison

3PYE.L has not paid dividends to shareholders, while AVGI.L's dividend yield for the trailing twelve months is around 48.40%.


Frequently Asked Questions


3PYE.L and AVGI.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVGI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVGI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 3PYE.L.

3PYE.L is categorized as Leveraged Equities, while AVGI.L is Derivative Income. Their fees differ too: 0.75% for 3PYE.L and 0.55% for AVGI.L.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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