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5SPY.L vs. LUK2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5SPY.L vs. LUK2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) and L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5SPY.L is traded in USD, while LUK2.L is traded in GBp. To make them comparable, the LUK2.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5SPY.L achieves a 20.17% return, which is significantly higher than LUK2.L's 12.79% return.


5SPY.L

1D
-5.63%
1M
-6.35%
6M
15.79%
YTD
20.17%
1Y
56.56%
3Y*
40.49%
5Y*
10Y*

LUK2.L

1D
0.46%
1M
2.55%
6M
7.10%
YTD
12.79%
1Y
36.40%
3Y*
25.34%
5Y*
16.78%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5SPY.L vs. LUK2.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
5SPY.L
Leverage Shares 5x Long US 500 ETP Securities
20.17%1.52%98.06%100.80%-80.81%13.40%
LUK2.L
L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc)
12.79%54.57%7.98%12.21%-7.34%6.42%

Correlation

The correlation between 5SPY.L and LUK2.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2021

0.53

The correlation between 5SPY.L and LUK2.L has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.

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Return for Risk

5SPY.L vs. LUK2.L — Risk / Return Rank

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

5SPY.L
5SPY.L Risk / Return Rank: 3535
Overall Rank
5SPY.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
5SPY.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
5SPY.L Omega Ratio Rank: 3636
Omega Ratio Rank
5SPY.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
5SPY.L Martin Ratio Rank: 3636
Martin Ratio Rank

LUK2.L
LUK2.L Risk / Return Rank: 5757
Overall Rank
LUK2.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LUK2.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
LUK2.L Omega Ratio Rank: 6464
Omega Ratio Rank
LUK2.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
LUK2.L Martin Ratio Rank: 4646
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.

5SPY.L vs. LUK2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) and L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.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.


5SPY.LLUK2.LDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratioReturn relative to maximum drawdown

1.32

1.92

-0.60

Martin ratioReturn relative to average drawdown

4.24

5.46

-1.22

5SPY.L vs. LUK2.L - Sharpe Ratio Comparison

The current 5SPY.L Sharpe Ratio is 0.97, which is lower than the LUK2.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of 5SPY.L and LUK2.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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Drawdowns

5SPY.L vs. LUK2.L - Drawdown Comparison

The maximum 5SPY.L drawdown since its inception was -82.86%, which is greater than LUK2.L's maximum drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for 5SPY.L and LUK2.L.


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Drawdown Indicators


5SPY.LLUK2.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.86%

-64.37%

-18.49%

Max Drawdown (1Y)

Largest decline over 1 year

-42.76%

-18.89%

-23.87%

Max Drawdown (3Y)

Largest decline over 3 years

-72.55%

-25.12%

-47.43%

Max Drawdown (5Y)

Largest decline over 5 years

-34.17%

Max Drawdown (10Y)

Largest decline over 10 years

-64.37%

Current Drawdown

Current decline from peak

-13.72%

-6.38%

-7.34%

Average Drawdown

Average peak-to-trough decline

-48.75%

-13.04%

-35.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.29%

6.65%

+6.64%

Volatility

5SPY.L vs. LUK2.L - Volatility Comparison

Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) has a higher volatility of 14.84% compared to L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L) at 5.99%. This indicates that 5SPY.L's price experiences larger fluctuations and is considered to be riskier than LUK2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5SPY.LLUK2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.84%

5.99%

+8.85%

Volatility (6M)

Calculated over the trailing 6-month period

44.01%

20.97%

+23.04%

Volatility (1Y)

Calculated over the trailing 1-year period

57.89%

24.17%

+33.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.85%

28.28%

+50.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.85%

31.33%

+47.52%

5SPY.L vs. LUK2.L - Expense Ratio Comparison

5SPY.L has a 0.75% expense ratio, which is higher than LUK2.L's 0.50% expense ratio.


Dividends

5SPY.L vs. LUK2.L - Dividend Comparison

Neither 5SPY.L nor LUK2.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5SPY.L and LUK2.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LUK2.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LUK2.L is cheaper with a 0.50% expense ratio, compared with 0.75% for 5SPY.L.

They also come from different issuers: Leverage Shares and L&G. Their fees differ too: 0.75% for 5SPY.L and 0.50% for LUK2.L.

Portfolio Optimizer

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