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YMSF.DE vs. MBZ3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YMSF.DE vs. MBZ3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE) and Leverage Shares 3x Long Mercedes Benz (MBG) ETP Securities (MBZ3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YMSF.DE achieves a -19.55% return, which is significantly higher than MBZ3.DE's -42.95% return.


YMSF.DE

1D
0.00%
1M
2.27%
YTD
-19.55%
6M
-18.08%
1Y
-17.28%
3Y*
5Y*
10Y*

MBZ3.DE

1D
-4.98%
1M
3.27%
YTD
-42.95%
6M
-44.55%
1Y
-25.61%
3Y*
-43.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YMSF.DE vs. MBZ3.DE - Yearly Performance Comparison


2026 (YTD)20252024
YMSF.DE
IncomeShares Microsoft (MSFT) Options ETP
-19.55%-1.48%2.79%
MBZ3.DE
Leverage Shares 3x Long Mercedes Benz (MBG) ETP Securities
-42.95%18.19%1.67%

Correlation

The correlation between YMSF.DE and MBZ3.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2024

0.06

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Return for Risk

YMSF.DE vs. MBZ3.DE — Risk / Return Rank

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

YMSF.DE
YMSF.DE Risk / Return Rank: 55
Overall Rank
YMSF.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
YMSF.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
YMSF.DE Omega Ratio Rank: 44
Omega Ratio Rank
YMSF.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
YMSF.DE Martin Ratio Rank: 66
Martin Ratio Rank

MBZ3.DE
MBZ3.DE Risk / Return Rank: 66
Overall Rank
MBZ3.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MBZ3.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
MBZ3.DE Omega Ratio Rank: 88
Omega Ratio Rank
MBZ3.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
MBZ3.DE Martin Ratio Rank: 44
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.

YMSF.DE vs. MBZ3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE) and Leverage Shares 3x Long Mercedes Benz (MBG) ETP Securities (MBZ3.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.


YMSF.DEMBZ3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

0.91

1.00

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.51

+0.09

Martin ratioReturn relative to average drawdown

-0.72

-1.03

+0.31

YMSF.DE vs. MBZ3.DE - Sharpe Ratio Comparison

The current YMSF.DE Sharpe Ratio is -0.55, which is lower than the MBZ3.DE Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of YMSF.DE and MBZ3.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


YMSF.DEMBZ3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

-0.34

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

-0.34

-0.08

Drawdowns

YMSF.DE vs. MBZ3.DE - Drawdown Comparison

The maximum YMSF.DE drawdown since its inception was -41.28%, smaller than the maximum MBZ3.DE drawdown of -86.65%. Use the drawdown chart below to compare losses from any high point for YMSF.DE and MBZ3.DE.


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Drawdown Indicators


YMSF.DEMBZ3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.28%

-86.65%

+45.37%

Max Drawdown (1Y)

Largest decline over 1 year

-41.28%

-50.20%

+8.92%

Max Drawdown (3Y)

Largest decline over 3 years

-86.65%

Current Drawdown

Current decline from peak

-35.69%

-83.98%

+48.29%

Average Drawdown

Average peak-to-trough decline

-16.36%

-52.10%

+35.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.91%

24.81%

-0.90%

Volatility

YMSF.DE vs. MBZ3.DE - Volatility Comparison

The current volatility for IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE) is 9.40%, while Leverage Shares 3x Long Mercedes Benz (MBG) ETP Securities (MBZ3.DE) has a volatility of 18.17%. This indicates that YMSF.DE experiences smaller price fluctuations and is considered to be less risky than MBZ3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YMSF.DEMBZ3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.40%

18.17%

-8.77%

Volatility (6M)

Calculated over the trailing 6-month period

20.03%

53.31%

-33.28%

Volatility (1Y)

Calculated over the trailing 1-year period

31.04%

74.64%

-43.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.43%

73.70%

-44.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.43%

73.70%

-44.27%

YMSF.DE vs. MBZ3.DE - Expense Ratio Comparison

YMSF.DE has a 0.55% expense ratio, which is lower than MBZ3.DE's 0.75% expense ratio.


Dividends

YMSF.DE vs. MBZ3.DE - Dividend Comparison

YMSF.DE's dividend yield for the trailing twelve months is around 13.39%, while MBZ3.DE has not paid dividends to shareholders.


Frequently Asked Questions


YMSF.DE and MBZ3.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YMSF.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YMSF.DE is cheaper with a 0.55% expense ratio, compared with 0.75% for MBZ3.DE.

YMSF.DE is categorized as Derivative Income, while MBZ3.DE is Leveraged Equities. Their fees differ too: 0.55% for YMSF.DE and 0.75% for MBZ3.DE.

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