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

Performance

3TSE.L vs. 3XLE.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 3x Long Oil & Gas ETP Securities GBP (3XLE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, 3TSE.L achieves a -34.04% return, which is significantly lower than 3XLE.L's 99.96% 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*

3XLE.L

1D
6.75%
1M
-2.01%
YTD
99.96%
6M
89.20%
1Y
116.35%
3Y*
14.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3TSE.L vs. 3XLE.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%
3XLE.L
Leverage Shares 3x Long Oil & Gas ETP Securities GBP
99.96%-22.02%-8.44%-27.84%176.75%-2.33%

Correlation

The correlation between 3TSE.L and 3XLE.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.05

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

0.11

The correlation between 3TSE.L and 3XLE.L shifts across timeframes, from -0.11 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3TSE.L vs. 3XLE.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

3XLE.L
3XLE.L Risk / Return Rank: 5151
Overall Rank
3XLE.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
3XLE.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
3XLE.L Omega Ratio Rank: 4646
Omega Ratio Rank
3XLE.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
3XLE.L Martin Ratio Rank: 5151
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. 3XLE.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 3x Long Oil & Gas ETP Securities GBP (3XLE.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.L3XLE.LDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.09

1.28

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.31

2.94

-3.25

Martin ratioReturn relative to average drawdown

-0.60

8.05

-8.65

3TSE.L vs. 3XLE.L - Sharpe Ratio Comparison

The current 3TSE.L Sharpe Ratio is -0.16, which is lower than the 3XLE.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of 3TSE.L and 3XLE.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.L3XLE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

1.72

-1.89

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

0.33

-0.66

Drawdowns

3TSE.L vs. 3XLE.L - Drawdown Comparison

The maximum 3TSE.L drawdown since its inception was -99.84%, which is greater than 3XLE.L's maximum drawdown of -75.28%. Use the drawdown chart below to compare losses from any high point for 3TSE.L and 3XLE.L.


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Drawdown Indicators


3TSE.L3XLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.84%

-75.28%

-24.56%

Max Drawdown (1Y)

Largest decline over 1 year

-71.98%

-39.36%

-32.62%

Max Drawdown (3Y)

Largest decline over 3 years

-95.43%

-66.58%

-28.85%

Max Drawdown (5Y)

Largest decline over 5 years

-99.84%

Current Drawdown

Current decline from peak

-99.64%

-32.45%

-67.19%

Average Drawdown

Average peak-to-trough decline

-85.75%

-45.34%

-40.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.45%

14.40%

+23.05%

Volatility

3TSE.L vs. 3XLE.L - Volatility Comparison

Leverage Shares 3x Tesla ETP Securities EUR (3TSE.L) has a higher volatility of 38.69% compared to Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) at 25.67%. This indicates that 3TSE.L's price experiences larger fluctuations and is considered to be riskier than 3XLE.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.L3XLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.69%

25.67%

+13.02%

Volatility (6M)

Calculated over the trailing 6-month period

84.97%

57.93%

+27.04%

Volatility (1Y)

Calculated over the trailing 1-year period

138.69%

67.45%

+71.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

166.13%

83.04%

+83.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

165.46%

83.04%

+82.42%

3TSE.L vs. 3XLE.L - Expense Ratio Comparison

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


Dividends

3TSE.L vs. 3XLE.L - Dividend Comparison

Neither 3TSE.L nor 3XLE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3TSE.L and 3XLE.L have a correlation of -0.11, 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 3XLE.L have the same expense ratio: 0.75% per year.

Portfolio Optimizer

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