PortfoliosLab logoPortfoliosLab logo
SXRZ.DE vs. 3JPN.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXRZ.DE vs. 3JPN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) and Leverage Shares 3x Long Japan ETP Securities (3JPN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SXRZ.DE vs. 3JPN.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SXRZ.DE
iShares Nikkei 225 UCITS ETF (Acc)
5.59%15.71%13.83%17.70%-4.84%
3JPN.DE
Leverage Shares 3x Long Japan ETP Securities
8.39%27.74%0.10%34.83%0.88%

Returns By Period

In the year-to-date period, SXRZ.DE achieves a 5.59% return, which is significantly lower than 3JPN.DE's 8.39% return.


SXRZ.DE

1D
2.28%
1M
-2.17%
YTD
5.59%
6M
11.42%
1Y
33.03%
3Y*
15.31%
5Y*
6.20%
10Y*
9.89%

3JPN.DE

1D
9.14%
1M
-1.73%
YTD
8.39%
6M
15.81%
1Y
50.39%
3Y*
17.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SXRZ.DE vs. 3JPN.DE - Expense Ratio Comparison

SXRZ.DE has a 0.48% expense ratio, which is lower than 3JPN.DE's 0.75% expense ratio.


Return for Risk

SXRZ.DE vs. 3JPN.DE — Risk / Return Rank

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

SXRZ.DE
SXRZ.DE Risk / Return Rank: 7575
Overall Rank
SXRZ.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SXRZ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
SXRZ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
SXRZ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SXRZ.DE Martin Ratio Rank: 7474
Martin Ratio Rank

3JPN.DE
3JPN.DE Risk / Return Rank: 5151
Overall Rank
3JPN.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
3JPN.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
3JPN.DE Omega Ratio Rank: 4646
Omega Ratio Rank
3JPN.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
3JPN.DE Martin Ratio Rank: 5555
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.

SXRZ.DE vs. 3JPN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) and Leverage Shares 3x Long Japan ETP Securities (3JPN.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.


SXRZ.DE3JPN.DEDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.82

+0.61

Sortino ratio

Return per unit of downside risk

2.07

1.43

+0.64

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

3.03

2.04

+0.98

Martin ratio

Return relative to average drawdown

9.23

6.84

+2.39

SXRZ.DE vs. 3JPN.DE - Sharpe Ratio Comparison

The current SXRZ.DE Sharpe Ratio is 1.42, which is higher than the 3JPN.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SXRZ.DE and 3JPN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SXRZ.DE3JPN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.82

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.38

+0.13

Correlation

The correlation between SXRZ.DE and 3JPN.DE is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SXRZ.DE vs. 3JPN.DE - Dividend Comparison

Neither SXRZ.DE nor 3JPN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXRZ.DE vs. 3JPN.DE - Drawdown Comparison

The maximum SXRZ.DE drawdown since its inception was -29.90%, smaller than the maximum 3JPN.DE drawdown of -51.65%. Use the drawdown chart below to compare losses from any high point for SXRZ.DE and 3JPN.DE.


Loading graphics...

Drawdown Indicators


SXRZ.DE3JPN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.90%

-51.65%

+21.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-34.71%

+21.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

Max Drawdown (10Y)

Largest decline over 10 years

-29.90%

Current Drawdown

Current decline from peak

-9.85%

-26.75%

+16.90%

Average Drawdown

Average peak-to-trough decline

-7.32%

-14.49%

+7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

10.37%

-6.14%

Volatility

SXRZ.DE vs. 3JPN.DE - Volatility Comparison

The current volatility for iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) is 7.59%, while Leverage Shares 3x Long Japan ETP Securities (3JPN.DE) has a volatility of 23.56%. This indicates that SXRZ.DE experiences smaller price fluctuations and is considered to be less risky than 3JPN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SXRZ.DE3JPN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

23.56%

-15.97%

Volatility (6M)

Calculated over the trailing 6-month period

17.14%

45.07%

-27.93%

Volatility (1Y)

Calculated over the trailing 1-year period

23.10%

61.49%

-38.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

51.56%

-33.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

51.56%

-34.01%