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

Performance

RKLX vs. 3SPY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long RKLB ETF (RKLX) 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, RKLX achieves a 59.46% return, which is significantly higher than 3SPY.L's 24.34% return.


RKLX

1D
-14.06%
1M
69.79%
YTD
59.46%
6M
247.53%
1Y
535.41%
3Y*
5Y*
10Y*

3SPY.L

1D
-1.05%
1M
13.97%
YTD
24.34%
6M
24.27%
1Y
73.42%
3Y*
42.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RKLX vs. 3SPY.L - Yearly Performance Comparison


Correlation

The correlation between RKLX and 3SPY.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2025

0.26

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Return for Risk

RKLX vs. 3SPY.L — Risk / Return Rank

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

RKLX
RKLX Risk / Return Rank: 7878
Overall Rank
RKLX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RKLX Sortino Ratio Rank: 6969
Sortino Ratio Rank
RKLX Omega Ratio Rank: 6363
Omega Ratio Rank
RKLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RKLX Martin Ratio Rank: 7777
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: 3636
Calmar Ratio Rank
3SPY.L Martin Ratio Rank: 2727
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.

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

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long RKLB ETF (RKLX) 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.


RKLX3SPY.LDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

7.53

1.76

+5.78

Martin ratioReturn relative to average drawdown

14.71

3.62

+11.08

RKLX vs. 3SPY.L - Sharpe Ratio Comparison

The current RKLX Sharpe Ratio is 2.94, which is higher than the 3SPY.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of RKLX 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


RKLX3SPY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.94

1.34

+1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

3.69

0.40

+3.29

Drawdowns

RKLX vs. 3SPY.L - Drawdown Comparison

The maximum RKLX drawdown since its inception was -71.71%, 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 RKLX and 3SPY.L.


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Drawdown Indicators


RKLX3SPY.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.71%

-56.70%

-15.01%

Max Drawdown (1Y)

Largest decline over 1 year

-71.71%

-41.60%

-30.11%

Max Drawdown (3Y)

Largest decline over 3 years

-56.70%

Current Drawdown

Current decline from peak

-44.20%

-7.10%

-37.10%

Average Drawdown

Average peak-to-trough decline

-25.90%

-20.31%

-5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.65%

20.20%

+16.45%

Volatility

RKLX vs. 3SPY.L - Volatility Comparison

Defiance Daily Target 2X Long RKLB ETF (RKLX) has a higher volatility of 80.64% compared to Leverage Shares 3x Long US 500 ETP Securities (3SPY.L) at 8.50%. This indicates that RKLX'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


RKLX3SPY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

80.64%

8.50%

+72.14%

Volatility (6M)

Calculated over the trailing 6-month period

142.22%

23.30%

+118.92%

Volatility (1Y)

Calculated over the trailing 1-year period

183.57%

54.48%

+129.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

181.89%

51.94%

+129.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

181.89%

51.94%

+129.95%

RKLX vs. 3SPY.L - Expense Ratio Comparison

RKLX has a 1.29% expense ratio, which is higher than 3SPY.L's 0.01% expense ratio.


Dividends

RKLX vs. 3SPY.L - Dividend Comparison

RKLX's dividend yield for the trailing twelve months is around 9.37%, while 3SPY.L has not paid dividends to shareholders.


Frequently Asked Questions


RKLX and 3SPY.L have a correlation of 0.23, 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 1.29% for RKLX.

They also come from different issuers: Defiance and Leverage Shares. Their fees differ too: 1.29% for RKLX and 0.01% for 3SPY.L.

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