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CHI3.L vs. 3XLE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHI3.L vs. 3XLE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x Long China ETP Securities (CHI3.L) and Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CHI3.L is traded in USD, while 3XLE.L is traded in GBp. To make them comparable, the 3XLE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHI3.L achieves a -29.68% return, which is significantly lower than 3XLE.L's 96.61% return.


CHI3.L

1D
-1.37%
1M
-9.83%
YTD
-29.68%
6M
-34.17%
1Y
-15.99%
3Y*
-10.54%
5Y*
10Y*

3XLE.L

1D
-0.44%
1M
-5.95%
YTD
96.61%
6M
84.23%
1Y
131.11%
3Y*
17.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHI3.L vs. 3XLE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CHI3.L
Leverage Shares 3x Long China ETP Securities
-29.68%49.93%6.28%-53.62%-44.29%
3XLE.L
Leverage Shares 3x Long Oil & Gas ETP Securities GBP
96.61%-11.52%-14.11%-25.61%-22.88%

Correlation

The correlation between CHI3.L and 3XLE.L is -0.13, 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

-0.13

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2022

0.13

The correlation between CHI3.L and 3XLE.L shifts across timeframes, from -0.13 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CHI3.L vs. 3XLE.L — Risk / Return Rank

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

CHI3.L
CHI3.L Risk / Return Rank: 77
Overall Rank
CHI3.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CHI3.L Sortino Ratio Rank: 88
Sortino Ratio Rank
CHI3.L Omega Ratio Rank: 88
Omega Ratio Rank
CHI3.L Calmar Ratio Rank: 66
Calmar Ratio Rank
CHI3.L Martin Ratio Rank: 66
Martin Ratio Rank

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
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.

CHI3.L vs. 3XLE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long China ETP Securities (CHI3.L) and Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.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.


CHI3.L3XLE.LDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-2.28

Omega ratioGain probability vs. loss probability

1.00

1.30

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.30

3.45

-3.75

Martin ratioReturn relative to average drawdown

-0.57

9.37

-9.94

CHI3.L vs. 3XLE.L - Sharpe Ratio Comparison

The current CHI3.L Sharpe Ratio is -0.27, which is lower than the 3XLE.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of CHI3.L and 3XLE.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


CHI3.L3XLE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

1.97

-2.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.33

-0.65

Drawdowns

CHI3.L vs. 3XLE.L - Drawdown Comparison

The maximum CHI3.L drawdown since its inception was -84.78%, which is greater than 3XLE.L's maximum drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for CHI3.L and 3XLE.L.


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Drawdown Indicators


CHI3.L3XLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.78%

-73.78%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-53.06%

-37.77%

-15.29%

Max Drawdown (3Y)

Largest decline over 3 years

-65.90%

-64.33%

-1.57%

Current Drawdown

Current decline from peak

-75.11%

-27.20%

-47.91%

Average Drawdown

Average peak-to-trough decline

-64.47%

-44.57%

-19.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.04%

13.94%

+14.10%

Volatility

CHI3.L vs. 3XLE.L - Volatility Comparison

Leverage Shares 3x Long China ETP Securities (CHI3.L) and Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) have volatilities of 24.11% and 25.06%, 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


CHI3.L3XLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.11%

25.06%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

43.67%

57.30%

-13.63%

Volatility (1Y)

Calculated over the trailing 1-year period

59.52%

66.45%

-6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.76%

83.32%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.76%

83.32%

+0.44%

CHI3.L vs. 3XLE.L - Expense Ratio Comparison

Both CHI3.L and 3XLE.L have an expense ratio of 0.75%.


Dividends

CHI3.L vs. 3XLE.L - Dividend Comparison

Neither CHI3.L nor 3XLE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CHI3.L and 3XLE.L have a correlation of -0.13, 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.

CHI3.L and 3XLE.L have the same expense ratio: 0.75% per year.

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