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XS2D.L vs. 3GOO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XS2D.L vs. 3GOO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) and Leverage Shares 3x Alphabet ETC GBP (3GOO.L). The values are adjusted to include any dividend payments, if applicable.

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XS2D.L vs. 3GOO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XS2D.L
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C
-9.33%26.58%45.65%48.87%-39.09%63.03%18.67%
3GOO.L
Leverage Shares 3x Alphabet ETC GBP
-24.00%164.65%77.33%168.31%-87.29%289.16%17.40%
Different Trading Currencies

XS2D.L is traded in USD, while 3GOO.L is traded in GBp. To make them comparable, the 3GOO.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XS2D.L achieves a -9.33% return, which is significantly higher than 3GOO.L's -24.00% return.


XS2D.L

1D
4.88%
1M
-7.66%
YTD
-9.33%
6M
-4.81%
1Y
29.17%
3Y*
30.43%
5Y*
16.54%
10Y*
21.58%

3GOO.L

1D
14.46%
1M
-12.73%
YTD
-24.00%
6M
50.34%
1Y
311.59%
3Y*
91.61%
5Y*
23.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XS2D.L vs. 3GOO.L - Expense Ratio Comparison

XS2D.L has a 0.60% expense ratio, which is lower than 3GOO.L's 0.75% expense ratio.


Return for Risk

XS2D.L vs. 3GOO.L — Risk / Return Rank

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

XS2D.L
XS2D.L Risk / Return Rank: 5151
Overall Rank
XS2D.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XS2D.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
XS2D.L Omega Ratio Rank: 4848
Omega Ratio Rank
XS2D.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
XS2D.L Martin Ratio Rank: 5757
Martin Ratio Rank

3GOO.L
3GOO.L Risk / Return Rank: 9696
Overall Rank
3GOO.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
3GOO.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
3GOO.L Omega Ratio Rank: 9090
Omega Ratio Rank
3GOO.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
3GOO.L Martin Ratio Rank: 9797
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.

XS2D.L vs. 3GOO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) and Leverage Shares 3x Alphabet ETC GBP (3GOO.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.


XS2D.L3GOO.LDifference

Sharpe ratio

Return per unit of total volatility

0.92

3.51

-2.60

Sortino ratio

Return per unit of downside risk

1.40

3.46

-2.06

Omega ratio

Gain probability vs. loss probability

1.20

1.41

-0.21

Calmar ratio

Return relative to maximum drawdown

1.66

6.00

-4.34

Martin ratio

Return relative to average drawdown

6.52

20.52

-13.99

XS2D.L vs. 3GOO.L - Sharpe Ratio Comparison

The current XS2D.L Sharpe Ratio is 0.92, which is lower than the 3GOO.L Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of XS2D.L and 3GOO.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XS2D.L3GOO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

3.51

-2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.27

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.41

+0.34

Correlation

The correlation between XS2D.L and 3GOO.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XS2D.L vs. 3GOO.L - Dividend Comparison

Neither XS2D.L nor 3GOO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XS2D.L vs. 3GOO.L - Drawdown Comparison

The maximum XS2D.L drawdown since its inception was -59.31%, smaller than the maximum 3GOO.L drawdown of -89.39%. Use the drawdown chart below to compare losses from any high point for XS2D.L and 3GOO.L.


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Drawdown Indicators


XS2D.L3GOO.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.31%

-88.06%

+28.75%

Max Drawdown (1Y)

Largest decline over 1 year

-22.93%

-50.61%

+27.68%

Max Drawdown (5Y)

Largest decline over 5 years

-46.01%

-88.06%

+42.05%

Max Drawdown (10Y)

Largest decline over 10 years

-59.31%

Current Drawdown

Current decline from peak

-11.50%

-39.39%

+27.89%

Average Drawdown

Average peak-to-trough decline

-9.09%

-45.51%

+36.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

14.96%

-10.67%

Volatility

XS2D.L vs. 3GOO.L - Volatility Comparison

The current volatility for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) is 9.46%, while Leverage Shares 3x Alphabet ETC GBP (3GOO.L) has a volatility of 25.02%. This indicates that XS2D.L experiences smaller price fluctuations and is considered to be less risky than 3GOO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XS2D.L3GOO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

25.02%

-15.56%

Volatility (6M)

Calculated over the trailing 6-month period

17.40%

57.49%

-40.09%

Volatility (1Y)

Calculated over the trailing 1-year period

31.77%

88.40%

-56.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.69%

90.98%

-59.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.32%

91.08%

-58.76%