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3SPY.L vs. RKLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SPY.L vs. RKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x Long US 500 ETP Securities (3SPY.L) and Defiance Daily Target 2X Long RKLB ETF (RKLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3SPY.L achieves a 20.82% return, which is significantly higher than RKLX's -39.48% return.


3SPY.L

1D
0.00%
1M
-1.44%
6M
19.97%
YTD
20.82%
1Y
46.65%
3Y*
36.44%
5Y*
10Y*

RKLX

1D
-6.63%
1M
-55.98%
6M
-63.97%
YTD
-39.48%
1Y
-4.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SPY.L vs. RKLX - Yearly Performance Comparison


Correlation

The correlation between 3SPY.L and RKLX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2025

0.26

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Return for Risk

3SPY.L vs. RKLX — Risk / Return Rank

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

3SPY.L
3SPY.L Risk / Return Rank: 3333
Overall Rank
3SPY.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
3SPY.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
3SPY.L Omega Ratio Rank: 4949
Omega Ratio Rank
3SPY.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
3SPY.L Martin Ratio Rank: 2323
Martin Ratio Rank

RKLX
RKLX Risk / Return Rank: 1616
Overall Rank
RKLX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
RKLX Sortino Ratio Rank: 2929
Sortino Ratio Rank
RKLX Omega Ratio Rank: 2626
Omega Ratio Rank
RKLX Calmar Ratio Rank: 99
Calmar Ratio Rank
RKLX Martin Ratio Rank: 99
Martin Ratio Rank
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.

3SPY.L vs. RKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long US 500 ETP Securities (3SPY.L) and Defiance Daily Target 2X Long RKLB ETF (RKLX). 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.


3SPY.LRKLXDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.26

1.16

+0.10

Calmar ratioReturn relative to maximum drawdown

1.12

-0.06

+1.18

Martin ratioReturn relative to average drawdown

2.28

-0.11

+2.39

3SPY.L vs. RKLX - Sharpe Ratio Comparison

The current 3SPY.L Sharpe Ratio is 0.84, which is higher than the RKLX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of 3SPY.L and RKLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

3SPY.L vs. RKLX - Drawdown Comparison

The maximum 3SPY.L drawdown since its inception was -56.70%, smaller than the maximum RKLX drawdown of -78.82%. Use the drawdown chart below to compare losses from any high point for 3SPY.L and RKLX.


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Drawdown Indicators


3SPY.LRKLXDifference

Max Drawdown

Largest peak-to-trough decline

-56.70%

-78.82%

+22.12%

Max Drawdown (1Y)

Largest decline over 1 year

-41.60%

-78.82%

+37.22%

Max Drawdown (3Y)

Largest decline over 3 years

-56.70%

Current Drawdown

Current decline from peak

-9.73%

-78.82%

+69.09%

Average Drawdown

Average peak-to-trough decline

-20.02%

-28.90%

+8.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.50%

42.18%

-21.68%

Volatility

3SPY.L vs. RKLX - Volatility Comparison

The current volatility for Leverage Shares 3x Long US 500 ETP Securities (3SPY.L) is 8.34%, while Defiance Daily Target 2X Long RKLB ETF (RKLX) has a volatility of 55.50%. This indicates that 3SPY.L experiences smaller price fluctuations and is considered to be less risky than RKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3SPY.LRKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

55.50%

-47.16%

Volatility (6M)

Calculated over the trailing 6-month period

25.98%

142.83%

-116.85%

Volatility (1Y)

Calculated over the trailing 1-year period

55.58%

188.18%

-132.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.59%

183.90%

-132.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.59%

183.90%

-132.31%

3SPY.L vs. RKLX - Expense Ratio Comparison

3SPY.L has a 0.01% expense ratio, which is lower than RKLX's 1.29% expense ratio.


Dividends

3SPY.L vs. RKLX - Dividend Comparison

3SPY.L has not paid dividends to shareholders, while RKLX's dividend yield for the trailing twelve months is around 24.69%.


Frequently Asked Questions


3SPY.L and RKLX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 1.29% for RKLX.

They also come from different issuers: Leverage Shares and Defiance. Their fees differ too: 0.01% for 3SPY.L and 1.29% for RKLX.

Portfolio Optimizer

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