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SMST.L vs. CARD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMST.L vs. CARD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares -3x Short MicroStrategy ETP (SMST.L) and Max Auto Industry -3X Inverse Leveraged ETN (CARD). 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 CARD is traded in USD. To make them comparable, the CARD 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 CARD's -2.98% return.


SMST.L

1D
5.07%
1M
144.67%
YTD
-67.74%
6M
-49.77%
1Y
56.44%
3Y*
5Y*
10Y*

CARD

1D
-0.79%
1M
-12.22%
YTD
-2.98%
6M
-0.72%
1Y
-36.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMST.L vs. CARD - Yearly Performance Comparison


2026 (YTD)20252024
SMST.L
Leverage Shares -3x Short MicroStrategy ETP
-67.74%9,160.39%-98.46%
CARD
Max Auto Industry -3X Inverse Leveraged ETN
-2.98%-63.05%-26.81%

Correlation

The correlation between SMST.L and CARD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

0.30

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Return for Risk

SMST.L vs. CARD — 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

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

SMST.L vs. CARD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares -3x Short MicroStrategy ETP (SMST.L) and Max Auto Industry -3X Inverse Leveraged ETN (CARD). 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.LCARDDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.24

0.95

+0.28

Calmar ratioReturn relative to maximum drawdown

0.60

-0.72

+1.33

Martin ratioReturn relative to average drawdown

1.17

-1.08

+2.25

SMST.L vs. CARD - Sharpe Ratio Comparison

The current SMST.L Sharpe Ratio is 0.28, which is higher than the CARD Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of SMST.L and CARD, 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


SMST.LCARDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

-0.52

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

-0.65

+0.65

Drawdowns

SMST.L vs. CARD - Drawdown Comparison

The maximum SMST.L drawdown since its inception was -99.26%, which is greater than CARD's maximum drawdown of -94.27%. Use the drawdown chart below to compare losses from any high point for SMST.L and CARD.


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Drawdown Indicators


SMST.LCARDDifference

Max Drawdown

Largest peak-to-trough decline

-99.26%

-94.27%

-4.99%

Max Drawdown (1Y)

Largest decline over 1 year

-93.24%

-50.90%

-42.34%

Current Drawdown

Current decline from peak

-91.93%

-93.42%

+1.49%

Average Drawdown

Average peak-to-trough decline

-80.49%

-69.26%

-11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.05%

34.11%

+13.94%

Volatility

SMST.L vs. CARD - Volatility Comparison

Leverage Shares -3x Short MicroStrategy ETP (SMST.L) has a higher volatility of 55.39% compared to Max Auto Industry -3X Inverse Leveraged ETN (CARD) at 23.36%. This indicates that SMST.L's price experiences larger fluctuations and is considered to be riskier than CARD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMST.LCARDDifference

Volatility (1M)

Calculated over the trailing 1-month period

55.39%

23.36%

+32.03%

Volatility (6M)

Calculated over the trailing 6-month period

177.15%

52.16%

+124.99%

Volatility (1Y)

Calculated over the trailing 1-year period

203.45%

71.24%

+132.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19,133.00%

82.88%

+19,050.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19,133.00%

82.88%

+19,050.12%

SMST.L vs. CARD - Expense Ratio Comparison

SMST.L has a 0.75% expense ratio, which is lower than CARD's 0.95% expense ratio.


Dividends

SMST.L vs. CARD - Dividend Comparison

Neither SMST.L nor CARD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMST.L and CARD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMST.L is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMST.L is cheaper with a 0.75% expense ratio, compared with 0.95% for CARD.

They also come from different issuers: Leverage Shares and Max. Their fees differ too: 0.75% for SMST.L and 0.95% for CARD.

Portfolio Optimizer

Find the right allocation for SMST.L and CARD

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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