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3TSE.L vs. 2BRE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3TSE.L vs. 2BRE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Tesla ETP Securities EUR (3TSE.L) and Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR (2BRE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3TSE.L achieves a -34.04% return, which is significantly lower than 2BRE.L's -14.42% return.


3TSE.L

1D
5.89%
1M
25.77%
YTD
-34.04%
6M
-30.13%
1Y
-22.56%
3Y*
-39.32%
5Y*
-50.93%
10Y*

2BRE.L

1D
1.11%
1M
-0.75%
YTD
-14.42%
6M
-16.58%
1Y
-20.29%
3Y*
10.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3TSE.L vs. 2BRE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
3TSE.L
Leverage Shares 3x Tesla ETP Securities EUR
-34.04%-73.03%31.43%225.06%-99.10%38.41%
2BRE.L
Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR
-14.42%-4.91%55.13%18.25%4.42%-0.89%

Correlation

The correlation between 3TSE.L and 2BRE.L is -0.01, 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 (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.13

The correlation between 3TSE.L and 2BRE.L shifts across timeframes, from -0.01 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3TSE.L vs. 2BRE.L — Risk / Return Rank

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

3TSE.L
3TSE.L Risk / Return Rank: 1010
Overall Rank
3TSE.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
3TSE.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
3TSE.L Omega Ratio Rank: 1515
Omega Ratio Rank
3TSE.L Calmar Ratio Rank: 66
Calmar Ratio Rank
3TSE.L Martin Ratio Rank: 66
Martin Ratio Rank

2BRE.L
2BRE.L Risk / Return Rank: 22
Overall Rank
2BRE.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
2BRE.L Sortino Ratio Rank: 33
Sortino Ratio Rank
2BRE.L Omega Ratio Rank: 33
Omega Ratio Rank
2BRE.L Calmar Ratio Rank: 11
Calmar Ratio Rank
2BRE.L Martin Ratio Rank: 00
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.

3TSE.L vs. 2BRE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Tesla ETP Securities EUR (3TSE.L) and Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR (2BRE.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.


3TSE.L2BRE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.09

0.90

+0.19

Calmar ratioReturn relative to maximum drawdown

-0.31

-0.89

+0.58

Martin ratioReturn relative to average drawdown

-0.60

-1.75

+1.15

3TSE.L vs. 2BRE.L - Sharpe Ratio Comparison

The current 3TSE.L Sharpe Ratio is -0.16, which is higher than the 2BRE.L Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of 3TSE.L and 2BRE.L, 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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Sharpe Ratios by Period


3TSE.L2BRE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

-0.72

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.30

-0.63

Drawdowns

3TSE.L vs. 2BRE.L - Drawdown Comparison

The maximum 3TSE.L drawdown since its inception was -99.84%, which is greater than 2BRE.L's maximum drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for 3TSE.L and 2BRE.L.


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Drawdown Indicators


3TSE.L2BRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.84%

-40.62%

-59.22%

Max Drawdown (1Y)

Largest decline over 1 year

-71.98%

-22.65%

-49.33%

Max Drawdown (3Y)

Largest decline over 3 years

-95.43%

-39.67%

-55.76%

Max Drawdown (5Y)

Largest decline over 5 years

-99.84%

Current Drawdown

Current decline from peak

-99.64%

-37.65%

-61.99%

Average Drawdown

Average peak-to-trough decline

-85.75%

-19.08%

-66.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.45%

11.56%

+25.89%

Volatility

3TSE.L vs. 2BRE.L - Volatility Comparison

Leverage Shares 3x Tesla ETP Securities EUR (3TSE.L) has a higher volatility of 38.69% compared to Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETC EUR (2BRE.L) at 8.36%. This indicates that 3TSE.L's price experiences larger fluctuations and is considered to be riskier than 2BRE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3TSE.L2BRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.69%

8.36%

+30.33%

Volatility (6M)

Calculated over the trailing 6-month period

84.97%

20.39%

+64.58%

Volatility (1Y)

Calculated over the trailing 1-year period

138.69%

28.18%

+110.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

166.13%

37.25%

+128.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

165.46%

37.25%

+128.21%

3TSE.L vs. 2BRE.L - Expense Ratio Comparison

Both 3TSE.L and 2BRE.L have an expense ratio of 0.75%.


Dividends

3TSE.L vs. 2BRE.L - Dividend Comparison

Neither 3TSE.L nor 2BRE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3TSE.L and 2BRE.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

3TSE.L and 2BRE.L have the same expense ratio: 0.75% per year.

Portfolio Optimizer

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