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TDAX vs. MRN3.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDAX vs. MRN3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDAQ Lift ETF (TDAX) and Leverage Shares 3x Long Moderna (MRNA) ETP Securities (MRN3.L). The values are adjusted to include any dividend payments, if applicable.

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TDAX vs. MRN3.L - Yearly Performance Comparison


Returns By Period


TDAX

1D
2.51%
1M
-5.10%
YTD
6M
1Y
3Y*
5Y*
10Y*

MRN3.L

1D
5.13%
1M
-28.06%
YTD
185.34%
6M
153.22%
1Y
23.95%
3Y*
-92.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDAX vs. MRN3.L - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is higher than MRN3.L's 0.75% expense ratio.


Return for Risk

TDAX vs. MRN3.L — Risk / Return Rank

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

TDAX

MRN3.L
MRN3.L Risk / Return Rank: 3434
Overall Rank
MRN3.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MRN3.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
MRN3.L Omega Ratio Rank: 5454
Omega Ratio Rank
MRN3.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
MRN3.L Martin Ratio Rank: 1616
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.

TDAX vs. MRN3.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and Leverage Shares 3x Long Moderna (MRNA) ETP Securities (MRN3.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDAX vs. MRN3.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAXMRN3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.34

-0.43

-0.91

Correlation

The correlation between TDAX and MRN3.L is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TDAX vs. MRN3.L - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.53%, while MRN3.L has not paid dividends to shareholders.


Drawdowns

TDAX vs. MRN3.L - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum MRN3.L drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TDAX and MRN3.L.


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Drawdown Indicators


TDAXMRN3.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-100.00%

+85.31%

Max Drawdown (1Y)

Largest decline over 1 year

-81.28%

Current Drawdown

Current decline from peak

-9.43%

-100.00%

+90.57%

Average Drawdown

Average peak-to-trough decline

-5.19%

-97.52%

+92.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.36%

Volatility

TDAX vs. MRN3.L - Volatility Comparison


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Volatility by Period


TDAXMRN3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

67.32%

Volatility (6M)

Calculated over the trailing 6-month period

163.13%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

213.24%

-188.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

223.41%

-198.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

223.41%

-198.83%