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3TSL.L vs. SPYY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3TSL.L vs. SPYY.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 IncomeShares S&P500 Options (0DTE) ETP (SPYY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, 3TSL.L achieves a -35.52% return, which is significantly lower than SPYY.L's -2.90% return.


3TSL.L

1D
4.45%
1M
24.10%
YTD
-35.52%
6M
-32.22%
1Y
-21.67%
3Y*
-39.51%
5Y*
-50.12%
10Y*

SPYY.L

1D
0.03%
1M
3.03%
YTD
-2.90%
6M
-2.93%
1Y
11.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
3TSL.L
Leverage Shares 3x Tesla ETP Securities GBX
-35.52%-71.66%404.73%
SPYY.L
IncomeShares S&P500 Options (0DTE) ETP
-2.90%7.74%-0.23%

Correlation

The correlation between 3TSL.L and SPYY.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2024

0.33

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Return for Risk

3TSL.L vs. SPYY.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: 1010
Overall Rank
3TSL.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
3TSL.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
3TSL.L Omega Ratio Rank: 1515
Omega Ratio Rank
3TSL.L Calmar Ratio Rank: 66
Calmar Ratio Rank
3TSL.L Martin Ratio Rank: 66
Martin Ratio Rank

SPYY.L
SPYY.L Risk / Return Rank: 2222
Overall Rank
SPYY.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPYY.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYY.L Omega Ratio Rank: 2828
Omega Ratio Rank
SPYY.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPYY.L Martin Ratio Rank: 2020
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. SPYY.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 IncomeShares S&P500 Options (0DTE) ETP (SPYY.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.


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

-1.01

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.09

1.18

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.30

0.83

-1.13

Martin ratioReturn relative to average drawdown

-0.57

2.28

-2.86

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

The current 3TSL.L Sharpe Ratio is -0.16, which is lower than the SPYY.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of 3TSL.L and SPYY.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


3TSL.LSPYY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.85

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.16

-0.49

Drawdowns

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

The maximum 3TSL.L drawdown since its inception was -99.83%, which is greater than SPYY.L's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for 3TSL.L and SPYY.L.


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Drawdown Indicators


3TSL.LSPYY.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.83%

-17.17%

-82.66%

Max Drawdown (1Y)

Largest decline over 1 year

-71.97%

-14.29%

-57.68%

Max Drawdown (3Y)

Largest decline over 3 years

-95.49%

Max Drawdown (5Y)

Largest decline over 5 years

-99.83%

Current Drawdown

Current decline from peak

-99.64%

-4.46%

-95.18%

Average Drawdown

Average peak-to-trough decline

-85.99%

-4.98%

-81.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.52%

5.21%

+32.31%

Volatility

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

Leverage Shares 3x Tesla ETP Securities GBX (3TSL.L) has a higher volatility of 38.75% compared to IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) at 3.54%. This indicates that 3TSL.L's price experiences larger fluctuations and is considered to be riskier than SPYY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3TSL.LSPYY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.75%

3.54%

+35.21%

Volatility (6M)

Calculated over the trailing 6-month period

84.86%

10.31%

+74.55%

Volatility (1Y)

Calculated over the trailing 1-year period

137.57%

14.01%

+123.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

166.00%

15.45%

+150.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

165.84%

15.45%

+150.39%

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

3TSL.L has a 0.75% expense ratio, which is higher than SPYY.L's 0.45% expense ratio.


Dividends

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

3TSL.L has not paid dividends to shareholders, while SPYY.L's dividend yield for the trailing twelve months is around 34.31%.


PositionTTM20252024
3TSL.L
Leverage Shares 3x Tesla ETP Securities GBX
0.00%0.00%0.00%
SPYY.L
IncomeShares S&P500 Options (0DTE) ETP
34.31%82.07%2.84%

Frequently Asked Questions


3TSL.L and SPYY.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYY.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYY.L is cheaper with a 0.45% expense ratio, compared with 0.75% for 3TSL.L.

3TSL.L is categorized as Leveraged Equities, while SPYY.L is Derivative Income. Their fees differ too: 0.75% for 3TSL.L and 0.45% for SPYY.L.

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