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3BAL.L vs. DL2P.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3BAL.L vs. DL2P.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 L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3BAL.L achieves a 30.40% return, which is significantly higher than DL2P.L's -4.56% return. Over the past 10 years, 3BAL.L has outperformed DL2P.L with an annualized return of 18.08%, while DL2P.L has yielded a comparatively lower 12.86% annualized return.


3BAL.L

1D
-1.78%
1M
13.75%
6M
20.59%
YTD
30.40%
1Y
173.72%
3Y*
142.98%
5Y*
80.81%
10Y*
18.08%

DL2P.L

1D
-1.29%
1M
-2.86%
6M
-9.94%
YTD
-4.56%
1Y
-3.84%
3Y*
22.60%
5Y*
11.87%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3BAL.L vs. DL2P.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
3BAL.L
WisdomTree EURO STOXX Banks 3x Daily Leveraged
30.40%433.07%68.07%63.85%-24.90%108.27%-79.89%25.77%-70.96%15.80%
DL2P.L
L&G DAX Daily 2x Long UCITS ETF EUR (Acc)
-4.56%44.27%25.79%31.85%-23.59%21.61%1.34%38.90%-33.44%29.05%

Correlation

The correlation between 3BAL.L and DL2P.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2014

0.67

The correlation between 3BAL.L and DL2P.L has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

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Return for Risk

3BAL.L vs. DL2P.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: 8080
Overall Rank
3BAL.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
3BAL.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
3BAL.L Omega Ratio Rank: 7373
Omega Ratio Rank
3BAL.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
3BAL.L Martin Ratio Rank: 7070
Martin Ratio Rank

DL2P.L
DL2P.L Risk / Return Rank: 88
Overall Rank
DL2P.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DL2P.L Sortino Ratio Rank: 88
Sortino Ratio Rank
DL2P.L Omega Ratio Rank: 88
Omega Ratio Rank
DL2P.L Calmar Ratio Rank: 88
Calmar Ratio Rank
DL2P.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. DL2P.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 L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.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.LDL2P.LDifference
Sharpe ratioReturn per unit of total volatility

+2.64

Sortino ratioReturn per unit of downside risk

+2.77

Omega ratioGain probability vs. loss probability

1.35

1.00

+0.34

Calmar ratioReturn relative to maximum drawdown

3.80

-0.17

+3.97

Martin ratioReturn relative to average drawdown

10.22

-0.47

+10.69

3BAL.L vs. DL2P.L - Sharpe Ratio Comparison

The current 3BAL.L Sharpe Ratio is 2.51, which is higher than the DL2P.L Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of 3BAL.L and DL2P.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. DL2P.L - Drawdown Comparison

The maximum 3BAL.L drawdown since its inception was -99.29%, which is greater than DL2P.L's maximum drawdown of -63.02%. Use the drawdown chart below to compare losses from any high point for 3BAL.L and DL2P.L.


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Drawdown Indicators


3BAL.LDL2P.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.29%

-63.02%

-36.27%

Max Drawdown (1Y)

Largest decline over 1 year

-45.44%

-23.87%

-21.57%

Max Drawdown (3Y)

Largest decline over 3 years

-50.31%

-28.21%

-22.10%

Max Drawdown (5Y)

Largest decline over 5 years

-77.94%

-46.63%

-31.31%

Max Drawdown (10Y)

Largest decline over 10 years

-97.78%

-63.02%

-34.76%

Current Drawdown

Current decline from peak

-45.45%

-10.64%

-34.81%

Average Drawdown

Average peak-to-trough decline

-81.83%

-16.32%

-65.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.92%

8.50%

+8.42%

Volatility

3BAL.L vs. DL2P.L - Volatility Comparison

WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L) has a higher volatility of 17.32% compared to L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DL2P.L) at 9.48%. This indicates that 3BAL.L's price experiences larger fluctuations and is considered to be riskier than DL2P.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.LDL2P.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.32%

9.48%

+7.84%

Volatility (6M)

Calculated over the trailing 6-month period

56.92%

26.53%

+30.39%

Volatility (1Y)

Calculated over the trailing 1-year period

68.84%

31.14%

+37.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.81%

33.71%

+41.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.40%

35.50%

+46.90%

3BAL.L vs. DL2P.L - Expense Ratio Comparison

3BAL.L has a 0.89% expense ratio, which is higher than DL2P.L's 0.40% expense ratio.


Dividends

3BAL.L vs. DL2P.L - Dividend Comparison

Neither 3BAL.L nor DL2P.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3BAL.L and DL2P.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DL2P.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DL2P.L is cheaper with a 0.40% expense ratio, compared with 0.89% for 3BAL.L.

3BAL.L tracks EURO STOXX Banks Daily Leverage 3 EUR Net Return Index, while DL2P.L tracks LevDAX x2 Index Gross TR EUR. They also come from different issuers: WisdomTree and L&G. Their fees differ too: 0.89% for 3BAL.L and 0.40% for DL2P.L.

Portfolio Optimizer

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