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3XLE.L vs. 2FB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3XLE.L vs. 2FB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) and Leverage Shares 2x Facebook ETC A GBP (2FB.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, 3XLE.L achieves a 97.09% return, which is significantly higher than 2FB.L's -16.41% return.


3XLE.L

1D
-0.49%
1M
-5.14%
YTD
97.09%
6M
82.88%
1Y
133.33%
3Y*
14.74%
5Y*
10Y*

2FB.L

1D
7.11%
1M
11.12%
YTD
-16.41%
6M
-17.80%
1Y
-28.39%
3Y*
38.40%
5Y*
0.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3XLE.L vs. 2FB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
3XLE.L
Leverage Shares 3x Long Oil & Gas ETP Securities GBP
97.09%-17.73%-12.65%-29.34%191.33%-3.39%
2FB.L
Leverage Shares 2x Facebook ETC A GBP
-16.41%-8.57%128.56%597.14%-92.16%-1.79%

Correlation

The correlation between 3XLE.L and 2FB.L is -0.12, 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

-0.12

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

-0.01

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

0.04

The correlation between 3XLE.L and 2FB.L shifts across timeframes, from -0.12 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3XLE.L vs. 2FB.L — Risk / Return Rank

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

3XLE.L
3XLE.L Risk / Return Rank: 5656
Overall Rank
3XLE.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
3XLE.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
3XLE.L Omega Ratio Rank: 4949
Omega Ratio Rank
3XLE.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
3XLE.L Martin Ratio Rank: 5454
Martin Ratio Rank

2FB.L
2FB.L Risk / Return Rank: 66
Overall Rank
2FB.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
2FB.L Sortino Ratio Rank: 66
Sortino Ratio Rank
2FB.L Omega Ratio Rank: 66
Omega Ratio Rank
2FB.L Calmar Ratio Rank: 55
Calmar Ratio Rank
2FB.L Martin Ratio Rank: 55
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.

3XLE.L vs. 2FB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) and Leverage Shares 2x Facebook ETC A GBP (2FB.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.


3XLE.L2FB.LDifference
Sharpe ratioReturn per unit of total volatility

+2.41

Sortino ratioReturn per unit of downside risk

+2.52

Omega ratioGain probability vs. loss probability

1.31

0.97

+0.34

Calmar ratioReturn relative to maximum drawdown

3.38

-0.47

+3.85

Martin ratioReturn relative to average drawdown

9.27

-0.87

+10.13

3XLE.L vs. 2FB.L - Sharpe Ratio Comparison

The current 3XLE.L Sharpe Ratio is 1.99, which is higher than the 2FB.L Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of 3XLE.L and 2FB.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


3XLE.L2FB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

-0.43

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.08

+0.26

Drawdowns

3XLE.L vs. 2FB.L - Drawdown Comparison

The maximum 3XLE.L drawdown since its inception was -74.89%, smaller than the maximum 2FB.L drawdown of -96.13%. Use the drawdown chart below to compare losses from any high point for 3XLE.L and 2FB.L.


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Drawdown Indicators


3XLE.L2FB.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.89%

-96.13%

+21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-39.26%

-60.32%

+21.06%

Max Drawdown (3Y)

Largest decline over 3 years

-66.05%

-63.66%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-96.13%

Current Drawdown

Current decline from peak

-32.03%

-49.57%

+17.54%

Average Drawdown

Average peak-to-trough decline

-45.06%

-39.73%

-5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.33%

32.69%

-18.36%

Volatility

3XLE.L vs. 2FB.L - Volatility Comparison

Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) has a higher volatility of 25.44% compared to Leverage Shares 2x Facebook ETC A GBP (2FB.L) at 15.00%. This indicates that 3XLE.L's price experiences larger fluctuations and is considered to be riskier than 2FB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3XLE.L2FB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.44%

15.00%

+10.44%

Volatility (6M)

Calculated over the trailing 6-month period

57.73%

51.06%

+6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

66.92%

66.69%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.19%

83.82%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.19%

78.67%

+3.52%

3XLE.L vs. 2FB.L - Expense Ratio Comparison

Both 3XLE.L and 2FB.L have an expense ratio of 0.75%.


Dividends

3XLE.L vs. 2FB.L - Dividend Comparison

Neither 3XLE.L nor 2FB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3XLE.L and 2FB.L have a correlation of -0.12, 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.

3XLE.L and 2FB.L have the same expense ratio: 0.75% per year.

Portfolio Optimizer

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