PortfoliosLab logoPortfoliosLab logo
MBZ3.DE vs. YMSF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBZ3.DE vs. YMSF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Long Mercedes Benz (MBG) ETP Securities (MBZ3.DE) and IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MBZ3.DE achieves a -42.95% return, which is significantly lower than YMSF.DE's -19.55% return.


MBZ3.DE

1D
-4.98%
1M
3.27%
YTD
-42.95%
6M
-44.55%
1Y
-25.61%
3Y*
-43.18%
5Y*
10Y*

YMSF.DE

1D
0.00%
1M
2.27%
YTD
-19.55%
6M
-18.08%
1Y
-17.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBZ3.DE vs. YMSF.DE - Yearly Performance Comparison


2026 (YTD)20252024
MBZ3.DE
Leverage Shares 3x Long Mercedes Benz (MBG) ETP Securities
-42.95%18.19%1.67%
YMSF.DE
IncomeShares Microsoft (MSFT) Options ETP
-19.55%-1.48%2.79%

Correlation

The correlation between MBZ3.DE and YMSF.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2024

0.06

Compare stocks, funds, or ETFs

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


Return for Risk

MBZ3.DE vs. YMSF.DE — Risk / Return Rank

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

MBZ3.DE
MBZ3.DE Risk / Return Rank: 66
Overall Rank
MBZ3.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MBZ3.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
MBZ3.DE Omega Ratio Rank: 88
Omega Ratio Rank
MBZ3.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
MBZ3.DE Martin Ratio Rank: 44
Martin Ratio Rank

YMSF.DE
YMSF.DE Risk / Return Rank: 55
Overall Rank
YMSF.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
YMSF.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
YMSF.DE Omega Ratio Rank: 44
Omega Ratio Rank
YMSF.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
YMSF.DE Martin Ratio Rank: 66
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.

MBZ3.DE vs. YMSF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Mercedes Benz (MBG) ETP Securities (MBZ3.DE) and IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE). 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.


MBZ3.DEYMSF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.00

0.91

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.51

-0.42

-0.09

Martin ratioReturn relative to average drawdown

-1.03

-0.72

-0.31

MBZ3.DE vs. YMSF.DE - Sharpe Ratio Comparison

The current MBZ3.DE Sharpe Ratio is -0.34, which is higher than the YMSF.DE Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of MBZ3.DE and YMSF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MBZ3.DEYMSF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

-0.55

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

-0.42

+0.08

Drawdowns

MBZ3.DE vs. YMSF.DE - Drawdown Comparison

The maximum MBZ3.DE drawdown since its inception was -86.65%, which is greater than YMSF.DE's maximum drawdown of -41.28%. Use the drawdown chart below to compare losses from any high point for MBZ3.DE and YMSF.DE.


Loading charts...

Drawdown Indicators


MBZ3.DEYMSF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.65%

-41.28%

-45.37%

Max Drawdown (1Y)

Largest decline over 1 year

-50.20%

-41.28%

-8.92%

Max Drawdown (3Y)

Largest decline over 3 years

-86.65%

Current Drawdown

Current decline from peak

-83.98%

-35.69%

-48.29%

Average Drawdown

Average peak-to-trough decline

-52.10%

-16.36%

-35.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.81%

23.91%

+0.90%

Volatility

MBZ3.DE vs. YMSF.DE - Volatility Comparison

Leverage Shares 3x Long Mercedes Benz (MBG) ETP Securities (MBZ3.DE) has a higher volatility of 18.17% compared to IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE) at 9.40%. This indicates that MBZ3.DE's price experiences larger fluctuations and is considered to be riskier than YMSF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MBZ3.DEYMSF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.17%

9.40%

+8.77%

Volatility (6M)

Calculated over the trailing 6-month period

53.31%

20.03%

+33.28%

Volatility (1Y)

Calculated over the trailing 1-year period

74.64%

31.04%

+43.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.70%

29.43%

+44.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.70%

29.43%

+44.27%

MBZ3.DE vs. YMSF.DE - Expense Ratio Comparison

MBZ3.DE has a 0.75% expense ratio, which is higher than YMSF.DE's 0.55% expense ratio.


Dividends

MBZ3.DE vs. YMSF.DE - Dividend Comparison

MBZ3.DE has not paid dividends to shareholders, while YMSF.DE's dividend yield for the trailing twelve months is around 13.39%.


Frequently Asked Questions


MBZ3.DE and YMSF.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

YMSF.DE is cheaper with a 0.55% expense ratio, compared with 0.75% for MBZ3.DE.

MBZ3.DE is categorized as Leveraged Equities, while YMSF.DE is Derivative Income. Their fees differ too: 0.75% for MBZ3.DE and 0.55% for YMSF.DE.

Portfolio Optimizer

Find the right allocation for MBZ3.DE and YMSF.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer