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MSFI.L vs. 3NIE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFI.L vs. 3NIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Microsoft (MSFT) Options ETP GBP (MSFI.L) and Leverage Shares 3x Long NIO ETP Securities (3NIE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MSFI.L is traded in GBp, while 3NIE.L is traded in USD. To make them comparable, the 3NIE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MSFI.L achieves a -23.11% return, which is significantly higher than 3NIE.L's -29.13% return.


MSFI.L

1D
0.36%
1M
-0.54%
YTD
-23.11%
6M
-21.41%
1Y
-17.69%
3Y*
5Y*
10Y*

3NIE.L

1D
-2.04%
1M
-21.87%
YTD
-29.13%
6M
-14.88%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFI.L vs. 3NIE.L - Yearly Performance Comparison


Correlation

The correlation between MSFI.L and 3NIE.L is 0.03, 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 (All Time)
Calculated using the full available price history since Nov 26, 2025

0.03

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Return for Risk

MSFI.L vs. 3NIE.L — Risk / Return Rank

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

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

3NIE.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.

MSFI.L vs. 3NIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microsoft (MSFT) Options ETP GBP (MSFI.L) and Leverage Shares 3x Long NIO ETP Securities (3NIE.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.


MSFI.L3NIE.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.88

Calmar ratioReturn relative to maximum drawdown

-0.51

Martin ratioReturn relative to average drawdown

-0.98

MSFI.L vs. 3NIE.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFI.L3NIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

-0.40

0.00

Drawdowns

MSFI.L vs. 3NIE.L - Drawdown Comparison

The maximum MSFI.L drawdown since its inception was -34.29%, smaller than the maximum 3NIE.L drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for MSFI.L and 3NIE.L.


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Drawdown Indicators


MSFI.L3NIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-60.99%

+26.70%

Max Drawdown (1Y)

Largest decline over 1 year

-34.29%

Current Drawdown

Current decline from peak

-30.42%

-49.47%

+19.05%

Average Drawdown

Average peak-to-trough decline

-11.43%

-36.88%

+25.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.96%

Volatility

MSFI.L vs. 3NIE.L - Volatility Comparison


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Volatility by Period


MSFI.L3NIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

175.06%

-152.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

175.06%

-151.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.21%

175.06%

-151.85%

MSFI.L vs. 3NIE.L - Expense Ratio Comparison

MSFI.L has a 0.55% expense ratio, which is lower than 3NIE.L's 0.75% expense ratio.


Dividends

MSFI.L vs. 3NIE.L - Dividend Comparison

MSFI.L's dividend yield for the trailing twelve months is around 9.47%, while 3NIE.L has not paid dividends to shareholders.


PositionTTM20252024
3NIE.L
Leverage Shares 3x Long NIO ETP Securities
0.00%0.00%0.00%
MSFI.L
IncomeShares Microsoft (MSFT) Options ETP GBP
9.47%6.96%1.18%

Frequently Asked Questions


MSFI.L and 3NIE.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

MSFI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 3NIE.L.

MSFI.L is categorized as Derivative Income, while 3NIE.L is Leveraged Equities. Their fees differ too: 0.55% for MSFI.L and 0.75% for 3NIE.L.

Portfolio Optimizer

Find the right allocation for MSFI.L and 3NIE.L

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

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