Vaadin Checkbox Caption: Newline character

When using the vaadin checkbox component, i want to set the caption of the checkbox and break (Create a new line) at a certain point. I have tried several ways and none of them work.

 checkbox.setCaption("This is a line that should break\n and start a new line afterwards")
String caption = "This line should break\n" + "and then this line should start"
checkbox.setCaption(caption.toString());
Label label2 = new Label("This line should break<br/>, start another one now", XHTML)
checkbox.setCaption(label2.getCaption());

None of these methods work, what is the easiest way to set a checkbox caption and break at a certain point?

With an optiongroup it is possible:

http://demo.vaadin.com/sampler#OptionGroupHtmlItems

Maybe you can watch in the source code how it is done