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3BAL.L vs. 3NIE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3BAL.L vs. 3NIE.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 NIO ETP Securities (3NIE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3BAL.L is traded in GBp, while 3NIE.L is traded in USD. To make them comparable, the 3NIE.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 25.66% return, which is significantly higher than 3NIE.L's -58.96% return.


3BAL.L

1D
1.86%
1M
23.42%
YTD
25.66%
6M
27.44%
1Y
182.60%
3Y*
155.31%
5Y*
70.85%
10Y*
21.97%

3NIE.L

1D
-15.04%
1M
-27.97%
YTD
-58.96%
6M
-46.89%
1Y
-32.10%
3Y*
-5.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
3BAL.L
WisdomTree EURO STOXX Banks 3x Daily Leveraged
25.66%433.07%68.07%63.85%-24.90%7.86%
3NIE.L
Leverage Shares 3x Long NIO ETP Securities
-58.96%20,098.97%-98.13%-83.22%-99.74%-37.15%

Correlation

The correlation between 3BAL.L and 3NIE.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.25

The correlation between 3BAL.L and 3NIE.L shifts across timeframes, from 0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3BAL.L vs. 3NIE.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: 7777
Overall Rank
3BAL.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
3BAL.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
3BAL.L Omega Ratio Rank: 6868
Omega Ratio Rank
3BAL.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
3BAL.L Martin Ratio Rank: 6767
Martin Ratio Rank

3NIE.L
3NIE.L Risk / Return Rank: 1212
Overall Rank
3NIE.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
3NIE.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
3NIE.L Omega Ratio Rank: 1818
Omega Ratio Rank
3NIE.L Calmar Ratio Rank: 66
Calmar Ratio Rank
3NIE.L Martin Ratio Rank: 77
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. 3NIE.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 NIO ETP Securities (3NIE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


3BAL.L3NIE.LDifference
Sharpe ratioReturn per unit of total volatility

+2.82

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.35

1.11

+0.24

Calmar ratioReturn relative to maximum drawdown

3.99

-0.36

+4.35

Martin ratioReturn relative to average drawdown

10.72

-0.51

+11.22

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

The current 3BAL.L Sharpe Ratio is 2.64, which is higher than the 3NIE.L Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of 3BAL.L and 3NIE.L, 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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Drawdowns

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

The maximum 3BAL.L drawdown since its inception was -99.29%, roughly equal to the maximum 3NIE.L drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for 3BAL.L and 3NIE.L.


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Drawdown Indicators


3BAL.L3NIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.29%

-100.00%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-45.44%

-89.86%

+44.42%

Max Drawdown (3Y)

Largest decline over 3 years

-50.31%

-99.85%

+49.54%

Max Drawdown (5Y)

Largest decline over 5 years

-77.94%

Max Drawdown (10Y)

Largest decline over 10 years

-97.78%

Current Drawdown

Current decline from peak

-47.44%

-99.96%

+52.52%

Average Drawdown

Average peak-to-trough decline

-82.00%

-96.78%

+14.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.96%

63.46%

-46.50%

Volatility

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

The current volatility for WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L) is 18.61%, while Leverage Shares 3x Long NIO ETP Securities (3NIE.L) has a volatility of 42.44%. This indicates that 3BAL.L experiences smaller price fluctuations and is considered to be less risky than 3NIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3BAL.L3NIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.61%

42.44%

-23.83%

Volatility (6M)

Calculated over the trailing 6-month period

55.75%

120.18%

-64.43%

Volatility (1Y)

Calculated over the trailing 1-year period

68.87%

180.06%

-111.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.08%

29,677.31%

-29,602.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.99%

29,677.31%

-29,594.32%

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

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


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


3BAL.L and 3NIE.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 3NIE.L is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

3NIE.L is cheaper with a 0.75% expense ratio, compared with 0.89% for 3BAL.L.

3BAL.L tracks EURO STOXX Banks Daily Leverage 3 EUR Net Return Index, while 3NIE.L tracks iSTOXX Leveraged 3x NIO Index. They also come from different issuers: WisdomTree and Leverage Shares. Their fees differ too: 0.89% for 3BAL.L and 0.75% for 3NIE.L.

Portfolio Optimizer

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