PortfoliosLab logoPortfoliosLab logo
3BAL.L vs. 3KOR.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

3BAL.L vs. 3KOR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L) and Leverage Shares 3x Long South Korea ETP Securities (3KOR.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

3BAL.L vs. 3KOR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
3BAL.L
WisdomTree EURO STOXX Banks 3x Daily Leveraged
-33.05%433.07%68.07%63.85%4.38%
3KOR.L
Leverage Shares 3x Long South Korea ETP Securities
33.94%324.14%-61.68%9.27%-54.74%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, 3BAL.L achieves a -33.05% return, which is significantly lower than 3KOR.L's 33.94% return.


3BAL.L

1D
-0.60%
1M
-34.98%
YTD
-33.05%
6M
-5.97%
1Y
79.73%
3Y*
109.03%
5Y*
59.14%
10Y*

3KOR.L

1D
-6.55%
1M
-59.30%
YTD
33.94%
6M
135.06%
1Y
485.38%
3Y*
29.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


3BAL.L vs. 3KOR.L - Expense Ratio Comparison

3BAL.L has a 0.89% expense ratio, which is higher than 3KOR.L's 0.75% expense ratio.


Return for Risk

3BAL.L vs. 3KOR.L — Risk / Return Rank

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

3BAL.L
3BAL.L Risk / Return Rank: 5858
Overall Rank
3BAL.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
3BAL.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
3BAL.L Omega Ratio Rank: 5454
Omega Ratio Rank
3BAL.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
3BAL.L Martin Ratio Rank: 5656
Martin Ratio Rank

3KOR.L
3KOR.L Risk / Return Rank: 9898
Overall Rank
3KOR.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
3KOR.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
3KOR.L Omega Ratio Rank: 9696
Omega Ratio Rank
3KOR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
3KOR.L Martin Ratio Rank: 9898
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.

3BAL.L vs. 3KOR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L) and Leverage Shares 3x Long South Korea ETP Securities (3KOR.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.


3BAL.L3KOR.LDifference

Sharpe ratio

Return per unit of total volatility

0.93

4.74

-3.81

Sortino ratio

Return per unit of downside risk

1.50

3.62

-2.12

Omega ratio

Gain probability vs. loss probability

1.20

1.51

-0.31

Calmar ratio

Return relative to maximum drawdown

1.75

7.50

-5.74

Martin ratio

Return relative to average drawdown

5.34

25.89

-20.55

3BAL.L vs. 3KOR.L - Sharpe Ratio Comparison

The current 3BAL.L Sharpe Ratio is 0.93, which is lower than the 3KOR.L Sharpe Ratio of 4.74. The chart below compares the historical Sharpe Ratios of 3BAL.L and 3KOR.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.


Loading graphics...

Sharpe Ratios by Period


3BAL.L3KOR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

4.74

-3.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.03

+0.01

Correlation

The correlation between 3BAL.L and 3KOR.L is 0.37, 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

3BAL.L vs. 3KOR.L - Dividend Comparison

Neither 3BAL.L nor 3KOR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

3BAL.L vs. 3KOR.L - Drawdown Comparison

The maximum 3BAL.L drawdown since its inception was -97.78%, which is greater than 3KOR.L's maximum drawdown of -85.83%. Use the drawdown chart below to compare losses from any high point for 3BAL.L and 3KOR.L.


Loading graphics...

Drawdown Indicators


3BAL.L3KOR.LDifference

Max Drawdown

Largest peak-to-trough decline

-97.78%

-85.50%

-12.28%

Max Drawdown (1Y)

Largest decline over 1 year

-45.44%

-60.08%

+14.64%

Max Drawdown (5Y)

Largest decline over 5 years

-77.94%

Current Drawdown

Current decline from peak

-44.72%

-60.08%

+15.36%

Average Drawdown

Average peak-to-trough decline

-67.05%

-54.39%

-12.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.94%

17.29%

-2.35%

Volatility

3BAL.L vs. 3KOR.L - Volatility Comparison

The current volatility for WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L) is 29.98%, while Leverage Shares 3x Long South Korea ETP Securities (3KOR.L) has a volatility of 49.02%. This indicates that 3BAL.L experiences smaller price fluctuations and is considered to be less risky than 3KOR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


3BAL.L3KOR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.98%

49.02%

-19.04%

Volatility (6M)

Calculated over the trailing 6-month period

49.34%

88.25%

-38.91%

Volatility (1Y)

Calculated over the trailing 1-year period

74.86%

101.83%

-26.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.24%

77.66%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.86%

77.66%

+5.20%