TAI3.DE vs. LVWC.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE).

TAI3.DE and LVWC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TAI3.DE is an actively managed fund by Leverage Shares. It was launched on Sep 13, 2022. LVWC.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World Leveraged 2x Daily Net Index. It was launched on Sep 30, 2025.

Performance

TAI3.DE vs. LVWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE). The values are adjusted to include any dividend payments, if applicable.

TAI3.DE vs. LVWC.DE - Yearly Performance Comparison

	2026 (YTD)	2025
TAI3.DE Leverage Shares 3x Long Taiwan ETP Securities	33.10%	-2.81%
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	-5.56%	2.68%

Returns By Period

In the year-to-date period, TAI3.DE achieves a 33.10% return, which is significantly higher than LVWC.DE's -5.56% return.

TAI3.DE

• 1D: 14.37%
• 1M: -14.01%
• YTD: 33.10%
• 6M: 37.27%
• 1Y: 140.75%
• 3Y*: 35.15%
• 5Y*: —
• 10Y*: —

LVWC.DE

• 1D: 4.84%
• 1M: -7.42%
• YTD: -5.56%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TAI3.DE vs. LVWC.DE - Expense Ratio Comparison

TAI3.DE has a 0.75% expense ratio, which is higher than LVWC.DE's 0.60% expense ratio.

TAI3.DE

Leverage Shares 3x Long Taiwan ETP Securities

LVWC.DE

Amundi MSCI World 2x Leveraged UCITS ETF

Return for Risk

TAI3.DE vs. LVWC.DE — Risk / Return Rank

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

TAI3.DE

TAI3.DE Risk / Return Rank: 84
TAI3.DE Sharpe Ratio Rank: 84
TAI3.DE Sortino Ratio Rank: 82
TAI3.DE Omega Ratio Rank: 77
TAI3.DE Calmar Ratio Rank: 90
TAI3.DE Martin Ratio Rank: 87

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.

TAI3.DE vs. LVWC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.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.

	TAI3.DE	LVWC.DE	Difference
Sharpe ratio Return per unit of total volatility	1.75	—	—
Sortino ratio Return per unit of downside risk	2.28	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	3.41	—	—
Martin ratio Return relative to average drawdown	11.89	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TAI3.DE	LVWC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	-0.26	+0.71

Correlation

The correlation between TAI3.DE and LVWC.DE is 0.79, 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

TAI3.DE vs. LVWC.DE - Dividend Comparison

Neither TAI3.DE nor LVWC.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TAI3.DE vs. LVWC.DE - Drawdown Comparison

The maximum TAI3.DE drawdown since its inception was -73.14%, which is greater than LVWC.DE's maximum drawdown of -14.47%. Use the drawdown chart below to compare losses from any high point for TAI3.DE and LVWC.DE.

Drawdown Indicators

	TAI3.DE	LVWC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-73.14%	-14.47%	-58.67%
Max Drawdown (1Y) Largest decline over 1 year	-47.72%	—	—
Current Drawdown Current decline from peak	-20.05%	-9.41%	-10.64%
Average Drawdown Average peak-to-trough decline	-18.07%	-3.45%	-14.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.35%	—	—

Volatility

Volatility by Period

	TAI3.DE	LVWC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.68%	—	—
Volatility (6M) Calculated over the trailing 6-month period	49.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	80.25%	24.13%	+56.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.27%	24.13%	+44.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.27%	24.13%	+44.14%