PortfoliosLab logoPortfoliosLab logo
3BAL.L vs. DS2P.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3BAL.L vs. DS2P.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 Short UCITS ETF EUR (Acc) (DS2P.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 3BAL.L achieves a 30.40% return, which is significantly higher than DS2P.L's -11.43% return. Over the past 10 years, 3BAL.L has outperformed DS2P.L with an annualized return of 18.08%, while DS2P.L has yielded a comparatively lower -23.26% 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%

DS2P.L

1D
1.26%
1M
-1.25%
6M
-1.25%
YTD
-11.43%
1Y
-10.34%
3Y*
-24.61%
5Y*
-20.24%
10Y*
-23.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3BAL.L vs. DS2P.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%
DS2P.L
L&G DAX Daily 2x Short UCITS ETF EUR (Acc)
-11.43%-29.68%-28.35%-29.73%13.75%-35.96%-31.61%-42.13%34.26%-24.13%

Correlation

The correlation between 3BAL.L and DS2P.L is -0.67, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.67

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

-0.68

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

-0.67

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

-0.63

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

-0.66

The correlation between 3BAL.L and DS2P.L has been stable across timeframes, ranging from -0.68 to -0.63 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

3BAL.L vs. DS2P.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

DS2P.L
DS2P.L Risk / Return Rank: 66
Overall Rank
DS2P.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DS2P.L Sortino Ratio Rank: 77
Sortino Ratio Rank
DS2P.L Omega Ratio Rank: 77
Omega Ratio Rank
DS2P.L Calmar Ratio Rank: 66
Calmar Ratio Rank
DS2P.L Martin Ratio Rank: 55
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. DS2P.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 Short UCITS ETF EUR (Acc) (DS2P.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.LDS2P.LDifference
Sharpe ratioReturn per unit of total volatility

+2.82

Sortino ratioReturn per unit of downside risk

+3.02

Omega ratioGain probability vs. loss probability

1.35

0.97

+0.37

Calmar ratioReturn relative to maximum drawdown

3.80

-0.38

+4.18

Martin ratioReturn relative to average drawdown

10.22

-0.82

+11.04

3BAL.L vs. DS2P.L - Sharpe Ratio Comparison

The current 3BAL.L Sharpe Ratio is 2.51, which is higher than the DS2P.L Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of 3BAL.L and DS2P.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.


Loading charts...

Drawdowns

3BAL.L vs. DS2P.L - Drawdown Comparison

The maximum 3BAL.L drawdown since its inception was -99.29%, roughly equal to the maximum DS2P.L drawdown of -99.62%. Use the drawdown chart below to compare losses from any high point for 3BAL.L and DS2P.L.


Loading charts...

Drawdown Indicators


3BAL.LDS2P.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.29%

-99.62%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-45.44%

-27.26%

-18.18%

Max Drawdown (3Y)

Largest decline over 3 years

-50.31%

-67.63%

+17.32%

Max Drawdown (5Y)

Largest decline over 5 years

-77.94%

-78.85%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-97.78%

-93.76%

-4.02%

Current Drawdown

Current decline from peak

-45.45%

-99.60%

+54.15%

Average Drawdown

Average peak-to-trough decline

-81.83%

-89.22%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.92%

12.75%

+4.17%

Volatility

3BAL.L vs. DS2P.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 Short UCITS ETF EUR (Acc) (DS2P.L) at 9.55%. This indicates that 3BAL.L's price experiences larger fluctuations and is considered to be riskier than DS2P.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


3BAL.LDS2P.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.32%

9.55%

+7.77%

Volatility (6M)

Calculated over the trailing 6-month period

56.92%

28.12%

+28.80%

Volatility (1Y)

Calculated over the trailing 1-year period

68.84%

34.11%

+34.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.81%

36.75%

+38.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.40%

38.73%

+43.67%

3BAL.L vs. DS2P.L - Expense Ratio Comparison

3BAL.L has a 0.89% expense ratio, which is higher than DS2P.L's 0.50% expense ratio.


Dividends

3BAL.L vs. DS2P.L - Dividend Comparison

Neither 3BAL.L nor DS2P.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3BAL.L and DS2P.L have a correlation of -0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DS2P.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DS2P.L is cheaper with a 0.50% expense ratio, compared with 0.89% for 3BAL.L.

3BAL.L tracks EURO STOXX Banks Daily Leverage 3 EUR Net Return Index, while DS2P.L tracks ShortDAX 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 0.50% for DS2P.L.

Portfolio Optimizer

Find the right allocation for 3BAL.L and DS2P.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer