XS2D.L vs. 3TSM.L
Compare and contrast key facts about Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) and Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.L).
XS2D.L and 3TSM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XS2D.L is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 2x Leveraged Daily Index. It was launched on Mar 18, 2010. 3TSM.L is a passively managed fund by Leverage Shares that tracks the performance of the iSTOXX Leveraged 3x TSM Index. It was launched on Dec 10, 2021. Both XS2D.L and 3TSM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XS2D.L vs. 3TSM.L - Performance Comparison
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XS2D.L vs. 3TSM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XS2D.L Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | -13.55% | 26.58% | 45.65% | 48.87% | -39.09% | 2.63% |
3TSM.L Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities | 10.57% | 60.55% | 288.94% | 90.51% | -85.22% | 6.05% |
Returns By Period
In the year-to-date period, XS2D.L achieves a -13.55% return, which is significantly lower than 3TSM.L's 10.57% return.
XS2D.L
- 1D
- 1.56%
- 1M
- -12.47%
- YTD
- -13.55%
- 6M
- -8.15%
- 1Y
- 26.93%
- 3Y*
- 28.37%
- 5Y*
- 15.43%
- 10Y*
- 21.00%
3TSM.L
- 1D
- 7.87%
- 1M
- -37.09%
- YTD
- 10.57%
- 6M
- 26.08%
- 1Y
- 337.57%
- 3Y*
- 96.02%
- 5Y*
- —
- 10Y*
- —
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XS2D.L vs. 3TSM.L - Expense Ratio Comparison
XS2D.L has a 0.60% expense ratio, which is lower than 3TSM.L's 0.75% expense ratio.
Return for Risk
XS2D.L vs. 3TSM.L — Risk / Return Rank
XS2D.L
3TSM.L
XS2D.L vs. 3TSM.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 Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.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.L | 3TSM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 3.14 | -2.29 |
Sortino ratioReturn per unit of downside risk | 1.32 | 3.01 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.36 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 6.49 | -5.48 |
Martin ratioReturn relative to average drawdown | 4.46 | 17.75 | -13.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XS2D.L | 3TSM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 3.14 | -2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.16 | +0.57 |
Correlation
The correlation between XS2D.L and 3TSM.L is 0.59, 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. 3TSM.L - Dividend Comparison
Neither XS2D.L nor 3TSM.L has paid dividends to shareholders.
Drawdowns
XS2D.L vs. 3TSM.L - Drawdown Comparison
The maximum XS2D.L drawdown since its inception was -59.31%, smaller than the maximum 3TSM.L drawdown of -93.59%. Use the drawdown chart below to compare losses from any high point for XS2D.L and 3TSM.L.
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Drawdown Indicators
| XS2D.L | 3TSM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.31% | -93.59% | +34.28% |
Max Drawdown (1Y)Largest decline over 1 year | -22.93% | -46.56% | +23.63% |
Max Drawdown (5Y)Largest decline over 5 years | -46.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.31% | — | — |
Current DrawdownCurrent decline from peak | -15.61% | -42.36% | +26.75% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -57.40% | +48.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.20% | 17.03% | -11.83% |
Volatility
XS2D.L vs. 3TSM.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) is 8.03%, while Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.L) has a volatility of 31.90%. This indicates that XS2D.L experiences smaller price fluctuations and is considered to be less risky than 3TSM.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.L | 3TSM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 31.90% | -23.87% |
Volatility (6M)Calculated over the trailing 6-month period | 16.72% | 74.07% | -57.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.46% | 106.72% | -75.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.62% | 113.58% | -81.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.29% | 113.58% | -81.29% |