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DL2P.L vs. 2MSF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DL2P.L vs. 2MSF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.L) and Leverage Shares 2x Microsoft ETC A GBP (2MSF.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DL2P.L achieves a -4.61% return, which is significantly higher than 2MSF.L's -41.74% return.


DL2P.L

1D
-0.16%
1M
-3.28%
6M
-9.64%
YTD
-4.61%
1Y
-5.87%
3Y*
22.26%
5Y*
11.86%
10Y*
13.00%

2MSF.L

1D
-3.95%
1M
0.72%
6M
-34.51%
YTD
-41.74%
1Y
-50.26%
3Y*
-5.82%
5Y*
0.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DL2P.L vs. 2MSF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DL2P.L
L&G DAX Daily 2x Long UCITS ETF EUR (Acc)
-4.61%44.27%25.79%31.85%-23.59%21.61%1.34%38.90%-33.44%-1.15%
2MSF.L
Leverage Shares 2x Microsoft ETC A GBP
-41.74%4.50%17.75%106.56%-51.52%121.86%56.71%122.13%0.93%0.50%

Correlation

The correlation between DL2P.L and 2MSF.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2017

0.43

Over the past year, the correlation between DL2P.L and 2MSF.L has dropped to 0.17 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

DL2P.L vs. 2MSF.L — Risk / Return Rank

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

DL2P.L
DL2P.L Risk / Return Rank: 88
Overall Rank
DL2P.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DL2P.L Sortino Ratio Rank: 88
Sortino Ratio Rank
DL2P.L Omega Ratio Rank: 88
Omega Ratio Rank
DL2P.L Calmar Ratio Rank: 88
Calmar Ratio Rank
DL2P.L Martin Ratio Rank: 77
Martin Ratio Rank

2MSF.L
2MSF.L Risk / Return Rank: 22
Overall Rank
2MSF.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
2MSF.L Sortino Ratio Rank: 33
Sortino Ratio Rank
2MSF.L Omega Ratio Rank: 22
Omega Ratio Rank
2MSF.L Calmar Ratio Rank: 33
Calmar Ratio Rank
2MSF.L Martin Ratio Rank: 22
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.

DL2P.L vs. 2MSF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.L) and Leverage Shares 2x Microsoft ETC A GBP (2MSF.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.


DL2P.L2MSF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

0.99

0.85

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.25

-0.81

+0.57

Martin ratioReturn relative to average drawdown

-0.69

-1.35

+0.66

DL2P.L vs. 2MSF.L - Sharpe Ratio Comparison

The current DL2P.L Sharpe Ratio is -0.19, which is higher than the 2MSF.L Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of DL2P.L and 2MSF.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

DL2P.L vs. 2MSF.L - Drawdown Comparison

The maximum DL2P.L drawdown since its inception was -63.02%, roughly equal to the maximum 2MSF.L drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for DL2P.L and 2MSF.L.


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Drawdown Indicators


DL2P.L2MSF.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.02%

-61.61%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-23.87%

-61.61%

+37.74%

Max Drawdown (3Y)

Largest decline over 3 years

-28.21%

-61.61%

+33.40%

Max Drawdown (5Y)

Largest decline over 5 years

-46.63%

-61.61%

+14.98%

Max Drawdown (10Y)

Largest decline over 10 years

-63.02%

Current Drawdown

Current decline from peak

-10.68%

-55.13%

+44.45%

Average Drawdown

Average peak-to-trough decline

-16.32%

-19.16%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.52%

37.31%

-28.79%

Volatility

DL2P.L vs. 2MSF.L - Volatility Comparison

The current volatility for L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.L) is 9.40%, while Leverage Shares 2x Microsoft ETC A GBP (2MSF.L) has a volatility of 19.68%. This indicates that DL2P.L experiences smaller price fluctuations and is considered to be less risky than 2MSF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DL2P.L2MSF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.40%

19.68%

-10.28%

Volatility (6M)

Calculated over the trailing 6-month period

26.51%

51.89%

-25.38%

Volatility (1Y)

Calculated over the trailing 1-year period

31.14%

57.05%

-25.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.70%

51.18%

-17.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.50%

51.73%

-16.23%

DL2P.L vs. 2MSF.L - Expense Ratio Comparison

DL2P.L has a 0.40% expense ratio, which is lower than 2MSF.L's 0.75% expense ratio.


Dividends

DL2P.L vs. 2MSF.L - Dividend Comparison

Neither DL2P.L nor 2MSF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DL2P.L and 2MSF.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DL2P.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DL2P.L is cheaper with a 0.40% expense ratio, compared with 0.75% for 2MSF.L.

DL2P.L tracks LevDAX x2 Index Gross TR EUR, while 2MSF.L tracks NYSE Leveraged 2x MSFT Index. They also come from different issuers: L&G and Leverage Shares. Their fees differ too: 0.40% for DL2P.L and 0.75% for 2MSF.L.

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