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

Performance

3XLE.L vs. SPYY.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 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

3XLE.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, 3XLE.L achieves a 97.09% return, which is significantly higher than SPYY.L's -2.97% return.


3XLE.L

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

SPYY.L

1D
-0.10%
1M
3.83%
YTD
-2.97%
6M
-3.19%
1Y
11.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
3XLE.L
Leverage Shares 3x Long Oil & Gas ETP Securities GBP
97.09%-17.73%-11.76%
SPYY.L
IncomeShares S&P500 Options (0DTE) ETP
-2.97%7.74%0.50%

Correlation

The correlation between 3XLE.L and SPYY.L is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2024

0.13

The correlation between 3XLE.L and SPYY.L shifts across timeframes, from -0.08 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3XLE.L vs. SPYY.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

SPYY.L
SPYY.L Risk / Return Rank: 2222
Overall Rank
SPYY.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPYY.L Sortino Ratio Rank: 2222
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.

3XLE.L vs. SPYY.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 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.


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

+1.15

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.31

1.18

+0.12

Calmar ratioReturn relative to maximum drawdown

3.38

0.82

+2.56

Martin ratioReturn relative to average drawdown

9.27

2.25

+7.01

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

The current 3XLE.L Sharpe Ratio is 1.99, which is higher than the SPYY.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of 3XLE.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


3XLE.LSPYY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.84

+1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.18

+0.15

Drawdowns

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

The maximum 3XLE.L drawdown since its inception was -74.89%, 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 3XLE.L and SPYY.L.


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Drawdown Indicators


3XLE.LSPYY.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.89%

-17.17%

-57.72%

Max Drawdown (1Y)

Largest decline over 1 year

-39.26%

-14.29%

-24.97%

Max Drawdown (3Y)

Largest decline over 3 years

-66.05%

Current Drawdown

Current decline from peak

-32.03%

-4.53%

-27.50%

Average Drawdown

Average peak-to-trough decline

-45.06%

-4.96%

-40.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.33%

5.22%

+9.11%

Volatility

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

Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) has a higher volatility of 25.44% compared to IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) at 3.24%. This indicates that 3XLE.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


3XLE.LSPYY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.44%

3.24%

+22.20%

Volatility (6M)

Calculated over the trailing 6-month period

57.73%

10.26%

+47.47%

Volatility (1Y)

Calculated over the trailing 1-year period

66.92%

13.94%

+52.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.19%

15.40%

+66.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.19%

15.40%

+66.79%

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

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


Dividends

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

3XLE.L has not paid dividends to shareholders, while SPYY.L's dividend yield for the trailing twelve months is around 34.35%.


PositionTTM20252024
3XLE.L
Leverage Shares 3x Long Oil & Gas ETP Securities GBP
0.00%0.00%0.00%
SPYY.L
IncomeShares S&P500 Options (0DTE) ETP
34.35%82.07%2.84%

Frequently Asked Questions


3XLE.L and SPYY.L have a correlation of -0.08, 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 3XLE.L.

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

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