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JD3.L vs. 3SPY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JD3.L vs. 3SPY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x JD.Com ETP Securities (JD3.L) and Leverage Shares 3x Long US 500 ETP Securities (3SPY.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, JD3.L achieves a -3.88% return, which is significantly lower than 3SPY.L's 24.05% return.


JD3.L

1D
-1.16%
1M
-10.54%
YTD
-3.88%
6M
-16.34%
1Y
-53.45%
3Y*
-57.63%
5Y*
10Y*

3SPY.L

1D
-0.24%
1M
13.51%
YTD
24.05%
6M
23.76%
1Y
71.75%
3Y*
41.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JD3.L vs. 3SPY.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
JD3.L
Leverage Shares 3x JD.Com ETP Securities
-3.88%-69.43%-28.21%-93.99%-60.14%
3SPY.L
Leverage Shares 3x Long US 500 ETP Securities
24.05%12.38%63.74%58.23%-41.50%

Correlation

The correlation between JD3.L and 3SPY.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.27

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

0.27

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Return for Risk

JD3.L vs. 3SPY.L — Risk / Return Rank

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

JD3.L
JD3.L Risk / Return Rank: 44
Overall Rank
JD3.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
JD3.L Sortino Ratio Rank: 55
Sortino Ratio Rank
JD3.L Omega Ratio Rank: 55
Omega Ratio Rank
JD3.L Calmar Ratio Rank: 33
Calmar Ratio Rank
JD3.L Martin Ratio Rank: 33
Martin Ratio Rank

3SPY.L
3SPY.L Risk / Return Rank: 4141
Overall Rank
3SPY.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
3SPY.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
3SPY.L Omega Ratio Rank: 6161
Omega Ratio Rank
3SPY.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
3SPY.L Martin Ratio Rank: 2626
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.

JD3.L vs. 3SPY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x JD.Com ETP Securities (JD3.L) and Leverage Shares 3x Long US 500 ETP Securities (3SPY.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.


JD3.L3SPY.LDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.66

Omega ratioGain probability vs. loss probability

0.95

1.36

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.74

1.72

-2.46

Martin ratioReturn relative to average drawdown

-1.25

3.54

-4.79

JD3.L vs. 3SPY.L - Sharpe Ratio Comparison

The current JD3.L Sharpe Ratio is -0.54, which is lower than the 3SPY.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of JD3.L and 3SPY.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


JD3.L3SPY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

1.31

-1.85

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

0.40

-0.87

Drawdowns

JD3.L vs. 3SPY.L - Drawdown Comparison

The maximum JD3.L drawdown since its inception was -99.97%, which is greater than 3SPY.L's maximum drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for JD3.L and 3SPY.L.


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Drawdown Indicators


JD3.L3SPY.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-56.70%

-43.27%

Max Drawdown (1Y)

Largest decline over 1 year

-72.04%

-41.60%

-30.44%

Max Drawdown (3Y)

Largest decline over 3 years

-96.55%

-56.70%

-39.85%

Current Drawdown

Current decline from peak

-99.95%

-7.32%

-92.63%

Average Drawdown

Average peak-to-trough decline

-88.83%

-20.29%

-68.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.90%

20.20%

+22.70%

Volatility

JD3.L vs. 3SPY.L - Volatility Comparison

Leverage Shares 3x JD.Com ETP Securities (JD3.L) has a higher volatility of 43.93% compared to Leverage Shares 3x Long US 500 ETP Securities (3SPY.L) at 8.54%. This indicates that JD3.L's price experiences larger fluctuations and is considered to be riskier than 3SPY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JD3.L3SPY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.93%

8.54%

+35.39%

Volatility (6M)

Calculated over the trailing 6-month period

71.96%

23.30%

+48.66%

Volatility (1Y)

Calculated over the trailing 1-year period

99.26%

54.40%

+44.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

162.88%

51.91%

+110.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

162.88%

51.91%

+110.97%

JD3.L vs. 3SPY.L - Expense Ratio Comparison

JD3.L has a 0.75% expense ratio, which is higher than 3SPY.L's 0.01% expense ratio.


Dividends

JD3.L vs. 3SPY.L - Dividend Comparison

Neither JD3.L nor 3SPY.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JD3.L and 3SPY.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 3SPY.L is cheaper at 0.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

3SPY.L is cheaper with a 0.01% expense ratio, compared with 0.75% for JD3.L.

Their fees differ too: 0.75% for JD3.L and 0.01% for 3SPY.L.

Portfolio Optimizer

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