PortfoliosLab logoPortfoliosLab logo
KWE3.L vs. CWEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KWE3.L vs. CWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x Long China Tech ETC Securities (KWE3.L) and Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

KWE3.L vs. CWEB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KWE3.L
Leverage Shares 3x Long China Tech ETC Securities
-48.88%11.50%-22.89%-61.89%-87.79%-17.62%
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
-33.52%29.04%0.12%-32.85%-59.43%-3.24%

Returns By Period

In the year-to-date period, KWE3.L achieves a -48.88% return, which is significantly lower than CWEB's -33.52% return.


KWE3.L

1D
4.80%
1M
-21.55%
YTD
-48.88%
6M
-71.40%
1Y
-61.53%
3Y*
-42.77%
5Y*
10Y*

CWEB

1D
-1.23%
1M
-15.96%
YTD
-33.52%
6M
-53.39%
1Y
-37.03%
3Y*
-16.84%
5Y*
-45.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KWE3.L vs. CWEB - Expense Ratio Comparison

KWE3.L has a 0.75% expense ratio, which is lower than CWEB's 1.30% expense ratio.


Return for Risk

KWE3.L vs. CWEB — Risk / Return Rank

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

KWE3.L
KWE3.L Risk / Return Rank: 22
Overall Rank
KWE3.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
KWE3.L Sortino Ratio Rank: 22
Sortino Ratio Rank
KWE3.L Omega Ratio Rank: 22
Omega Ratio Rank
KWE3.L Calmar Ratio Rank: 11
Calmar Ratio Rank
KWE3.L Martin Ratio Rank: 00
Martin Ratio Rank

CWEB
CWEB Risk / Return Rank: 22
Overall Rank
CWEB Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CWEB Sortino Ratio Rank: 33
Sortino Ratio Rank
CWEB Omega Ratio Rank: 33
Omega Ratio Rank
CWEB Calmar Ratio Rank: 22
Calmar Ratio Rank
CWEB Martin Ratio Rank: 11
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.

KWE3.L vs. CWEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long China Tech ETC Securities (KWE3.L) and Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB). 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.


KWE3.LCWEBDifference

Sharpe ratio

Return per unit of total volatility

-0.71

-0.63

-0.08

Sortino ratio

Return per unit of downside risk

-0.93

-0.67

-0.26

Omega ratio

Gain probability vs. loss probability

0.89

0.92

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.82

-0.65

-0.17

Martin ratio

Return relative to average drawdown

-1.73

-1.52

-0.21

KWE3.L vs. CWEB - Sharpe Ratio Comparison

The current KWE3.L Sharpe Ratio is -0.71, which is comparable to the CWEB Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of KWE3.L and CWEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


KWE3.LCWEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

-0.63

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

-0.24

-0.20

Correlation

The correlation between KWE3.L and CWEB is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KWE3.L vs. CWEB - Dividend Comparison

KWE3.L has not paid dividends to shareholders, while CWEB's dividend yield for the trailing twelve months is around 5.08%.


TTM202520242023202220212020201920182017
KWE3.L
Leverage Shares 3x Long China Tech ETC Securities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
5.08%2.77%4.59%2.63%0.00%0.00%0.00%0.64%1.59%2.98%

Drawdowns

KWE3.L vs. CWEB - Drawdown Comparison

The maximum KWE3.L drawdown since its inception was -98.42%, roughly equal to the maximum CWEB drawdown of -98.09%. Use the drawdown chart below to compare losses from any high point for KWE3.L and CWEB.


Loading graphics...

Drawdown Indicators


KWE3.LCWEBDifference

Max Drawdown

Largest peak-to-trough decline

-98.42%

-98.09%

-0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-74.02%

-56.15%

-17.87%

Max Drawdown (5Y)

Largest decline over 5 years

-96.62%

Current Drawdown

Current decline from peak

-98.34%

-97.29%

-1.05%

Average Drawdown

Average peak-to-trough decline

-90.05%

-64.84%

-25.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.93%

23.96%

+10.97%

Volatility

KWE3.L vs. CWEB - Volatility Comparison

Leverage Shares 3x Long China Tech ETC Securities (KWE3.L) has a higher volatility of 26.88% compared to Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) at 17.51%. This indicates that KWE3.L's price experiences larger fluctuations and is considered to be riskier than CWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


KWE3.LCWEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.88%

17.51%

+9.37%

Volatility (6M)

Calculated over the trailing 6-month period

53.44%

38.34%

+15.10%

Volatility (1Y)

Calculated over the trailing 1-year period

86.04%

58.92%

+27.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

137.43%

94.37%

+43.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

137.43%

80.95%

+56.48%