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3BAL.L vs. XS2D.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3BAL.L vs. XS2D.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 Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.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 XS2D.L is traded in USD. To make them comparable, the XS2D.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 2.88% return, which is significantly lower than XS2D.L's 19.08% return.


3BAL.L

1D
2.25%
1M
14.53%
YTD
2.88%
6M
25.89%
1Y
120.86%
3Y*
136.42%
5Y*
59.87%
10Y*

XS2D.L

1D
-0.85%
1M
9.89%
YTD
19.08%
6M
19.26%
1Y
55.83%
3Y*
35.20%
5Y*
21.70%
10Y*
25.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3BAL.L vs. XS2D.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
3BAL.L
WisdomTree EURO STOXX Banks 3x Daily Leveraged
2.88%433.07%68.07%63.85%-24.90%108.27%-79.89%25.77%-70.96%16.34%
XS2D.L
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C
19.08%17.56%48.20%41.43%-31.85%64.57%17.41%56.67%-10.94%17.37%

Correlation

The correlation between 3BAL.L and XS2D.L is 0.54, 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

0.54

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

0.42

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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2017

0.46

The correlation between 3BAL.L and XS2D.L shifts across timeframes, from 0.42 (3 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

3BAL.L vs. XS2D.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: 4747
Overall Rank
3BAL.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
3BAL.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
3BAL.L Omega Ratio Rank: 4242
Omega Ratio Rank
3BAL.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
3BAL.L Martin Ratio Rank: 4444
Martin Ratio Rank

XS2D.L
XS2D.L Risk / Return Rank: 6969
Overall Rank
XS2D.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XS2D.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
XS2D.L Omega Ratio Rank: 6565
Omega Ratio Rank
XS2D.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
XS2D.L Martin Ratio Rank: 7373
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. XS2D.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 Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.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.LXS2D.LDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.27

1.42

-0.15

Calmar ratioReturn relative to maximum drawdown

2.61

3.52

-0.91

Martin ratioReturn relative to average drawdown

7.11

13.27

-6.16

3BAL.L vs. XS2D.L - Sharpe Ratio Comparison

The current 3BAL.L Sharpe Ratio is 1.73, which is comparable to the XS2D.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of 3BAL.L and XS2D.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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Sharpe Ratios by Period


3BAL.LXS2D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

2.45

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.72

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.86

-0.76

Drawdowns

3BAL.L vs. XS2D.L - Drawdown Comparison

The maximum 3BAL.L drawdown since its inception was -97.78%, which is greater than XS2D.L's maximum drawdown of -54.44%. Use the drawdown chart below to compare losses from any high point for 3BAL.L and XS2D.L.


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Drawdown Indicators


3BAL.LXS2D.LDifference

Max Drawdown

Largest peak-to-trough decline

-97.78%

-54.44%

-43.34%

Max Drawdown (1Y)

Largest decline over 1 year

-45.44%

-15.77%

-29.67%

Max Drawdown (3Y)

Largest decline over 3 years

-50.31%

-36.46%

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-77.94%

-37.20%

-40.74%

Max Drawdown (10Y)

Largest decline over 10 years

-54.44%

Current Drawdown

Current decline from peak

-15.06%

-0.85%

-14.21%

Average Drawdown

Average peak-to-trough decline

-66.27%

-8.14%

-58.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.72%

4.20%

+12.52%

Volatility

3BAL.L vs. XS2D.L - Volatility Comparison

WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L) has a higher volatility of 18.17% compared to Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) at 6.40%. This indicates that 3BAL.L's price experiences larger fluctuations and is considered to be riskier than XS2D.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.LXS2D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.17%

6.40%

+11.77%

Volatility (6M)

Calculated over the trailing 6-month period

54.27%

16.35%

+37.92%

Volatility (1Y)

Calculated over the trailing 1-year period

68.63%

22.81%

+45.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.92%

30.08%

+44.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.86%

31.29%

+51.57%

3BAL.L vs. XS2D.L - Expense Ratio Comparison

3BAL.L has a 0.89% expense ratio, which is higher than XS2D.L's 0.60% expense ratio.


Dividends

3BAL.L vs. XS2D.L - Dividend Comparison

Neither 3BAL.L nor XS2D.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3BAL.L and XS2D.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XS2D.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XS2D.L is cheaper with a 0.60% expense ratio, compared with 0.89% for 3BAL.L.

3BAL.L tracks EURO STOXX Banks Daily Leverage 3 EUR Net Return Index, while XS2D.L tracks S&P 500 2x Leveraged Daily Index. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.89% for 3BAL.L and 0.60% for XS2D.L.

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