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3SIL.L vs. ISLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SIL.L vs. ISLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Silver 3x Daily Leveraged (3SIL.L) and iShares Physical Silver ETC (ISLN.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, 3SIL.L achieves a -58.34% return, which is significantly lower than ISLN.L's 2.87% return. Over the past 10 years, 3SIL.L has underperformed ISLN.L with an annualized return of -1.65%, while ISLN.L has yielded a comparatively higher 15.84% annualized return.


3SIL.L

1D
0.90%
1M
-7.85%
YTD
-58.34%
6M
-31.50%
1Y
141.28%
3Y*
48.06%
5Y*
0.53%
10Y*
-1.65%

ISLN.L

1D
0.43%
1M
0.11%
YTD
2.87%
6M
29.09%
1Y
113.78%
3Y*
45.97%
5Y*
21.30%
10Y*
15.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SIL.L vs. ISLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
3SIL.L
WisdomTree Silver 3x Daily Leveraged
-58.34%692.77%16.75%-30.27%-22.02%-53.86%43.62%27.24%-36.45%-5.75%
ISLN.L
iShares Physical Silver ETC
2.87%147.59%21.12%-0.77%3.39%-12.85%45.85%16.35%-8.76%3.68%

Correlation

The correlation between 3SIL.L and ISLN.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 24, 2012

0.98

The correlation between 3SIL.L and ISLN.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

3SIL.L vs. ISLN.L — Risk / Return Rank

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

3SIL.L
3SIL.L Risk / Return Rank: 3434
Overall Rank
3SIL.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
3SIL.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
3SIL.L Omega Ratio Rank: 5050
Omega Ratio Rank
3SIL.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
3SIL.L Martin Ratio Rank: 2323
Martin Ratio Rank

ISLN.L
ISLN.L Risk / Return Rank: 5252
Overall Rank
ISLN.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 5858
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 3939
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.

3SIL.L vs. ISLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver 3x Daily Leveraged (3SIL.L) and iShares Physical Silver ETC (ISLN.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.


3SIL.LISLN.LDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

1.57

2.78

-1.21

Martin ratioReturn relative to average drawdown

2.86

6.08

-3.23

3SIL.L vs. ISLN.L - Sharpe Ratio Comparison

The current 3SIL.L Sharpe Ratio is 0.81, which is lower than the ISLN.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of 3SIL.L and ISLN.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


3SIL.LISLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.99

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.60

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.51

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.12

-0.34

Drawdowns

3SIL.L vs. ISLN.L - Drawdown Comparison

The maximum 3SIL.L drawdown since its inception was -99.33%, which is greater than ISLN.L's maximum drawdown of -76.63%. Use the drawdown chart below to compare losses from any high point for 3SIL.L and ISLN.L.


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Drawdown Indicators


3SIL.LISLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.33%

-76.63%

-22.70%

Max Drawdown (1Y)

Largest decline over 1 year

-89.36%

-40.67%

-48.69%

Max Drawdown (3Y)

Largest decline over 3 years

-89.36%

-40.67%

-48.69%

Max Drawdown (5Y)

Largest decline over 5 years

-89.36%

-40.67%

-48.69%

Max Drawdown (10Y)

Largest decline over 10 years

-92.57%

-42.90%

-49.67%

Current Drawdown

Current decline from peak

-95.98%

-35.25%

-60.73%

Average Drawdown

Average peak-to-trough decline

-94.34%

-54.28%

-40.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.22%

18.63%

+30.59%

Volatility

3SIL.L vs. ISLN.L - Volatility Comparison

WisdomTree Silver 3x Daily Leveraged (3SIL.L) has a higher volatility of 55.89% compared to iShares Physical Silver ETC (ISLN.L) at 17.61%. This indicates that 3SIL.L's price experiences larger fluctuations and is considered to be riskier than ISLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3SIL.LISLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

55.89%

17.61%

+38.28%

Volatility (6M)

Calculated over the trailing 6-month period

179.25%

54.22%

+125.03%

Volatility (1Y)

Calculated over the trailing 1-year period

174.29%

56.90%

+117.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.78%

35.49%

+74.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.45%

30.92%

+64.53%

3SIL.L vs. ISLN.L - Expense Ratio Comparison

3SIL.L has a 0.99% expense ratio, which is higher than ISLN.L's 0.20% expense ratio.


Dividends

3SIL.L vs. ISLN.L - Dividend Comparison

Neither 3SIL.L nor ISLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, 3SIL.L and ISLN.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ISLN.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISLN.L is cheaper with a 0.20% expense ratio, compared with 0.99% for 3SIL.L.

3SIL.L tracks Solactive Silver Commodity Futures SL Index (3x), while ISLN.L tracks LBMA Silver Price. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.99% for 3SIL.L and 0.20% for ISLN.L.

Portfolio Optimizer

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