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

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares -3x Short MicroStrategy ETP (SMST.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

SMST.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, SMST.L achieves a -67.74% return, which is significantly lower than 3NIE.L's -29.13% return.


SMST.L

1D
5.07%
1M
144.67%
YTD
-67.74%
6M
-49.77%
1Y
56.44%
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)

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


Correlation

The correlation between SMST.L and 3NIE.L is 0.00, 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

0.00

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Return for Risk

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

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

SMST.L
SMST.L Risk / Return Rank: 2424
Overall Rank
SMST.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SMST.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SMST.L Omega Ratio Rank: 3737
Omega Ratio Rank
SMST.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
SMST.L Martin Ratio Rank: 1515
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.

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

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares -3x Short MicroStrategy ETP (SMST.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

0.60

Martin ratioReturn relative to average drawdown

1.17

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


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Sharpe Ratios by Period


SMST.L3NIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

-0.40

+0.39

Drawdowns

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

The maximum SMST.L drawdown since its inception was -99.26%, which is greater than 3NIE.L's maximum drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for SMST.L and 3NIE.L.


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Drawdown Indicators


SMST.L3NIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.26%

-60.99%

-38.27%

Max Drawdown (1Y)

Largest decline over 1 year

-93.24%

Current Drawdown

Current decline from peak

-91.93%

-49.47%

-42.46%

Average Drawdown

Average peak-to-trough decline

-80.49%

-36.88%

-43.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.05%

Volatility

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


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Volatility by Period


SMST.L3NIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

55.39%

Volatility (6M)

Calculated over the trailing 6-month period

177.15%

Volatility (1Y)

Calculated over the trailing 1-year period

203.45%

175.06%

+28.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19,133.00%

175.06%

+18,957.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19,133.00%

175.06%

+18,957.94%

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

Both SMST.L and 3NIE.L have an expense ratio of 0.75%.


Dividends

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

Neither SMST.L nor 3NIE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMST.L and 3NIE.L have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SMST.L and 3NIE.L have the same expense ratio: 0.75% per year.

SMST.L is categorized as Inverse Equities, while 3NIE.L is Leveraged Equities.

Portfolio Optimizer

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