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CHI3.L vs. AVGI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHI3.L vs. AVGI.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 IncomeShares Broadcom (AVGO) Options ETP (AVGI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CHI3.L

1D
-1.37%
1M
-14.87%
YTD
-29.68%
6M
-35.92%
1Y
-17.31%
3Y*
-10.54%
5Y*
10Y*

AVGI.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CHI3.L vs. AVGI.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

AVGI.L
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. AVGI.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 IncomeShares Broadcom (AVGO) Options ETP (AVGI.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.LAVGI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.00

Calmar ratioReturn relative to maximum drawdown

-0.30

Martin ratioReturn relative to average drawdown

-0.57

CHI3.L vs. AVGI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHI3.LAVGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

Drawdowns

CHI3.L vs. AVGI.L - Drawdown Comparison


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Drawdown Indicators


CHI3.LAVGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.78%

Max Drawdown (1Y)

Largest decline over 1 year

-53.06%

Max Drawdown (3Y)

Largest decline over 3 years

-65.90%

Current Drawdown

Current decline from peak

-75.11%

Average Drawdown

Average peak-to-trough decline

-64.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.04%

Volatility

CHI3.L vs. AVGI.L - Volatility Comparison


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Volatility by Period


CHI3.LAVGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.11%

Volatility (6M)

Calculated over the trailing 6-month period

43.67%

Volatility (1Y)

Calculated over the trailing 1-year period

59.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.76%

CHI3.L vs. AVGI.L - Expense Ratio Comparison

CHI3.L has a 0.75% expense ratio, which is higher than AVGI.L's 0.55% expense ratio.


Dividends

CHI3.L vs. AVGI.L - Dividend Comparison

Neither CHI3.L nor AVGI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, AVGI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVGI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for CHI3.L.

CHI3.L is categorized as Leveraged Equities, while AVGI.L is Derivative Income. Their fees differ too: 0.75% for CHI3.L and 0.55% for AVGI.L.

Portfolio Optimizer

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