PortfoliosLab logoPortfoliosLab logo
3GLE.L vs. SOXL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3GLE.L vs. SOXL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x Long Gold ETP Securities (3GLE.L) and Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 3GLE.L achieves a -9.71% return, which is significantly lower than SOXL.L's 798.38% return.


3GLE.L

1D
1.46%
1M
-8.07%
YTD
-9.71%
6M
-6.67%
1Y
52.94%
3Y*
65.12%
5Y*
10Y*

SOXL.L

1D
-9.76%
1M
108.32%
YTD
798.38%
6M
722.46%
1Y
2,188.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3GLE.L vs. SOXL.L - Yearly Performance Comparison


2026 (YTD)20252024
3GLE.L
Leverage Shares 3x Long Gold ETP Securities
-9.71%188.93%48.97%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
798.38%11.41%-59.99%

Correlation

The correlation between 3GLE.L and SOXL.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.14

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

3GLE.L vs. SOXL.L — Risk / Return Rank

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

3GLE.L
3GLE.L Risk / Return Rank: 2424
Overall Rank
3GLE.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
3GLE.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
3GLE.L Omega Ratio Rank: 2929
Omega Ratio Rank
3GLE.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
3GLE.L Martin Ratio Rank: 2121
Martin Ratio Rank

SOXL.L
SOXL.L Risk / Return Rank: 9797
Overall Rank
SOXL.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SOXL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXL.L Omega Ratio Rank: 9292
Omega Ratio Rank
SOXL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL.L Martin Ratio Rank: 9999
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.

3GLE.L vs. SOXL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Gold ETP Securities (3GLE.L) and Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.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.


3GLE.LSOXL.LDifference
Sharpe ratioReturn per unit of total volatility

-15.22

Sortino ratioReturn per unit of downside risk

-3.79

Omega ratioGain probability vs. loss probability

1.19

1.62

-0.43

Calmar ratioReturn relative to maximum drawdown

1.05

41.59

-40.55

Martin ratioReturn relative to average drawdown

2.35

125.57

-123.22

3GLE.L vs. SOXL.L - Sharpe Ratio Comparison

The current 3GLE.L Sharpe Ratio is 0.68, which is lower than the SOXL.L Sharpe Ratio of 15.90. The chart below compares the historical Sharpe Ratios of 3GLE.L and SOXL.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...

Sharpe Ratios by Period


3GLE.LSOXL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

15.90

-15.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.64

+0.21

Drawdowns

3GLE.L vs. SOXL.L - Drawdown Comparison

The maximum 3GLE.L drawdown since its inception was -50.37%, smaller than the maximum SOXL.L drawdown of -95.66%. Use the drawdown chart below to compare losses from any high point for 3GLE.L and SOXL.L.


Loading charts...

Drawdown Indicators


3GLE.LSOXL.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-95.66%

+45.29%

Max Drawdown (1Y)

Largest decline over 1 year

-50.37%

-51.95%

+1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-50.37%

Current Drawdown

Current decline from peak

-49.24%

-9.76%

-39.48%

Average Drawdown

Average peak-to-trough decline

-13.03%

-60.63%

+47.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.50%

17.24%

+5.26%

Volatility

3GLE.L vs. SOXL.L - Volatility Comparison

The current volatility for Leverage Shares 3x Long Gold ETP Securities (3GLE.L) is 18.35%, while Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a volatility of 57.30%. This indicates that 3GLE.L experiences smaller price fluctuations and is considered to be less risky than SOXL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


3GLE.LSOXL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.35%

57.30%

-38.95%

Volatility (6M)

Calculated over the trailing 6-month period

66.26%

104.35%

-38.09%

Volatility (1Y)

Calculated over the trailing 1-year period

77.12%

136.04%

-58.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.66%

137.56%

-83.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.66%

137.56%

-83.90%

3GLE.L vs. SOXL.L - Expense Ratio Comparison

Both 3GLE.L and SOXL.L have an expense ratio of 0.75%.


Dividends

3GLE.L vs. SOXL.L - Dividend Comparison

Neither 3GLE.L nor SOXL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3GLE.L and SOXL.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

3GLE.L and SOXL.L have the same expense ratio: 0.75% per year.

3GLE.L is categorized as Leveraged Commodities, while SOXL.L is Leveraged Equities.

Portfolio Optimizer

Find the right allocation for 3GLE.L and SOXL.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