PortfoliosLab logoPortfoliosLab logo
3TSL.L vs. DL2P.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3TSL.L vs. DL2P.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 3x Tesla ETP Securities GBX (3TSL.L) and L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 3TSL.L achieves a -56.10% return, which is significantly lower than DL2P.L's -4.46% return.


3TSL.L

1D
-2.70%
1M
-16.53%
6M
-51.34%
YTD
-56.10%
1Y
-12.54%
3Y*
127.80%
5Y*
26.34%
10Y*

DL2P.L

1D
-1.19%
1M
-2.91%
6M
-10.27%
YTD
-4.46%
1Y
-3.89%
3Y*
22.64%
5Y*
11.89%
10Y*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3TSL.L vs. DL2P.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
3TSL.L
Leverage Shares 3x Tesla ETP Securities GBX
-56.10%-71.66%25.48%51,227.74%-98.76%39.38%
DL2P.L
L&G DAX Daily 2x Long UCITS ETF EUR (Acc)
-4.46%44.27%25.79%31.85%-23.59%13.70%

Correlation

The correlation between 3TSL.L and DL2P.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2021

0.34

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

3TSL.L vs. DL2P.L — Risk / Return Rank

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

3TSL.L
3TSL.L Risk / Return Rank: 1212
Overall Rank
3TSL.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
3TSL.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
3TSL.L Omega Ratio Rank: 1717
Omega Ratio Rank
3TSL.L Calmar Ratio Rank: 88
Calmar Ratio Rank
3TSL.L Martin Ratio Rank: 88
Martin Ratio Rank

DL2P.L
DL2P.L Risk / Return Rank: 88
Overall Rank
DL2P.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DL2P.L Sortino Ratio Rank: 99
Sortino Ratio Rank
DL2P.L Omega Ratio Rank: 99
Omega Ratio Rank
DL2P.L Calmar Ratio Rank: 88
Calmar Ratio Rank
DL2P.L Martin Ratio Rank: 77
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.

3TSL.L vs. DL2P.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Tesla ETP Securities GBX (3TSL.L) and L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.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.


3TSL.LDL2P.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.09

1.00

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.17

-0.16

-0.01

Martin ratioReturn relative to average drawdown

-0.30

-0.46

+0.15

3TSL.L vs. DL2P.L - Sharpe Ratio Comparison

The current 3TSL.L Sharpe Ratio is -0.10, which is comparable to the DL2P.L Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of 3TSL.L and DL2P.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.


Loading charts...

Drawdowns

3TSL.L vs. DL2P.L - Drawdown Comparison

The maximum 3TSL.L drawdown since its inception was -99.59%, which is greater than DL2P.L's maximum drawdown of -63.02%. Use the drawdown chart below to compare losses from any high point for 3TSL.L and DL2P.L.


Loading charts...

Drawdown Indicators


3TSL.LDL2P.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.59%

-63.02%

-36.57%

Max Drawdown (1Y)

Largest decline over 1 year

-71.97%

-23.87%

-48.10%

Max Drawdown (3Y)

Largest decline over 3 years

-94.73%

-28.21%

-66.52%

Max Drawdown (5Y)

Largest decline over 5 years

-99.59%

-46.63%

-52.96%

Max Drawdown (10Y)

Largest decline over 10 years

-63.02%

Current Drawdown

Current decline from peak

-92.10%

-10.55%

-81.55%

Average Drawdown

Average peak-to-trough decline

-75.28%

-16.32%

-58.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.12%

8.50%

+32.62%

Volatility

3TSL.L vs. DL2P.L - Volatility Comparison

Leverage Shares 3x Tesla ETP Securities GBX (3TSL.L) has a higher volatility of 47.95% compared to L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.L) at 9.47%. This indicates that 3TSL.L's price experiences larger fluctuations and is considered to be riskier than DL2P.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


3TSL.LDL2P.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.95%

9.47%

+38.48%

Volatility (6M)

Calculated over the trailing 6-month period

90.97%

26.53%

+64.44%

Volatility (1Y)

Calculated over the trailing 1-year period

131.22%

31.14%

+100.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7,987.62%

33.71%

+7,953.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7,728.33%

35.50%

+7,692.83%

3TSL.L vs. DL2P.L - Expense Ratio Comparison

3TSL.L has a 0.75% expense ratio, which is higher than DL2P.L's 0.40% expense ratio.


Dividends

3TSL.L vs. DL2P.L - Dividend Comparison

Neither 3TSL.L nor DL2P.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3TSL.L and DL2P.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DL2P.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DL2P.L is cheaper with a 0.40% expense ratio, compared with 0.75% for 3TSL.L.

3TSL.L tracks iSTOXX Leveraged 3x TSLA Index, while DL2P.L tracks LevDAX x2 Index Gross TR EUR. They also come from different issuers: Leverage Shares and L&G. Their fees differ too: 0.75% for 3TSL.L and 0.40% for DL2P.L.

Portfolio Optimizer

Find the right allocation for 3TSL.L and DL2P.L

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

Open Portfolio Optimizer