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3XLE.L vs. 5QQE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3XLE.L vs. 5QQE.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 5x Long Nasdaq 100 ETP Securities EUR (5QQE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3XLE.L is traded in GBp, while 5QQE.L is traded in EUR. To make them comparable, the 5QQE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with 3XLE.L having a 97.09% return and 5QQE.L slightly higher at 100.27%.


3XLE.L

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

5QQE.L

1D
0.12%
1M
59.32%
YTD
100.27%
6M
87.36%
1Y
231.36%
3Y*
75.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3XLE.L vs. 5QQE.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%
5QQE.L
Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR
100.21%-4.80%76.92%400.57%-95.65%9.21%

Correlation

The correlation between 3XLE.L and 5QQE.L is -0.20, 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

-0.20

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

0.03

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

0.10

The correlation between 3XLE.L and 5QQE.L shifts across timeframes, from -0.20 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3XLE.L vs. 5QQE.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

5QQE.L
5QQE.L Risk / Return Rank: 7171
Overall Rank
5QQE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
5QQE.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
5QQE.L Omega Ratio Rank: 6262
Omega Ratio Rank
5QQE.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
5QQE.L Martin Ratio Rank: 6161
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. 5QQE.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 5x Long Nasdaq 100 ETP Securities EUR (5QQE.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.L5QQE.LDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.31

1.38

-0.08

Calmar ratioReturn relative to maximum drawdown

3.38

4.07

-0.69

Martin ratioReturn relative to average drawdown

9.27

10.91

-1.65

3XLE.L vs. 5QQE.L - Sharpe Ratio Comparison

The current 3XLE.L Sharpe Ratio is 1.99, which is lower than the 5QQE.L Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of 3XLE.L and 5QQE.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.L5QQE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

3.00

-1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.03

+0.37

Drawdowns

3XLE.L vs. 5QQE.L - Drawdown Comparison

The maximum 3XLE.L drawdown since its inception was -74.89%, smaller than the maximum 5QQE.L drawdown of -95.85%. Use the drawdown chart below to compare losses from any high point for 3XLE.L and 5QQE.L.


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Drawdown Indicators


3XLE.L5QQE.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.89%

-95.85%

+20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-39.26%

-56.52%

+17.26%

Max Drawdown (3Y)

Largest decline over 3 years

-66.05%

-80.29%

+14.24%

Current Drawdown

Current decline from peak

-32.03%

-26.60%

-5.43%

Average Drawdown

Average peak-to-trough decline

-45.06%

-74.64%

+29.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.33%

21.10%

-6.77%

Volatility

3XLE.L vs. 5QQE.L - Volatility Comparison

Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) and Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR (5QQE.L) have volatilities of 25.44% and 24.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3XLE.L5QQE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.44%

24.25%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

57.73%

56.37%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

66.92%

76.81%

-9.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.19%

107.83%

-25.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.19%

107.83%

-25.64%

3XLE.L vs. 5QQE.L - Expense Ratio Comparison

Both 3XLE.L and 5QQE.L have an expense ratio of 0.75%.


Dividends

3XLE.L vs. 5QQE.L - Dividend Comparison

Neither 3XLE.L nor 5QQE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3XLE.L and 5QQE.L have a correlation of -0.20, 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 5QQE.L have the same expense ratio: 0.75% per year.

3XLE.L is categorized as Leveraged Equities, while 5QQE.L is Nasdaq-100.

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