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3GOL.L vs. EXV1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3GOL.L vs. EXV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Gold 3x Daily Leveraged (3GOL.L) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3GOL.L is traded in USD, while EXV1.DE is traded in EUR. To make them comparable, the EXV1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3GOL.L achieves a -36.55% return, which is significantly lower than EXV1.DE's 11.15% return. Over the past 10 years, 3GOL.L has underperformed EXV1.DE with an annualized return of 15.21%, while EXV1.DE has yielded a comparatively higher 17.00% annualized return.


3GOL.L

1D
-4.45%
1M
-34.28%
YTD
-36.55%
6M
-39.67%
1Y
25.90%
3Y*
57.28%
5Y*
29.93%
10Y*
15.21%

EXV1.DE

1D
0.13%
1M
3.27%
YTD
11.15%
6M
12.06%
1Y
45.77%
3Y*
45.71%
5Y*
29.85%
10Y*
17.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3GOL.L vs. EXV1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
3GOL.L
WisdomTree Gold 3x Daily Leveraged
-36.55%236.16%60.51%20.28%-13.87%-21.60%50.85%47.36%-12.42%25.08%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
11.15%99.82%25.39%30.30%-3.93%27.32%-17.18%12.73%-29.33%27.43%

Correlation

The correlation between 3GOL.L and EXV1.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.22

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

0.16

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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2012

-0.01

The correlation between 3GOL.L and EXV1.DE shifts across timeframes, from -0.01 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

3GOL.L vs. EXV1.DE — Risk / Return Rank

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

3GOL.L
3GOL.L Risk / Return Rank: 1515
Overall Rank
3GOL.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
3GOL.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
3GOL.L Omega Ratio Rank: 1919
Omega Ratio Rank
3GOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
3GOL.L Martin Ratio Rank: 1313
Martin Ratio Rank

EXV1.DE
EXV1.DE Risk / Return Rank: 7575
Overall Rank
EXV1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 6868
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.

3GOL.L vs. EXV1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Gold 3x Daily Leveraged (3GOL.L) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). 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.


3GOL.LEXV1.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.13

1.33

-0.20

Calmar ratioReturn relative to maximum drawdown

0.40

2.56

-2.16

Martin ratioReturn relative to average drawdown

0.94

8.46

-7.52

3GOL.L vs. EXV1.DE - Sharpe Ratio Comparison

The current 3GOL.L Sharpe Ratio is 0.33, which is lower than the EXV1.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of 3GOL.L and EXV1.DE, 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

3GOL.L vs. EXV1.DE - Drawdown Comparison

The maximum 3GOL.L drawdown since its inception was -83.81%, roughly equal to the maximum EXV1.DE drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for 3GOL.L and EXV1.DE.


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Drawdown Indicators


3GOL.LEXV1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.81%

-83.96%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-64.85%

-17.78%

-47.07%

Max Drawdown (3Y)

Largest decline over 3 years

-64.85%

-19.60%

-45.25%

Max Drawdown (5Y)

Largest decline over 5 years

-64.85%

-37.51%

-27.34%

Max Drawdown (10Y)

Largest decline over 10 years

-64.85%

-61.46%

-3.39%

Current Drawdown

Current decline from peak

-64.57%

-2.54%

-62.03%

Average Drawdown

Average peak-to-trough decline

-60.94%

-58.33%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.34%

5.39%

+21.95%

Volatility

3GOL.L vs. EXV1.DE - Volatility Comparison

WisdomTree Gold 3x Daily Leveraged (3GOL.L) has a higher volatility of 26.74% compared to iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) at 6.51%. This indicates that 3GOL.L's price experiences larger fluctuations and is considered to be riskier than EXV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3GOL.LEXV1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.74%

6.51%

+20.23%

Volatility (6M)

Calculated over the trailing 6-month period

70.00%

20.07%

+49.93%

Volatility (1Y)

Calculated over the trailing 1-year period

78.22%

23.66%

+54.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.24%

25.58%

+27.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.88%

26.07%

+21.81%

3GOL.L vs. EXV1.DE - Expense Ratio Comparison

3GOL.L has a 0.99% expense ratio, which is higher than EXV1.DE's 0.47% expense ratio.


Dividends

3GOL.L vs. EXV1.DE - Dividend Comparison

3GOL.L has not paid dividends to shareholders, while EXV1.DE's dividend yield for the trailing twelve months is around 3.37%.


PositionTTM20252024202320222021202020192018201720162015
3GOL.L
WisdomTree Gold 3x Daily Leveraged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
3.37%3.63%5.51%4.53%6.37%1.06%1.52%4.31%4.03%6.01%3.49%3.41%

Frequently Asked Questions


3GOL.L and EXV1.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXV1.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXV1.DE is cheaper with a 0.47% expense ratio, compared with 0.99% for 3GOL.L.

3GOL.L is categorized as Leveraged Commodities, while EXV1.DE is Financials Equities. 3GOL.L tracks Solactive Gold Commodity Futures SL Index (300%), while EXV1.DE tracks STOXX® Europe 600 Banks. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.99% for 3GOL.L and 0.47% for EXV1.DE.

Portfolio Optimizer

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